| Trading Metrics calculated at close of trading on 14-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
5,472.0 |
5,496.0 |
24.0 |
0.4% |
5,460.0 |
| High |
5,498.0 |
5,515.0 |
17.0 |
0.3% |
5,480.0 |
| Low |
5,470.0 |
5,485.0 |
15.0 |
0.3% |
5,397.0 |
| Close |
5,487.0 |
5,511.0 |
24.0 |
0.4% |
5,455.0 |
| Range |
28.0 |
30.0 |
2.0 |
7.1% |
83.0 |
| ATR |
51.4 |
49.9 |
-1.5 |
-3.0% |
0.0 |
| Volume |
23,349 |
23,291 |
-58 |
-0.2% |
104,379 |
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,593.7 |
5,582.3 |
5,527.5 |
|
| R3 |
5,563.7 |
5,552.3 |
5,519.3 |
|
| R2 |
5,533.7 |
5,533.7 |
5,516.5 |
|
| R1 |
5,522.3 |
5,522.3 |
5,513.8 |
5,528.0 |
| PP |
5,503.7 |
5,503.7 |
5,503.7 |
5,506.5 |
| S1 |
5,492.3 |
5,492.3 |
5,508.3 |
5,498.0 |
| S2 |
5,473.7 |
5,473.7 |
5,505.5 |
|
| S3 |
5,443.7 |
5,462.3 |
5,502.8 |
|
| S4 |
5,413.7 |
5,432.3 |
5,494.5 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,693.0 |
5,657.0 |
5,500.7 |
|
| R3 |
5,610.0 |
5,574.0 |
5,477.8 |
|
| R2 |
5,527.0 |
5,527.0 |
5,470.2 |
|
| R1 |
5,491.0 |
5,491.0 |
5,462.6 |
5,467.5 |
| PP |
5,444.0 |
5,444.0 |
5,444.0 |
5,432.3 |
| S1 |
5,408.0 |
5,408.0 |
5,447.4 |
5,384.5 |
| S2 |
5,361.0 |
5,361.0 |
5,439.8 |
|
| S3 |
5,278.0 |
5,325.0 |
5,432.2 |
|
| S4 |
5,195.0 |
5,242.0 |
5,409.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,515.0 |
5,419.0 |
96.0 |
1.7% |
37.0 |
0.7% |
96% |
True |
False |
21,887 |
| 10 |
5,515.0 |
5,397.0 |
118.0 |
2.1% |
44.2 |
0.8% |
97% |
True |
False |
21,512 |
| 20 |
5,552.0 |
5,337.0 |
215.0 |
3.9% |
45.5 |
0.8% |
81% |
False |
False |
22,490 |
| 40 |
5,552.0 |
5,286.0 |
266.0 |
4.8% |
42.2 |
0.8% |
85% |
False |
False |
27,238 |
| 60 |
5,552.0 |
5,286.0 |
266.0 |
4.8% |
35.7 |
0.6% |
85% |
False |
False |
18,646 |
| 80 |
5,552.0 |
4,998.0 |
554.0 |
10.1% |
30.8 |
0.6% |
93% |
False |
False |
14,008 |
| 100 |
5,552.0 |
4,998.0 |
554.0 |
10.1% |
26.4 |
0.5% |
93% |
False |
False |
11,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,642.5 |
|
2.618 |
5,593.5 |
|
1.618 |
5,563.5 |
|
1.000 |
5,545.0 |
|
0.618 |
5,533.5 |
|
HIGH |
5,515.0 |
|
0.618 |
5,503.5 |
|
0.500 |
5,500.0 |
|
0.382 |
5,496.5 |
|
LOW |
5,485.0 |
|
0.618 |
5,466.5 |
|
1.000 |
5,455.0 |
|
1.618 |
5,436.5 |
|
2.618 |
5,406.5 |
|
4.250 |
5,357.5 |
|
|
| Fisher Pivots for day following 14-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,507.3 |
5,496.8 |
| PP |
5,503.7 |
5,482.7 |
| S1 |
5,500.0 |
5,468.5 |
|