| 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 |
14,585 |
14,675 |
90 |
0.6% |
14,185 |
| High |
14,765 |
14,725 |
-40 |
-0.3% |
14,605 |
| Low |
14,540 |
14,570 |
30 |
0.2% |
13,910 |
| Close |
14,680 |
14,660 |
-20 |
-0.1% |
14,565 |
| Range |
225 |
155 |
-70 |
-31.1% |
695 |
| ATR |
241 |
235 |
-6 |
-2.6% |
0 |
| Volume |
19,421 |
11,421 |
-8,000 |
-41.2% |
85,415 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,117 |
15,043 |
14,745 |
|
| R3 |
14,962 |
14,888 |
14,703 |
|
| R2 |
14,807 |
14,807 |
14,689 |
|
| R1 |
14,733 |
14,733 |
14,674 |
14,693 |
| PP |
14,652 |
14,652 |
14,652 |
14,631 |
| S1 |
14,578 |
14,578 |
14,646 |
14,538 |
| S2 |
14,497 |
14,497 |
14,632 |
|
| S3 |
14,342 |
14,423 |
14,618 |
|
| S4 |
14,187 |
14,268 |
14,575 |
|
|
| 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% |
239 |
1.6% |
87% |
False |
False |
16,901 |
| 10 |
14,765 |
13,910 |
855 |
5.8% |
244 |
1.7% |
88% |
False |
False |
16,232 |
| 20 |
14,765 |
13,910 |
855 |
5.8% |
223 |
1.5% |
88% |
False |
False |
14,342 |
| 40 |
15,230 |
13,860 |
1,370 |
9.3% |
246 |
1.7% |
58% |
False |
False |
14,900 |
| 60 |
15,440 |
13,860 |
1,580 |
10.8% |
271 |
1.8% |
51% |
False |
False |
15,399 |
| 80 |
15,440 |
13,860 |
1,580 |
10.8% |
272 |
1.9% |
51% |
False |
False |
11,582 |
| 100 |
16,170 |
13,860 |
2,310 |
15.8% |
244 |
1.7% |
35% |
False |
False |
9,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,384 |
|
2.618 |
15,131 |
|
1.618 |
14,976 |
|
1.000 |
14,880 |
|
0.618 |
14,821 |
|
HIGH |
14,725 |
|
0.618 |
14,666 |
|
0.500 |
14,648 |
|
0.382 |
14,629 |
|
LOW |
14,570 |
|
0.618 |
14,474 |
|
1.000 |
14,415 |
|
1.618 |
14,319 |
|
2.618 |
14,164 |
|
4.250 |
13,911 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
14,656 |
14,632 |
| PP |
14,652 |
14,603 |
| S1 |
14,648 |
14,575 |
|