| 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 |
191.52 |
191.82 |
0.30 |
0.2% |
187.69 |
| High |
191.82 |
192.40 |
0.58 |
0.3% |
190.48 |
| Low |
191.06 |
191.33 |
0.27 |
0.1% |
187.07 |
| Close |
191.38 |
192.37 |
0.99 |
0.5% |
190.35 |
| Range |
0.76 |
1.07 |
0.31 |
40.8% |
3.41 |
| ATR |
1.49 |
1.46 |
-0.03 |
-2.0% |
0.00 |
| Volume |
66,722,797 |
64,376,500 |
-2,346,297 |
-3.5% |
386,282,304 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
195.24 |
194.88 |
192.96 |
|
| R3 |
194.17 |
193.81 |
192.66 |
|
| R2 |
193.10 |
193.10 |
192.57 |
|
| R1 |
192.74 |
192.74 |
192.47 |
192.92 |
| PP |
192.03 |
192.03 |
192.03 |
192.13 |
| S1 |
191.67 |
191.67 |
192.27 |
191.85 |
| S2 |
190.96 |
190.96 |
192.17 |
|
| S3 |
189.89 |
190.60 |
192.08 |
|
| S4 |
188.82 |
189.53 |
191.78 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
199.53 |
198.35 |
192.23 |
|
| R3 |
196.12 |
194.94 |
191.29 |
|
| R2 |
192.71 |
192.71 |
190.98 |
|
| R1 |
191.53 |
191.53 |
190.66 |
192.12 |
| PP |
189.30 |
189.30 |
189.30 |
189.60 |
| S1 |
188.12 |
188.12 |
190.04 |
188.71 |
| S2 |
185.89 |
185.89 |
189.72 |
|
| S3 |
182.48 |
184.71 |
189.41 |
|
| S4 |
179.07 |
181.30 |
188.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
192.40 |
188.86 |
3.54 |
1.8% |
0.89 |
0.5% |
99% |
True |
False |
64,962,980 |
| 10 |
192.40 |
186.48 |
5.92 |
3.1% |
1.23 |
0.6% |
99% |
True |
False |
84,180,600 |
| 20 |
192.40 |
186.01 |
6.39 |
3.3% |
1.34 |
0.7% |
100% |
True |
False |
85,192,035 |
| 40 |
192.40 |
181.31 |
11.09 |
5.8% |
1.59 |
0.8% |
100% |
True |
False |
99,013,675 |
| 60 |
192.40 |
181.31 |
11.09 |
5.8% |
1.64 |
0.9% |
100% |
True |
False |
104,474,574 |
| 80 |
192.40 |
173.71 |
18.69 |
9.7% |
1.65 |
0.9% |
100% |
True |
False |
109,318,931 |
| 100 |
192.40 |
173.71 |
18.69 |
9.7% |
1.66 |
0.9% |
100% |
True |
False |
113,299,729 |
| 120 |
192.40 |
173.71 |
18.69 |
9.7% |
1.57 |
0.8% |
100% |
True |
False |
111,869,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
196.95 |
|
2.618 |
195.20 |
|
1.618 |
194.13 |
|
1.000 |
193.47 |
|
0.618 |
193.06 |
|
HIGH |
192.40 |
|
0.618 |
191.99 |
|
0.500 |
191.87 |
|
0.382 |
191.74 |
|
LOW |
191.33 |
|
0.618 |
190.67 |
|
1.000 |
190.26 |
|
1.618 |
189.60 |
|
2.618 |
188.53 |
|
4.250 |
186.78 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
192.20 |
192.14 |
| PP |
192.03 |
191.91 |
| S1 |
191.87 |
191.68 |
|