| Trading Metrics calculated at close of trading on 21-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,294.7 |
1,295.2 |
0.5 |
0.0% |
1,288.5 |
| High |
1,297.3 |
1,296.5 |
-0.8 |
-0.1% |
1,310.0 |
| Low |
1,287.9 |
1,284.4 |
-3.5 |
-0.3% |
1,283.3 |
| Close |
1,295.5 |
1,289.0 |
-6.5 |
-0.5% |
1,294.2 |
| Range |
9.4 |
12.1 |
2.7 |
28.7% |
26.7 |
| ATR |
14.4 |
14.2 |
-0.2 |
-1.1% |
0.0 |
| Volume |
1,395 |
4,466 |
3,071 |
220.1% |
11,338 |
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,326.3 |
1,319.7 |
1,295.7 |
|
| R3 |
1,314.2 |
1,307.6 |
1,292.3 |
|
| R2 |
1,302.1 |
1,302.1 |
1,291.2 |
|
| R1 |
1,295.5 |
1,295.5 |
1,290.1 |
1,292.8 |
| PP |
1,290.0 |
1,290.0 |
1,290.0 |
1,288.6 |
| S1 |
1,283.4 |
1,283.4 |
1,287.9 |
1,280.7 |
| S2 |
1,277.9 |
1,277.9 |
1,286.8 |
|
| S3 |
1,265.8 |
1,271.3 |
1,285.7 |
|
| S4 |
1,253.7 |
1,259.2 |
1,282.3 |
|
|
| 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 |
1,307.2 |
1,284.4 |
22.8 |
1.8% |
11.7 |
0.9% |
20% |
False |
True |
2,247 |
| 10 |
1,310.0 |
1,283.3 |
26.7 |
2.1% |
11.8 |
0.9% |
21% |
False |
False |
2,452 |
| 20 |
1,315.9 |
1,270.0 |
45.9 |
3.6% |
14.7 |
1.1% |
41% |
False |
False |
2,267 |
| 40 |
1,331.5 |
1,270.0 |
61.5 |
4.8% |
14.3 |
1.1% |
31% |
False |
False |
1,902 |
| 60 |
1,390.8 |
1,270.0 |
120.8 |
9.4% |
15.1 |
1.2% |
16% |
False |
False |
1,762 |
| 80 |
1,390.8 |
1,241.0 |
149.8 |
11.6% |
14.9 |
1.2% |
32% |
False |
False |
1,584 |
| 100 |
1,390.8 |
1,185.0 |
205.8 |
16.0% |
15.1 |
1.2% |
51% |
False |
False |
1,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,347.9 |
|
2.618 |
1,328.2 |
|
1.618 |
1,316.1 |
|
1.000 |
1,308.6 |
|
0.618 |
1,304.0 |
|
HIGH |
1,296.5 |
|
0.618 |
1,291.9 |
|
0.500 |
1,290.5 |
|
0.382 |
1,289.0 |
|
LOW |
1,284.4 |
|
0.618 |
1,276.9 |
|
1.000 |
1,272.3 |
|
1.618 |
1,264.8 |
|
2.618 |
1,252.7 |
|
4.250 |
1,233.0 |
|
|
| Fisher Pivots for day following 21-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,290.5 |
1,295.2 |
| PP |
1,290.0 |
1,293.1 |
| S1 |
1,289.5 |
1,291.1 |
|