| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,193.0 |
3,187.0 |
-6.0 |
-0.2% |
3,135.0 |
| High |
3,195.0 |
3,203.0 |
8.0 |
0.3% |
3,174.0 |
| Low |
3,177.0 |
3,135.0 |
-42.0 |
-1.3% |
3,090.0 |
| Close |
3,189.0 |
3,140.0 |
-49.0 |
-1.5% |
3,154.0 |
| Range |
18.0 |
68.0 |
50.0 |
277.8% |
84.0 |
| ATR |
40.5 |
42.4 |
2.0 |
4.9% |
0.0 |
| Volume |
1,272,095 |
979,662 |
-292,433 |
-23.0% |
4,466,518 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,363.3 |
3,319.7 |
3,177.4 |
|
| R3 |
3,295.3 |
3,251.7 |
3,158.7 |
|
| R2 |
3,227.3 |
3,227.3 |
3,152.5 |
|
| R1 |
3,183.7 |
3,183.7 |
3,146.2 |
3,171.5 |
| PP |
3,159.3 |
3,159.3 |
3,159.3 |
3,153.3 |
| S1 |
3,115.7 |
3,115.7 |
3,133.8 |
3,103.5 |
| S2 |
3,091.3 |
3,091.3 |
3,127.5 |
|
| S3 |
3,023.3 |
3,047.7 |
3,121.3 |
|
| S4 |
2,955.3 |
2,979.7 |
3,102.6 |
|
|
| 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 |
3,203.0 |
3,135.0 |
68.0 |
2.2% |
33.0 |
1.1% |
7% |
True |
True |
878,598 |
| 10 |
3,203.0 |
3,090.0 |
113.0 |
3.6% |
37.9 |
1.2% |
44% |
True |
False |
876,518 |
| 20 |
3,203.0 |
3,010.0 |
193.0 |
6.1% |
41.4 |
1.3% |
67% |
True |
False |
864,418 |
| 40 |
3,203.0 |
2,936.0 |
267.0 |
8.5% |
42.6 |
1.4% |
76% |
True |
False |
919,302 |
| 60 |
3,203.0 |
2,902.0 |
301.0 |
9.6% |
41.8 |
1.3% |
79% |
True |
False |
647,828 |
| 80 |
3,203.0 |
2,868.0 |
335.0 |
10.7% |
43.3 |
1.4% |
81% |
True |
False |
486,380 |
| 100 |
3,203.0 |
2,850.0 |
353.0 |
11.2% |
41.4 |
1.3% |
82% |
True |
False |
389,214 |
| 120 |
3,203.0 |
2,847.0 |
356.0 |
11.3% |
37.2 |
1.2% |
82% |
True |
False |
324,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,492.0 |
|
2.618 |
3,381.0 |
|
1.618 |
3,313.0 |
|
1.000 |
3,271.0 |
|
0.618 |
3,245.0 |
|
HIGH |
3,203.0 |
|
0.618 |
3,177.0 |
|
0.500 |
3,169.0 |
|
0.382 |
3,161.0 |
|
LOW |
3,135.0 |
|
0.618 |
3,093.0 |
|
1.000 |
3,067.0 |
|
1.618 |
3,025.0 |
|
2.618 |
2,957.0 |
|
4.250 |
2,846.0 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,169.0 |
3,169.0 |
| PP |
3,159.3 |
3,159.3 |
| S1 |
3,149.7 |
3,149.7 |
|