| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,293.0 |
1,295.0 |
2.0 |
0.2% |
1,291.9 |
| High |
1,304.0 |
1,296.1 |
-7.9 |
-0.6% |
1,305.9 |
| Low |
1,291.1 |
1,287.3 |
-3.8 |
-0.3% |
1,284.4 |
| Close |
1,295.8 |
1,292.5 |
-3.3 |
-0.3% |
1,292.5 |
| Range |
12.9 |
8.8 |
-4.1 |
-31.8% |
21.5 |
| ATR |
14.3 |
13.9 |
-0.4 |
-2.7% |
0.0 |
| Volume |
1,816 |
4,100 |
2,284 |
125.8% |
13,673 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,318.4 |
1,314.2 |
1,297.3 |
|
| R3 |
1,309.6 |
1,305.4 |
1,294.9 |
|
| R2 |
1,300.8 |
1,300.8 |
1,294.1 |
|
| R1 |
1,296.6 |
1,296.6 |
1,293.3 |
1,294.3 |
| PP |
1,292.0 |
1,292.0 |
1,292.0 |
1,290.8 |
| S1 |
1,287.8 |
1,287.8 |
1,291.7 |
1,285.5 |
| S2 |
1,283.2 |
1,283.2 |
1,290.9 |
|
| S3 |
1,274.4 |
1,279.0 |
1,290.1 |
|
| S4 |
1,265.6 |
1,270.2 |
1,287.7 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,358.8 |
1,347.1 |
1,304.3 |
|
| R3 |
1,337.3 |
1,325.6 |
1,298.4 |
|
| R2 |
1,315.8 |
1,315.8 |
1,296.4 |
|
| R1 |
1,304.1 |
1,304.1 |
1,294.5 |
1,310.0 |
| PP |
1,294.3 |
1,294.3 |
1,294.3 |
1,297.2 |
| S1 |
1,282.6 |
1,282.6 |
1,290.5 |
1,288.5 |
| S2 |
1,272.8 |
1,272.8 |
1,288.6 |
|
| S3 |
1,251.3 |
1,261.1 |
1,286.6 |
|
| S4 |
1,229.8 |
1,239.6 |
1,280.7 |
|
|
| 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% |
11.5 |
0.9% |
38% |
False |
False |
2,734 |
| 10 |
1,310.0 |
1,283.3 |
26.7 |
2.1% |
12.4 |
1.0% |
34% |
False |
False |
2,501 |
| 20 |
1,315.9 |
1,275.0 |
40.9 |
3.2% |
13.7 |
1.1% |
43% |
False |
False |
2,471 |
| 40 |
1,331.5 |
1,270.0 |
61.5 |
4.8% |
14.1 |
1.1% |
37% |
False |
False |
1,965 |
| 60 |
1,390.8 |
1,270.0 |
120.8 |
9.3% |
14.9 |
1.2% |
19% |
False |
False |
1,833 |
| 80 |
1,390.8 |
1,241.0 |
149.8 |
11.6% |
14.8 |
1.1% |
34% |
False |
False |
1,621 |
| 100 |
1,390.8 |
1,185.0 |
205.8 |
15.9% |
15.1 |
1.2% |
52% |
False |
False |
1,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,333.5 |
|
2.618 |
1,319.1 |
|
1.618 |
1,310.3 |
|
1.000 |
1,304.9 |
|
0.618 |
1,301.5 |
|
HIGH |
1,296.1 |
|
0.618 |
1,292.7 |
|
0.500 |
1,291.7 |
|
0.382 |
1,290.7 |
|
LOW |
1,287.3 |
|
0.618 |
1,281.9 |
|
1.000 |
1,278.5 |
|
1.618 |
1,273.1 |
|
2.618 |
1,264.3 |
|
4.250 |
1,249.9 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,292.2 |
1,294.2 |
| PP |
1,292.0 |
1,293.6 |
| S1 |
1,291.7 |
1,293.1 |
|