| Trading Metrics calculated at close of trading on 13-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
| Open |
188.76 |
190.03 |
1.27 |
0.7% |
187.14 |
| High |
189.88 |
190.42 |
0.54 |
0.3% |
189.05 |
| Low |
188.00 |
189.77 |
1.77 |
0.9% |
186.01 |
| Close |
189.79 |
189.96 |
0.17 |
0.1% |
187.96 |
| Range |
1.88 |
0.65 |
-1.23 |
-65.4% |
3.04 |
| ATR |
1.74 |
1.67 |
-0.08 |
-4.5% |
0.00 |
| Volume |
86,940,000 |
66,453,898 |
-20,486,102 |
-23.6% |
445,133,296 |
|
| Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
192.00 |
191.63 |
190.32 |
|
| R3 |
191.35 |
190.98 |
190.14 |
|
| R2 |
190.70 |
190.70 |
190.08 |
|
| R1 |
190.33 |
190.33 |
190.02 |
190.19 |
| PP |
190.05 |
190.05 |
190.05 |
189.98 |
| S1 |
189.68 |
189.68 |
189.90 |
189.54 |
| S2 |
189.40 |
189.40 |
189.84 |
|
| S3 |
188.75 |
189.03 |
189.78 |
|
| S4 |
188.10 |
188.38 |
189.60 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
196.79 |
195.42 |
189.63 |
|
| R3 |
193.75 |
192.38 |
188.80 |
|
| R2 |
190.71 |
190.71 |
188.52 |
|
| R1 |
189.34 |
189.34 |
188.24 |
190.03 |
| PP |
187.67 |
187.67 |
187.67 |
188.02 |
| S1 |
186.30 |
186.30 |
187.68 |
186.99 |
| S2 |
184.63 |
184.63 |
187.40 |
|
| S3 |
181.59 |
183.26 |
187.12 |
|
| S4 |
178.55 |
180.22 |
186.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
190.42 |
186.01 |
4.41 |
2.3% |
1.53 |
0.8% |
90% |
True |
False |
87,438,059 |
| 10 |
190.42 |
186.01 |
4.41 |
2.3% |
1.48 |
0.8% |
90% |
True |
False |
89,117,559 |
| 20 |
190.42 |
181.51 |
8.91 |
4.7% |
1.49 |
0.8% |
95% |
True |
False |
94,723,829 |
| 40 |
190.42 |
181.31 |
9.11 |
4.8% |
1.79 |
0.9% |
95% |
True |
False |
109,570,737 |
| 60 |
190.42 |
181.31 |
9.11 |
4.8% |
1.70 |
0.9% |
95% |
True |
False |
111,610,728 |
| 80 |
190.42 |
173.71 |
16.71 |
8.8% |
1.75 |
0.9% |
97% |
True |
False |
118,832,650 |
| 100 |
190.42 |
173.71 |
16.71 |
8.8% |
1.65 |
0.9% |
97% |
True |
False |
115,843,537 |
| 120 |
190.42 |
173.71 |
16.71 |
8.8% |
1.57 |
0.8% |
97% |
True |
False |
112,696,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
193.18 |
|
2.618 |
192.12 |
|
1.618 |
191.47 |
|
1.000 |
191.07 |
|
0.618 |
190.82 |
|
HIGH |
190.42 |
|
0.618 |
190.17 |
|
0.500 |
190.10 |
|
0.382 |
190.02 |
|
LOW |
189.77 |
|
0.618 |
189.37 |
|
1.000 |
189.12 |
|
1.618 |
188.72 |
|
2.618 |
188.07 |
|
4.250 |
187.01 |
|
|
| Fisher Pivots for day following 13-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
190.10 |
189.52 |
| PP |
190.05 |
189.07 |
| S1 |
190.01 |
188.63 |
|