| Trading Metrics calculated at close of trading on 16-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
| Open |
14,275 |
14,120 |
-155 |
-1.1% |
14,200 |
| High |
14,375 |
14,195 |
-180 |
-1.3% |
14,490 |
| Low |
14,035 |
14,020 |
-15 |
-0.1% |
14,020 |
| Close |
14,120 |
14,175 |
55 |
0.4% |
14,175 |
| Range |
340 |
175 |
-165 |
-48.5% |
470 |
| ATR |
239 |
234 |
-5 |
-1.9% |
0 |
| Volume |
22,763 |
14,062 |
-8,701 |
-38.2% |
67,510 |
|
| Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,655 |
14,590 |
14,271 |
|
| R3 |
14,480 |
14,415 |
14,223 |
|
| R2 |
14,305 |
14,305 |
14,207 |
|
| R1 |
14,240 |
14,240 |
14,191 |
14,273 |
| PP |
14,130 |
14,130 |
14,130 |
14,146 |
| S1 |
14,065 |
14,065 |
14,159 |
14,098 |
| S2 |
13,955 |
13,955 |
14,143 |
|
| S3 |
13,780 |
13,890 |
14,127 |
|
| S4 |
13,605 |
13,715 |
14,079 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,638 |
15,377 |
14,434 |
|
| R3 |
15,168 |
14,907 |
14,304 |
|
| R2 |
14,698 |
14,698 |
14,261 |
|
| R1 |
14,437 |
14,437 |
14,218 |
14,333 |
| PP |
14,228 |
14,228 |
14,228 |
14,176 |
| S1 |
13,967 |
13,967 |
14,132 |
13,863 |
| S2 |
13,758 |
13,758 |
14,089 |
|
| S3 |
13,288 |
13,497 |
14,046 |
|
| S4 |
12,818 |
13,027 |
13,917 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,490 |
14,020 |
470 |
3.3% |
221 |
1.6% |
33% |
False |
True |
13,502 |
| 10 |
14,490 |
14,020 |
470 |
3.3% |
208 |
1.5% |
33% |
False |
True |
13,317 |
| 20 |
14,695 |
14,020 |
675 |
4.8% |
213 |
1.5% |
23% |
False |
True |
12,374 |
| 40 |
15,230 |
13,860 |
1,370 |
9.7% |
250 |
1.8% |
23% |
False |
False |
14,631 |
| 60 |
15,440 |
13,860 |
1,580 |
11.1% |
272 |
1.9% |
20% |
False |
False |
13,492 |
| 80 |
15,980 |
13,860 |
2,120 |
15.0% |
274 |
1.9% |
15% |
False |
False |
10,130 |
| 100 |
16,450 |
13,860 |
2,590 |
18.3% |
227 |
1.6% |
12% |
False |
False |
8,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,939 |
|
2.618 |
14,653 |
|
1.618 |
14,478 |
|
1.000 |
14,370 |
|
0.618 |
14,303 |
|
HIGH |
14,195 |
|
0.618 |
14,128 |
|
0.500 |
14,108 |
|
0.382 |
14,087 |
|
LOW |
14,020 |
|
0.618 |
13,912 |
|
1.000 |
13,845 |
|
1.618 |
13,737 |
|
2.618 |
13,562 |
|
4.250 |
13,276 |
|
|
| Fisher Pivots for day following 16-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
14,153 |
14,248 |
| PP |
14,130 |
14,223 |
| S1 |
14,108 |
14,199 |
|