| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,164.0 |
3,161.0 |
-3.0 |
-0.1% |
3,135.0 |
| High |
3,169.0 |
3,189.0 |
20.0 |
0.6% |
3,174.0 |
| Low |
3,142.0 |
3,156.0 |
14.0 |
0.4% |
3,090.0 |
| Close |
3,154.0 |
3,180.0 |
26.0 |
0.8% |
3,154.0 |
| Range |
27.0 |
33.0 |
6.0 |
22.2% |
84.0 |
| ATR |
44.7 |
44.0 |
-0.7 |
-1.5% |
0.0 |
| Volume |
708,676 |
749,551 |
40,875 |
5.8% |
4,466,518 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,274.0 |
3,260.0 |
3,198.2 |
|
| R3 |
3,241.0 |
3,227.0 |
3,189.1 |
|
| R2 |
3,208.0 |
3,208.0 |
3,186.1 |
|
| R1 |
3,194.0 |
3,194.0 |
3,183.0 |
3,201.0 |
| PP |
3,175.0 |
3,175.0 |
3,175.0 |
3,178.5 |
| S1 |
3,161.0 |
3,161.0 |
3,177.0 |
3,168.0 |
| S2 |
3,142.0 |
3,142.0 |
3,174.0 |
|
| S3 |
3,109.0 |
3,128.0 |
3,170.9 |
|
| S4 |
3,076.0 |
3,095.0 |
3,161.9 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,391.3 |
3,356.7 |
3,200.2 |
|
| R3 |
3,307.3 |
3,272.7 |
3,177.1 |
|
| R2 |
3,223.3 |
3,223.3 |
3,169.4 |
|
| R1 |
3,188.7 |
3,188.7 |
3,161.7 |
3,206.0 |
| PP |
3,139.3 |
3,139.3 |
3,139.3 |
3,148.0 |
| S1 |
3,104.7 |
3,104.7 |
3,146.3 |
3,122.0 |
| S2 |
3,055.3 |
3,055.3 |
3,138.6 |
|
| S3 |
2,971.3 |
3,020.7 |
3,130.9 |
|
| S4 |
2,887.3 |
2,936.7 |
3,107.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,189.0 |
3,095.0 |
94.0 |
3.0% |
38.8 |
1.2% |
90% |
True |
False |
893,095 |
| 10 |
3,189.0 |
3,081.0 |
108.0 |
3.4% |
38.2 |
1.2% |
92% |
True |
False |
828,595 |
| 20 |
3,189.0 |
3,010.0 |
179.0 |
5.6% |
45.1 |
1.4% |
95% |
True |
False |
898,010 |
| 40 |
3,189.0 |
2,902.0 |
287.0 |
9.0% |
44.3 |
1.4% |
97% |
True |
False |
884,499 |
| 60 |
3,189.0 |
2,902.0 |
287.0 |
9.0% |
41.8 |
1.3% |
97% |
True |
False |
598,923 |
| 80 |
3,189.0 |
2,868.0 |
321.0 |
10.1% |
43.3 |
1.4% |
97% |
True |
False |
449,698 |
| 100 |
3,189.0 |
2,847.0 |
342.0 |
10.8% |
41.2 |
1.3% |
97% |
True |
False |
359,868 |
| 120 |
3,189.0 |
2,847.0 |
342.0 |
10.8% |
36.5 |
1.1% |
97% |
True |
False |
300,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,329.3 |
|
2.618 |
3,275.4 |
|
1.618 |
3,242.4 |
|
1.000 |
3,222.0 |
|
0.618 |
3,209.4 |
|
HIGH |
3,189.0 |
|
0.618 |
3,176.4 |
|
0.500 |
3,172.5 |
|
0.382 |
3,168.6 |
|
LOW |
3,156.0 |
|
0.618 |
3,135.6 |
|
1.000 |
3,123.0 |
|
1.618 |
3,102.6 |
|
2.618 |
3,069.6 |
|
4.250 |
3,015.8 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,177.5 |
3,171.8 |
| PP |
3,175.0 |
3,163.7 |
| S1 |
3,172.5 |
3,155.5 |
|