| Trading Metrics calculated at close of trading on 28-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,291.8 |
1,265.4 |
-26.4 |
-2.0% |
1,291.9 |
| High |
1,295.0 |
1,267.9 |
-27.1 |
-2.1% |
1,305.9 |
| Low |
1,264.5 |
1,256.9 |
-7.6 |
-0.6% |
1,284.4 |
| Close |
1,266.4 |
1,260.5 |
-5.9 |
-0.5% |
1,292.5 |
| Range |
30.5 |
11.0 |
-19.5 |
-63.9% |
21.5 |
| ATR |
15.1 |
14.8 |
-0.3 |
-1.9% |
0.0 |
| Volume |
3,923 |
4,796 |
873 |
22.3% |
13,673 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,294.8 |
1,288.6 |
1,266.6 |
|
| R3 |
1,283.8 |
1,277.6 |
1,263.5 |
|
| R2 |
1,272.8 |
1,272.8 |
1,262.5 |
|
| R1 |
1,266.6 |
1,266.6 |
1,261.5 |
1,264.2 |
| PP |
1,261.8 |
1,261.8 |
1,261.8 |
1,260.6 |
| S1 |
1,255.6 |
1,255.6 |
1,259.5 |
1,253.2 |
| S2 |
1,250.8 |
1,250.8 |
1,258.5 |
|
| S3 |
1,239.8 |
1,244.6 |
1,257.5 |
|
| S4 |
1,228.8 |
1,233.6 |
1,254.5 |
|
|
| 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 |
1,256.9 |
47.1 |
3.7% |
15.1 |
1.2% |
8% |
False |
True |
3,820 |
| 10 |
1,310.0 |
1,256.9 |
53.1 |
4.2% |
13.7 |
1.1% |
7% |
False |
True |
2,812 |
| 20 |
1,315.9 |
1,256.9 |
59.0 |
4.7% |
14.4 |
1.1% |
6% |
False |
True |
2,732 |
| 40 |
1,331.5 |
1,256.9 |
74.6 |
5.9% |
14.4 |
1.1% |
5% |
False |
True |
2,089 |
| 60 |
1,390.8 |
1,256.9 |
133.9 |
10.6% |
15.1 |
1.2% |
3% |
False |
True |
1,913 |
| 80 |
1,390.8 |
1,244.9 |
145.9 |
11.6% |
14.9 |
1.2% |
11% |
False |
False |
1,697 |
| 100 |
1,390.8 |
1,220.0 |
170.8 |
13.6% |
14.9 |
1.2% |
24% |
False |
False |
1,506 |
| 120 |
1,390.8 |
1,185.0 |
205.8 |
16.3% |
15.4 |
1.2% |
37% |
False |
False |
1,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,314.7 |
|
2.618 |
1,296.7 |
|
1.618 |
1,285.7 |
|
1.000 |
1,278.9 |
|
0.618 |
1,274.7 |
|
HIGH |
1,267.9 |
|
0.618 |
1,263.7 |
|
0.500 |
1,262.4 |
|
0.382 |
1,261.1 |
|
LOW |
1,256.9 |
|
0.618 |
1,250.1 |
|
1.000 |
1,245.9 |
|
1.618 |
1,239.1 |
|
2.618 |
1,228.1 |
|
4.250 |
1,210.2 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,262.4 |
1,276.5 |
| PP |
1,261.8 |
1,271.2 |
| S1 |
1,261.1 |
1,265.8 |
|