| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
14,675 |
14,645 |
-30 |
-0.2% |
14,185 |
| High |
14,725 |
14,765 |
40 |
0.3% |
14,605 |
| Low |
14,570 |
14,580 |
10 |
0.1% |
13,910 |
| Close |
14,660 |
14,740 |
80 |
0.5% |
14,565 |
| Range |
155 |
185 |
30 |
19.4% |
695 |
| ATR |
235 |
232 |
-4 |
-1.5% |
0 |
| Volume |
11,421 |
10,251 |
-1,170 |
-10.2% |
85,415 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,250 |
15,180 |
14,842 |
|
| R3 |
15,065 |
14,995 |
14,791 |
|
| R2 |
14,880 |
14,880 |
14,774 |
|
| R1 |
14,810 |
14,810 |
14,757 |
14,845 |
| PP |
14,695 |
14,695 |
14,695 |
14,713 |
| S1 |
14,625 |
14,625 |
14,723 |
14,660 |
| S2 |
14,510 |
14,510 |
14,706 |
|
| S3 |
14,325 |
14,440 |
14,689 |
|
| S4 |
14,140 |
14,255 |
14,638 |
|
|
| 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 |
14,155 |
610 |
4.1% |
215 |
1.5% |
96% |
True |
False |
14,342 |
| 10 |
14,765 |
13,910 |
855 |
5.8% |
239 |
1.6% |
97% |
True |
False |
16,333 |
| 20 |
14,765 |
13,910 |
855 |
5.8% |
220 |
1.5% |
97% |
True |
False |
14,206 |
| 40 |
15,230 |
13,860 |
1,370 |
9.3% |
247 |
1.7% |
64% |
False |
False |
14,900 |
| 60 |
15,440 |
13,860 |
1,580 |
10.7% |
266 |
1.8% |
56% |
False |
False |
15,555 |
| 80 |
15,440 |
13,860 |
1,580 |
10.7% |
266 |
1.8% |
56% |
False |
False |
11,710 |
| 100 |
16,100 |
13,860 |
2,240 |
15.2% |
245 |
1.7% |
39% |
False |
False |
9,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,551 |
|
2.618 |
15,249 |
|
1.618 |
15,064 |
|
1.000 |
14,950 |
|
0.618 |
14,879 |
|
HIGH |
14,765 |
|
0.618 |
14,694 |
|
0.500 |
14,673 |
|
0.382 |
14,651 |
|
LOW |
14,580 |
|
0.618 |
14,466 |
|
1.000 |
14,395 |
|
1.618 |
14,281 |
|
2.618 |
14,096 |
|
4.250 |
13,794 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
14,718 |
14,711 |
| PP |
14,695 |
14,682 |
| S1 |
14,673 |
14,653 |
|