| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,265.4 |
1,258.8 |
-6.6 |
-0.5% |
1,291.9 |
| High |
1,267.9 |
1,260.9 |
-7.0 |
-0.6% |
1,305.9 |
| Low |
1,256.9 |
1,252.2 |
-4.7 |
-0.4% |
1,284.4 |
| Close |
1,260.5 |
1,257.9 |
-2.6 |
-0.2% |
1,292.5 |
| Range |
11.0 |
8.7 |
-2.3 |
-20.9% |
21.5 |
| ATR |
14.8 |
14.3 |
-0.4 |
-2.9% |
0.0 |
| Volume |
4,796 |
5,751 |
955 |
19.9% |
13,673 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,283.1 |
1,279.2 |
1,262.7 |
|
| R3 |
1,274.4 |
1,270.5 |
1,260.3 |
|
| R2 |
1,265.7 |
1,265.7 |
1,259.5 |
|
| R1 |
1,261.8 |
1,261.8 |
1,258.7 |
1,259.4 |
| PP |
1,257.0 |
1,257.0 |
1,257.0 |
1,255.8 |
| S1 |
1,253.1 |
1,253.1 |
1,257.1 |
1,250.7 |
| S2 |
1,248.3 |
1,248.3 |
1,256.3 |
|
| S3 |
1,239.6 |
1,244.4 |
1,255.5 |
|
| S4 |
1,230.9 |
1,235.7 |
1,253.1 |
|
|
| 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 |
1,252.2 |
51.8 |
4.1% |
14.4 |
1.1% |
11% |
False |
True |
4,077 |
| 10 |
1,307.2 |
1,252.2 |
55.0 |
4.4% |
13.0 |
1.0% |
10% |
False |
True |
3,162 |
| 20 |
1,315.9 |
1,252.2 |
63.7 |
5.1% |
14.2 |
1.1% |
9% |
False |
True |
2,991 |
| 40 |
1,331.5 |
1,252.2 |
79.3 |
6.3% |
14.4 |
1.1% |
7% |
False |
True |
2,217 |
| 60 |
1,390.8 |
1,252.2 |
138.6 |
11.0% |
14.9 |
1.2% |
4% |
False |
True |
1,988 |
| 80 |
1,390.8 |
1,249.6 |
141.2 |
11.2% |
14.7 |
1.2% |
6% |
False |
False |
1,767 |
| 100 |
1,390.8 |
1,220.0 |
170.8 |
13.6% |
14.9 |
1.2% |
22% |
False |
False |
1,562 |
| 120 |
1,390.8 |
1,185.0 |
205.8 |
16.4% |
15.2 |
1.2% |
35% |
False |
False |
1,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,297.9 |
|
2.618 |
1,283.7 |
|
1.618 |
1,275.0 |
|
1.000 |
1,269.6 |
|
0.618 |
1,266.3 |
|
HIGH |
1,260.9 |
|
0.618 |
1,257.6 |
|
0.500 |
1,256.6 |
|
0.382 |
1,255.5 |
|
LOW |
1,252.2 |
|
0.618 |
1,246.8 |
|
1.000 |
1,243.5 |
|
1.618 |
1,238.1 |
|
2.618 |
1,229.4 |
|
4.250 |
1,215.2 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,257.5 |
1,273.6 |
| PP |
1,257.0 |
1,268.4 |
| S1 |
1,256.6 |
1,263.1 |
|