| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,295.0 |
1,291.8 |
-3.2 |
-0.2% |
1,291.9 |
| High |
1,296.1 |
1,295.0 |
-1.1 |
-0.1% |
1,305.9 |
| Low |
1,287.3 |
1,264.5 |
-22.8 |
-1.8% |
1,284.4 |
| Close |
1,292.5 |
1,266.4 |
-26.1 |
-2.0% |
1,292.5 |
| Range |
8.8 |
30.5 |
21.7 |
246.6% |
21.5 |
| ATR |
13.9 |
15.1 |
1.2 |
8.6% |
0.0 |
| Volume |
4,100 |
3,923 |
-177 |
-4.3% |
13,673 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,366.8 |
1,347.1 |
1,283.2 |
|
| R3 |
1,336.3 |
1,316.6 |
1,274.8 |
|
| R2 |
1,305.8 |
1,305.8 |
1,272.0 |
|
| R1 |
1,286.1 |
1,286.1 |
1,269.2 |
1,280.7 |
| PP |
1,275.3 |
1,275.3 |
1,275.3 |
1,272.6 |
| S1 |
1,255.6 |
1,255.6 |
1,263.6 |
1,250.2 |
| S2 |
1,244.8 |
1,244.8 |
1,260.8 |
|
| S3 |
1,214.3 |
1,225.1 |
1,258.0 |
|
| S4 |
1,183.8 |
1,194.6 |
1,249.6 |
|
|
| 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 |
1,304.0 |
1,264.5 |
39.5 |
3.1% |
14.7 |
1.2% |
5% |
False |
True |
3,140 |
| 10 |
1,310.0 |
1,264.5 |
45.5 |
3.6% |
13.3 |
1.0% |
4% |
False |
True |
2,599 |
| 20 |
1,315.9 |
1,264.5 |
51.4 |
4.1% |
14.5 |
1.1% |
4% |
False |
True |
2,622 |
| 40 |
1,331.5 |
1,264.5 |
67.0 |
5.3% |
14.5 |
1.1% |
3% |
False |
True |
2,007 |
| 60 |
1,390.8 |
1,264.5 |
126.3 |
10.0% |
15.3 |
1.2% |
2% |
False |
True |
1,860 |
| 80 |
1,390.8 |
1,242.2 |
148.6 |
11.7% |
14.9 |
1.2% |
16% |
False |
False |
1,649 |
| 100 |
1,390.8 |
1,207.0 |
183.8 |
14.5% |
15.1 |
1.2% |
32% |
False |
False |
1,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,424.6 |
|
2.618 |
1,374.8 |
|
1.618 |
1,344.3 |
|
1.000 |
1,325.5 |
|
0.618 |
1,313.8 |
|
HIGH |
1,295.0 |
|
0.618 |
1,283.3 |
|
0.500 |
1,279.8 |
|
0.382 |
1,276.2 |
|
LOW |
1,264.5 |
|
0.618 |
1,245.7 |
|
1.000 |
1,234.0 |
|
1.618 |
1,215.2 |
|
2.618 |
1,184.7 |
|
4.250 |
1,134.9 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,279.8 |
1,284.3 |
| PP |
1,275.3 |
1,278.3 |
| S1 |
1,270.9 |
1,272.4 |
|