| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,295.2 |
1,293.0 |
-2.2 |
-0.2% |
1,288.5 |
| High |
1,296.5 |
1,304.0 |
7.5 |
0.6% |
1,310.0 |
| Low |
1,284.4 |
1,291.1 |
6.7 |
0.5% |
1,283.3 |
| Close |
1,289.0 |
1,295.8 |
6.8 |
0.5% |
1,294.2 |
| Range |
12.1 |
12.9 |
0.8 |
6.6% |
26.7 |
| ATR |
14.2 |
14.3 |
0.1 |
0.4% |
0.0 |
| Volume |
4,466 |
1,816 |
-2,650 |
-59.3% |
11,338 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,335.7 |
1,328.6 |
1,302.9 |
|
| R3 |
1,322.8 |
1,315.7 |
1,299.3 |
|
| R2 |
1,309.9 |
1,309.9 |
1,298.2 |
|
| R1 |
1,302.8 |
1,302.8 |
1,297.0 |
1,306.4 |
| PP |
1,297.0 |
1,297.0 |
1,297.0 |
1,298.7 |
| S1 |
1,289.9 |
1,289.9 |
1,294.6 |
1,293.5 |
| S2 |
1,284.1 |
1,284.1 |
1,293.4 |
|
| S3 |
1,271.2 |
1,277.0 |
1,292.3 |
|
| S4 |
1,258.3 |
1,264.1 |
1,288.7 |
|
|
| 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 |
1,305.9 |
1,284.4 |
21.5 |
1.7% |
11.4 |
0.9% |
53% |
False |
False |
2,286 |
| 10 |
1,310.0 |
1,283.3 |
26.7 |
2.1% |
12.3 |
0.9% |
47% |
False |
False |
2,272 |
| 20 |
1,315.9 |
1,275.0 |
40.9 |
3.2% |
13.9 |
1.1% |
51% |
False |
False |
2,311 |
| 40 |
1,331.5 |
1,270.0 |
61.5 |
4.7% |
14.3 |
1.1% |
42% |
False |
False |
1,932 |
| 60 |
1,390.8 |
1,270.0 |
120.8 |
9.3% |
14.9 |
1.2% |
21% |
False |
False |
1,783 |
| 80 |
1,390.8 |
1,241.0 |
149.8 |
11.6% |
14.9 |
1.2% |
37% |
False |
False |
1,598 |
| 100 |
1,390.8 |
1,185.0 |
205.8 |
15.9% |
15.1 |
1.2% |
54% |
False |
False |
1,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,358.8 |
|
2.618 |
1,337.8 |
|
1.618 |
1,324.9 |
|
1.000 |
1,316.9 |
|
0.618 |
1,312.0 |
|
HIGH |
1,304.0 |
|
0.618 |
1,299.1 |
|
0.500 |
1,297.6 |
|
0.382 |
1,296.0 |
|
LOW |
1,291.1 |
|
0.618 |
1,283.1 |
|
1.000 |
1,278.2 |
|
1.618 |
1,270.2 |
|
2.618 |
1,257.3 |
|
4.250 |
1,236.3 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,297.6 |
1,295.3 |
| PP |
1,297.0 |
1,294.7 |
| S1 |
1,296.4 |
1,294.2 |
|