| Trading Metrics calculated at close of trading on 30-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,258.8 |
1,256.9 |
-1.9 |
-0.2% |
1,291.8 |
| High |
1,260.9 |
1,259.6 |
-1.3 |
-0.1% |
1,295.0 |
| Low |
1,252.2 |
1,243.1 |
-9.1 |
-0.7% |
1,243.1 |
| Close |
1,257.9 |
1,246.7 |
-11.2 |
-0.9% |
1,246.7 |
| Range |
8.7 |
16.5 |
7.8 |
89.7% |
51.9 |
| ATR |
14.3 |
14.5 |
0.2 |
1.1% |
0.0 |
| Volume |
5,751 |
4,176 |
-1,575 |
-27.4% |
18,646 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,299.3 |
1,289.5 |
1,255.8 |
|
| R3 |
1,282.8 |
1,273.0 |
1,251.2 |
|
| R2 |
1,266.3 |
1,266.3 |
1,249.7 |
|
| R1 |
1,256.5 |
1,256.5 |
1,248.2 |
1,253.2 |
| PP |
1,249.8 |
1,249.8 |
1,249.8 |
1,248.1 |
| S1 |
1,240.0 |
1,240.0 |
1,245.2 |
1,236.7 |
| S2 |
1,233.3 |
1,233.3 |
1,243.7 |
|
| S3 |
1,216.8 |
1,223.5 |
1,242.2 |
|
| S4 |
1,200.3 |
1,207.0 |
1,237.6 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,417.3 |
1,383.9 |
1,275.2 |
|
| R3 |
1,365.4 |
1,332.0 |
1,261.0 |
|
| R2 |
1,313.5 |
1,313.5 |
1,256.2 |
|
| R1 |
1,280.1 |
1,280.1 |
1,251.5 |
1,270.9 |
| PP |
1,261.6 |
1,261.6 |
1,261.6 |
1,257.0 |
| S1 |
1,228.2 |
1,228.2 |
1,241.9 |
1,219.0 |
| S2 |
1,209.7 |
1,209.7 |
1,237.2 |
|
| S3 |
1,157.8 |
1,176.3 |
1,232.4 |
|
| S4 |
1,105.9 |
1,124.4 |
1,218.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,296.1 |
1,243.1 |
53.0 |
4.3% |
15.1 |
1.2% |
7% |
False |
True |
4,549 |
| 10 |
1,305.9 |
1,243.1 |
62.8 |
5.0% |
13.3 |
1.1% |
6% |
False |
True |
3,417 |
| 20 |
1,315.9 |
1,243.1 |
72.8 |
5.8% |
14.3 |
1.1% |
5% |
False |
True |
3,091 |
| 40 |
1,331.5 |
1,243.1 |
88.4 |
7.1% |
14.5 |
1.2% |
4% |
False |
True |
2,302 |
| 60 |
1,390.8 |
1,243.1 |
147.7 |
11.8% |
15.1 |
1.2% |
2% |
False |
True |
2,038 |
| 80 |
1,390.8 |
1,243.1 |
147.7 |
11.8% |
14.8 |
1.2% |
2% |
False |
True |
1,815 |
| 100 |
1,390.8 |
1,222.4 |
168.4 |
13.5% |
14.7 |
1.2% |
14% |
False |
False |
1,600 |
| 120 |
1,390.8 |
1,185.0 |
205.8 |
16.5% |
15.1 |
1.2% |
30% |
False |
False |
1,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,329.7 |
|
2.618 |
1,302.8 |
|
1.618 |
1,286.3 |
|
1.000 |
1,276.1 |
|
0.618 |
1,269.8 |
|
HIGH |
1,259.6 |
|
0.618 |
1,253.3 |
|
0.500 |
1,251.4 |
|
0.382 |
1,249.4 |
|
LOW |
1,243.1 |
|
0.618 |
1,232.9 |
|
1.000 |
1,226.6 |
|
1.618 |
1,216.4 |
|
2.618 |
1,199.9 |
|
4.250 |
1,173.0 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,251.4 |
1,255.5 |
| PP |
1,249.8 |
1,252.6 |
| S1 |
1,248.3 |
1,249.6 |
|