| Trading Metrics calculated at close of trading on 19-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,297.5 |
1,291.9 |
-5.6 |
-0.4% |
1,288.5 |
| High |
1,298.1 |
1,305.9 |
7.8 |
0.6% |
1,310.0 |
| Low |
1,289.4 |
1,291.8 |
2.4 |
0.2% |
1,283.3 |
| Close |
1,294.2 |
1,294.7 |
0.5 |
0.0% |
1,294.2 |
| Range |
8.7 |
14.1 |
5.4 |
62.1% |
26.7 |
| ATR |
14.8 |
14.7 |
0.0 |
-0.3% |
0.0 |
| Volume |
1,860 |
1,896 |
36 |
1.9% |
11,338 |
|
| Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,339.8 |
1,331.3 |
1,302.5 |
|
| R3 |
1,325.7 |
1,317.2 |
1,298.6 |
|
| R2 |
1,311.6 |
1,311.6 |
1,297.3 |
|
| R1 |
1,303.1 |
1,303.1 |
1,296.0 |
1,307.4 |
| PP |
1,297.5 |
1,297.5 |
1,297.5 |
1,299.6 |
| S1 |
1,289.0 |
1,289.0 |
1,293.4 |
1,293.3 |
| S2 |
1,283.4 |
1,283.4 |
1,292.1 |
|
| S3 |
1,269.3 |
1,274.9 |
1,290.8 |
|
| S4 |
1,255.2 |
1,260.8 |
1,286.9 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,375.9 |
1,361.8 |
1,308.9 |
|
| R3 |
1,349.2 |
1,335.1 |
1,301.5 |
|
| R2 |
1,322.5 |
1,322.5 |
1,299.1 |
|
| R1 |
1,308.4 |
1,308.4 |
1,296.6 |
1,315.5 |
| PP |
1,295.8 |
1,295.8 |
1,295.8 |
1,299.4 |
| S1 |
1,281.7 |
1,281.7 |
1,291.8 |
1,288.8 |
| S2 |
1,269.1 |
1,269.1 |
1,289.3 |
|
| S3 |
1,242.4 |
1,255.0 |
1,286.9 |
|
| S4 |
1,215.7 |
1,228.3 |
1,279.5 |
|
|
| 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 |
1,289.4 |
20.6 |
1.6% |
11.8 |
0.9% |
26% |
False |
False |
2,058 |
| 10 |
1,315.1 |
1,283.3 |
31.8 |
2.5% |
13.2 |
1.0% |
36% |
False |
False |
2,832 |
| 20 |
1,315.9 |
1,270.0 |
45.9 |
3.5% |
14.7 |
1.1% |
54% |
False |
False |
2,091 |
| 40 |
1,333.8 |
1,270.0 |
63.8 |
4.9% |
14.7 |
1.1% |
39% |
False |
False |
1,889 |
| 60 |
1,390.8 |
1,270.0 |
120.8 |
9.3% |
15.2 |
1.2% |
20% |
False |
False |
1,725 |
| 80 |
1,390.8 |
1,241.0 |
149.8 |
11.6% |
15.1 |
1.2% |
36% |
False |
False |
1,525 |
| 100 |
1,390.8 |
1,185.0 |
205.8 |
15.9% |
15.0 |
1.2% |
53% |
False |
False |
1,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,365.8 |
|
2.618 |
1,342.8 |
|
1.618 |
1,328.7 |
|
1.000 |
1,320.0 |
|
0.618 |
1,314.6 |
|
HIGH |
1,305.9 |
|
0.618 |
1,300.5 |
|
0.500 |
1,298.9 |
|
0.382 |
1,297.2 |
|
LOW |
1,291.8 |
|
0.618 |
1,283.1 |
|
1.000 |
1,277.7 |
|
1.618 |
1,269.0 |
|
2.618 |
1,254.9 |
|
4.250 |
1,231.9 |
|
|
| Fisher Pivots for day following 19-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,298.9 |
1,298.3 |
| PP |
1,297.5 |
1,297.1 |
| S1 |
1,296.1 |
1,295.9 |
|