| 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 |
6,831.5 |
6,827.5 |
-4.0 |
-0.1% |
6,850.0 |
| High |
6,845.0 |
6,872.0 |
27.0 |
0.4% |
6,852.5 |
| Low |
6,821.0 |
6,827.5 |
6.5 |
0.1% |
6,762.5 |
| Close |
6,833.5 |
6,860.0 |
26.5 |
0.4% |
6,798.5 |
| Range |
24.0 |
44.5 |
20.5 |
85.4% |
90.0 |
| ATR |
52.7 |
52.1 |
-0.6 |
-1.1% |
0.0 |
| Volume |
55,437 |
92,850 |
37,413 |
67.5% |
346,162 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,986.5 |
6,968.0 |
6,884.5 |
|
| R3 |
6,942.0 |
6,923.5 |
6,872.0 |
|
| R2 |
6,897.5 |
6,897.5 |
6,868.0 |
|
| R1 |
6,879.0 |
6,879.0 |
6,864.0 |
6,888.0 |
| PP |
6,853.0 |
6,853.0 |
6,853.0 |
6,858.0 |
| S1 |
6,834.5 |
6,834.5 |
6,856.0 |
6,844.0 |
| S2 |
6,808.5 |
6,808.5 |
6,852.0 |
|
| S3 |
6,764.0 |
6,790.0 |
6,848.0 |
|
| S4 |
6,719.5 |
6,745.5 |
6,835.5 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,074.5 |
7,026.5 |
6,848.0 |
|
| R3 |
6,984.5 |
6,936.5 |
6,823.0 |
|
| R2 |
6,894.5 |
6,894.5 |
6,815.0 |
|
| R1 |
6,846.5 |
6,846.5 |
6,807.0 |
6,825.5 |
| PP |
6,804.5 |
6,804.5 |
6,804.5 |
6,794.0 |
| S1 |
6,756.5 |
6,756.5 |
6,790.0 |
6,735.5 |
| S2 |
6,714.5 |
6,714.5 |
6,782.0 |
|
| S3 |
6,624.5 |
6,666.5 |
6,774.0 |
|
| S4 |
6,534.5 |
6,576.5 |
6,749.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,872.0 |
6,782.0 |
90.0 |
1.3% |
34.5 |
0.5% |
87% |
True |
False |
64,417 |
| 10 |
6,880.0 |
6,762.5 |
117.5 |
1.7% |
49.0 |
0.7% |
83% |
False |
False |
75,958 |
| 20 |
6,880.0 |
6,707.0 |
173.0 |
2.5% |
45.5 |
0.7% |
88% |
False |
False |
83,353 |
| 40 |
6,880.0 |
6,452.0 |
428.0 |
6.2% |
57.0 |
0.8% |
95% |
False |
False |
91,499 |
| 60 |
6,880.0 |
6,431.5 |
448.5 |
6.5% |
63.5 |
0.9% |
96% |
False |
False |
88,180 |
| 80 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
61.5 |
0.9% |
96% |
False |
False |
66,220 |
| 100 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
56.0 |
0.8% |
96% |
False |
False |
52,980 |
| 120 |
6,880.0 |
6,310.5 |
569.5 |
8.3% |
47.5 |
0.7% |
96% |
False |
False |
44,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,061.0 |
|
2.618 |
6,988.5 |
|
1.618 |
6,944.0 |
|
1.000 |
6,916.5 |
|
0.618 |
6,899.5 |
|
HIGH |
6,872.0 |
|
0.618 |
6,855.0 |
|
0.500 |
6,850.0 |
|
0.382 |
6,844.5 |
|
LOW |
6,827.5 |
|
0.618 |
6,800.0 |
|
1.000 |
6,783.0 |
|
1.618 |
6,755.5 |
|
2.618 |
6,711.0 |
|
4.250 |
6,638.5 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,856.5 |
6,854.0 |
| PP |
6,853.0 |
6,848.5 |
| S1 |
6,850.0 |
6,843.0 |
|