| Trading Metrics calculated at close of trading on 14-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,296.6 |
1,295.2 |
-1.4 |
-0.1% |
1,301.4 |
| High |
1,298.4 |
1,310.0 |
11.6 |
0.9% |
1,315.9 |
| Low |
1,291.0 |
1,295.2 |
4.2 |
0.3% |
1,286.9 |
| Close |
1,295.8 |
1,306.8 |
11.0 |
0.8% |
1,288.4 |
| Range |
7.4 |
14.8 |
7.4 |
100.0% |
29.0 |
| ATR |
15.4 |
15.3 |
0.0 |
-0.3% |
0.0 |
| Volume |
2,667 |
2,250 |
-417 |
-15.6% |
17,174 |
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,348.4 |
1,342.4 |
1,314.9 |
|
| R3 |
1,333.6 |
1,327.6 |
1,310.9 |
|
| R2 |
1,318.8 |
1,318.8 |
1,309.5 |
|
| R1 |
1,312.8 |
1,312.8 |
1,308.2 |
1,315.8 |
| PP |
1,304.0 |
1,304.0 |
1,304.0 |
1,305.5 |
| S1 |
1,298.0 |
1,298.0 |
1,305.4 |
1,301.0 |
| S2 |
1,289.2 |
1,289.2 |
1,304.1 |
|
| S3 |
1,274.4 |
1,283.2 |
1,302.7 |
|
| S4 |
1,259.6 |
1,268.4 |
1,298.7 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,384.1 |
1,365.2 |
1,304.4 |
|
| R3 |
1,355.1 |
1,336.2 |
1,296.4 |
|
| R2 |
1,326.1 |
1,326.1 |
1,293.7 |
|
| R1 |
1,307.2 |
1,307.2 |
1,291.1 |
1,302.2 |
| PP |
1,297.1 |
1,297.1 |
1,297.1 |
1,294.5 |
| S1 |
1,278.2 |
1,278.2 |
1,285.7 |
1,273.2 |
| S2 |
1,268.1 |
1,268.1 |
1,283.1 |
|
| S3 |
1,239.1 |
1,249.2 |
1,280.4 |
|
| S4 |
1,210.1 |
1,220.2 |
1,272.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,310.0 |
1,283.3 |
26.7 |
2.0% |
11.9 |
0.9% |
88% |
True |
False |
2,656 |
| 10 |
1,315.9 |
1,275.0 |
40.9 |
3.1% |
15.4 |
1.2% |
78% |
False |
False |
2,820 |
| 20 |
1,315.9 |
1,270.0 |
45.9 |
3.5% |
14.8 |
1.1% |
80% |
False |
False |
2,048 |
| 40 |
1,361.3 |
1,270.0 |
91.3 |
7.0% |
15.1 |
1.2% |
40% |
False |
False |
1,867 |
| 60 |
1,390.8 |
1,270.0 |
120.8 |
9.2% |
15.3 |
1.2% |
30% |
False |
False |
1,704 |
| 80 |
1,390.8 |
1,234.7 |
156.1 |
11.9% |
15.3 |
1.2% |
46% |
False |
False |
1,476 |
| 100 |
1,390.8 |
1,185.0 |
205.8 |
15.7% |
15.1 |
1.2% |
59% |
False |
False |
1,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,372.9 |
|
2.618 |
1,348.7 |
|
1.618 |
1,333.9 |
|
1.000 |
1,324.8 |
|
0.618 |
1,319.1 |
|
HIGH |
1,310.0 |
|
0.618 |
1,304.3 |
|
0.500 |
1,302.6 |
|
0.382 |
1,300.9 |
|
LOW |
1,295.2 |
|
0.618 |
1,286.1 |
|
1.000 |
1,280.4 |
|
1.618 |
1,271.3 |
|
2.618 |
1,256.5 |
|
4.250 |
1,232.3 |
|
|
| Fisher Pivots for day following 14-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,305.4 |
1,303.4 |
| PP |
1,304.0 |
1,300.0 |
| S1 |
1,302.6 |
1,296.7 |
|