| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
14,385 |
14,585 |
200 |
1.4% |
14,185 |
| High |
14,605 |
14,765 |
160 |
1.1% |
14,605 |
| Low |
14,385 |
14,540 |
155 |
1.1% |
13,910 |
| Close |
14,565 |
14,680 |
115 |
0.8% |
14,565 |
| Range |
220 |
225 |
5 |
2.3% |
695 |
| ATR |
243 |
241 |
-1 |
-0.5% |
0 |
| Volume |
14,142 |
19,421 |
5,279 |
37.3% |
85,415 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,337 |
15,233 |
14,804 |
|
| R3 |
15,112 |
15,008 |
14,742 |
|
| R2 |
14,887 |
14,887 |
14,721 |
|
| R1 |
14,783 |
14,783 |
14,701 |
14,835 |
| PP |
14,662 |
14,662 |
14,662 |
14,688 |
| S1 |
14,558 |
14,558 |
14,660 |
14,610 |
| S2 |
14,437 |
14,437 |
14,639 |
|
| S3 |
14,212 |
14,333 |
14,618 |
|
| S4 |
13,987 |
14,108 |
14,556 |
|
|
| 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 |
14,765 |
13,935 |
830 |
5.7% |
250 |
1.7% |
90% |
True |
False |
17,670 |
| 10 |
14,765 |
13,910 |
855 |
5.8% |
244 |
1.7% |
90% |
True |
False |
16,230 |
| 20 |
14,765 |
13,910 |
855 |
5.8% |
221 |
1.5% |
90% |
True |
False |
14,094 |
| 40 |
15,230 |
13,860 |
1,370 |
9.3% |
247 |
1.7% |
60% |
False |
False |
14,889 |
| 60 |
15,440 |
13,860 |
1,580 |
10.8% |
273 |
1.9% |
52% |
False |
False |
15,215 |
| 80 |
15,440 |
13,860 |
1,580 |
10.8% |
273 |
1.9% |
52% |
False |
False |
11,440 |
| 100 |
16,170 |
13,860 |
2,310 |
15.7% |
243 |
1.7% |
35% |
False |
False |
9,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,721 |
|
2.618 |
15,354 |
|
1.618 |
15,129 |
|
1.000 |
14,990 |
|
0.618 |
14,904 |
|
HIGH |
14,765 |
|
0.618 |
14,679 |
|
0.500 |
14,653 |
|
0.382 |
14,626 |
|
LOW |
14,540 |
|
0.618 |
14,401 |
|
1.000 |
14,315 |
|
1.618 |
14,176 |
|
2.618 |
13,951 |
|
4.250 |
13,584 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
14,671 |
14,607 |
| PP |
14,662 |
14,533 |
| S1 |
14,653 |
14,460 |
|