| 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 |
191.82 |
192.19 |
0.37 |
0.2% |
191.05 |
| High |
192.40 |
192.80 |
0.40 |
0.2% |
192.80 |
| Low |
191.33 |
192.03 |
0.70 |
0.4% |
190.95 |
| Close |
192.37 |
192.68 |
0.31 |
0.2% |
192.68 |
| Range |
1.07 |
0.77 |
-0.30 |
-28.0% |
1.85 |
| ATR |
1.46 |
1.41 |
-0.05 |
-3.4% |
0.00 |
| Volume |
64,376,500 |
76,315,602 |
11,939,102 |
18.5% |
279,425,204 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
194.81 |
194.52 |
193.10 |
|
| R3 |
194.04 |
193.75 |
192.89 |
|
| R2 |
193.27 |
193.27 |
192.82 |
|
| R1 |
192.98 |
192.98 |
192.75 |
193.13 |
| PP |
192.50 |
192.50 |
192.50 |
192.58 |
| S1 |
192.21 |
192.21 |
192.61 |
192.36 |
| S2 |
191.73 |
191.73 |
192.54 |
|
| S3 |
190.96 |
191.44 |
192.47 |
|
| S4 |
190.19 |
190.67 |
192.26 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
197.69 |
197.04 |
193.70 |
|
| R3 |
195.84 |
195.19 |
193.19 |
|
| R2 |
193.99 |
193.99 |
193.02 |
|
| R1 |
193.34 |
193.34 |
192.85 |
193.67 |
| PP |
192.14 |
192.14 |
192.14 |
192.31 |
| S1 |
191.49 |
191.49 |
192.51 |
191.82 |
| S2 |
190.29 |
190.29 |
192.34 |
|
| S3 |
188.44 |
189.64 |
192.17 |
|
| S4 |
186.59 |
187.79 |
191.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
192.80 |
189.59 |
3.21 |
1.7% |
0.82 |
0.4% |
96% |
True |
False |
67,916,240 |
| 10 |
192.80 |
186.72 |
6.08 |
3.2% |
1.08 |
0.6% |
98% |
True |
False |
76,316,520 |
| 20 |
192.80 |
186.01 |
6.79 |
3.5% |
1.32 |
0.7% |
98% |
True |
False |
84,356,860 |
| 40 |
192.80 |
181.31 |
11.49 |
6.0% |
1.58 |
0.8% |
99% |
True |
False |
98,952,220 |
| 60 |
192.80 |
181.31 |
11.49 |
6.0% |
1.64 |
0.9% |
99% |
True |
False |
104,273,554 |
| 80 |
192.80 |
173.71 |
19.09 |
9.9% |
1.63 |
0.8% |
99% |
True |
False |
108,210,222 |
| 100 |
192.80 |
173.71 |
19.09 |
9.9% |
1.65 |
0.9% |
99% |
True |
False |
112,982,604 |
| 120 |
192.80 |
173.71 |
19.09 |
9.9% |
1.57 |
0.8% |
99% |
True |
False |
111,614,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
196.07 |
|
2.618 |
194.82 |
|
1.618 |
194.05 |
|
1.000 |
193.57 |
|
0.618 |
193.28 |
|
HIGH |
192.80 |
|
0.618 |
192.51 |
|
0.500 |
192.42 |
|
0.382 |
192.32 |
|
LOW |
192.03 |
|
0.618 |
191.55 |
|
1.000 |
191.26 |
|
1.618 |
190.78 |
|
2.618 |
190.01 |
|
4.250 |
188.76 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
192.59 |
192.43 |
| PP |
192.50 |
192.18 |
| S1 |
192.42 |
191.93 |
|