| Trading Metrics calculated at close of trading on 28-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
| Open |
5,535.0 |
5,538.0 |
3.0 |
0.1% |
5,493.0 |
| High |
5,539.0 |
5,553.0 |
14.0 |
0.3% |
5,518.0 |
| Low |
5,515.0 |
5,527.0 |
12.0 |
0.2% |
5,379.0 |
| Close |
5,527.0 |
5,537.0 |
10.0 |
0.2% |
5,511.0 |
| Range |
24.0 |
26.0 |
2.0 |
8.3% |
139.0 |
| ATR |
47.9 |
46.4 |
-1.6 |
-3.3% |
0.0 |
| Volume |
14,341 |
17,635 |
3,294 |
23.0% |
114,491 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,617.0 |
5,603.0 |
5,551.3 |
|
| R3 |
5,591.0 |
5,577.0 |
5,544.2 |
|
| R2 |
5,565.0 |
5,565.0 |
5,541.8 |
|
| R1 |
5,551.0 |
5,551.0 |
5,539.4 |
5,545.0 |
| PP |
5,539.0 |
5,539.0 |
5,539.0 |
5,536.0 |
| S1 |
5,525.0 |
5,525.0 |
5,534.6 |
5,519.0 |
| S2 |
5,513.0 |
5,513.0 |
5,532.2 |
|
| S3 |
5,487.0 |
5,499.0 |
5,529.9 |
|
| S4 |
5,461.0 |
5,473.0 |
5,522.7 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,886.3 |
5,837.7 |
5,587.5 |
|
| R3 |
5,747.3 |
5,698.7 |
5,549.2 |
|
| R2 |
5,608.3 |
5,608.3 |
5,536.5 |
|
| R1 |
5,559.7 |
5,559.7 |
5,523.7 |
5,584.0 |
| PP |
5,469.3 |
5,469.3 |
5,469.3 |
5,481.5 |
| S1 |
5,420.7 |
5,420.7 |
5,498.3 |
5,445.0 |
| S2 |
5,330.3 |
5,330.3 |
5,485.5 |
|
| S3 |
5,191.3 |
5,281.7 |
5,472.8 |
|
| S4 |
5,052.3 |
5,142.7 |
5,434.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,553.0 |
5,451.0 |
102.0 |
1.8% |
30.8 |
0.6% |
84% |
True |
False |
16,624 |
| 10 |
5,553.0 |
5,379.0 |
174.0 |
3.1% |
42.6 |
0.8% |
91% |
True |
False |
20,240 |
| 20 |
5,553.0 |
5,379.0 |
174.0 |
3.1% |
43.4 |
0.8% |
91% |
True |
False |
20,876 |
| 40 |
5,553.0 |
5,337.0 |
216.0 |
3.9% |
42.0 |
0.8% |
93% |
True |
False |
21,448 |
| 60 |
5,553.0 |
5,286.0 |
267.0 |
4.8% |
40.3 |
0.7% |
94% |
True |
False |
22,003 |
| 80 |
5,553.0 |
4,998.0 |
555.0 |
10.0% |
33.8 |
0.6% |
97% |
True |
False |
16,523 |
| 100 |
5,553.0 |
4,998.0 |
555.0 |
10.0% |
29.5 |
0.5% |
97% |
True |
False |
13,232 |
| 120 |
5,553.0 |
4,998.0 |
555.0 |
10.0% |
26.5 |
0.5% |
97% |
True |
False |
11,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,663.5 |
|
2.618 |
5,621.1 |
|
1.618 |
5,595.1 |
|
1.000 |
5,579.0 |
|
0.618 |
5,569.1 |
|
HIGH |
5,553.0 |
|
0.618 |
5,543.1 |
|
0.500 |
5,540.0 |
|
0.382 |
5,536.9 |
|
LOW |
5,527.0 |
|
0.618 |
5,510.9 |
|
1.000 |
5,501.0 |
|
1.618 |
5,484.9 |
|
2.618 |
5,458.9 |
|
4.250 |
5,416.5 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,540.0 |
5,534.5 |
| PP |
5,539.0 |
5,532.0 |
| S1 |
5,538.0 |
5,529.5 |
|