| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
14,195 |
14,385 |
190 |
1.3% |
14,185 |
| High |
14,445 |
14,605 |
160 |
1.1% |
14,605 |
| Low |
14,155 |
14,385 |
230 |
1.6% |
13,910 |
| Close |
14,390 |
14,565 |
175 |
1.2% |
14,565 |
| Range |
290 |
220 |
-70 |
-24.1% |
695 |
| ATR |
244 |
243 |
-2 |
-0.7% |
0 |
| Volume |
16,479 |
14,142 |
-2,337 |
-14.2% |
85,415 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,178 |
15,092 |
14,686 |
|
| R3 |
14,958 |
14,872 |
14,626 |
|
| R2 |
14,738 |
14,738 |
14,605 |
|
| R1 |
14,652 |
14,652 |
14,585 |
14,695 |
| PP |
14,518 |
14,518 |
14,518 |
14,540 |
| S1 |
14,432 |
14,432 |
14,545 |
14,475 |
| S2 |
14,298 |
14,298 |
14,525 |
|
| S3 |
14,078 |
14,212 |
14,505 |
|
| S4 |
13,858 |
13,992 |
14,444 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,445 |
16,200 |
14,947 |
|
| R3 |
15,750 |
15,505 |
14,756 |
|
| R2 |
15,055 |
15,055 |
14,693 |
|
| R1 |
14,810 |
14,810 |
14,629 |
14,933 |
| PP |
14,360 |
14,360 |
14,360 |
14,421 |
| S1 |
14,115 |
14,115 |
14,501 |
14,238 |
| S2 |
13,665 |
13,665 |
14,438 |
|
| S3 |
12,970 |
13,420 |
14,374 |
|
| S4 |
12,275 |
12,725 |
14,183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,605 |
13,910 |
695 |
4.8% |
262 |
1.8% |
94% |
True |
False |
17,083 |
| 10 |
14,605 |
13,910 |
695 |
4.8% |
242 |
1.7% |
94% |
True |
False |
15,292 |
| 20 |
14,605 |
13,910 |
695 |
4.8% |
219 |
1.5% |
94% |
True |
False |
13,737 |
| 40 |
15,230 |
13,860 |
1,370 |
9.4% |
249 |
1.7% |
51% |
False |
False |
14,763 |
| 60 |
15,440 |
13,860 |
1,580 |
10.8% |
274 |
1.9% |
45% |
False |
False |
14,895 |
| 80 |
15,440 |
13,860 |
1,580 |
10.8% |
273 |
1.9% |
45% |
False |
False |
11,197 |
| 100 |
16,450 |
13,860 |
2,590 |
17.8% |
241 |
1.7% |
27% |
False |
False |
8,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,540 |
|
2.618 |
15,181 |
|
1.618 |
14,961 |
|
1.000 |
14,825 |
|
0.618 |
14,741 |
|
HIGH |
14,605 |
|
0.618 |
14,521 |
|
0.500 |
14,495 |
|
0.382 |
14,469 |
|
LOW |
14,385 |
|
0.618 |
14,249 |
|
1.000 |
14,165 |
|
1.618 |
14,029 |
|
2.618 |
13,809 |
|
4.250 |
13,450 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
14,542 |
14,467 |
| PP |
14,518 |
14,368 |
| S1 |
14,495 |
14,270 |
|