| 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 |
1,264.0 |
1,258.9 |
-5.1 |
-0.4% |
1,293.5 |
| High |
1,267.5 |
1,261.5 |
-6.0 |
-0.5% |
1,305.8 |
| Low |
1,256.1 |
1,251.4 |
-4.7 |
-0.4% |
1,283.3 |
| Close |
1,259.7 |
1,257.1 |
-2.6 |
-0.2% |
1,291.9 |
| Range |
11.4 |
10.1 |
-1.3 |
-11.4% |
22.5 |
| ATR |
15.8 |
15.3 |
-0.4 |
-2.6% |
0.0 |
| Volume |
134,364 |
140,234 |
5,870 |
4.4% |
141,435 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,287.0 |
1,282.1 |
1,262.7 |
|
| R3 |
1,276.9 |
1,272.0 |
1,259.9 |
|
| R2 |
1,266.8 |
1,266.8 |
1,259.0 |
|
| R1 |
1,261.9 |
1,261.9 |
1,258.0 |
1,259.3 |
| PP |
1,256.7 |
1,256.7 |
1,256.7 |
1,255.4 |
| S1 |
1,251.8 |
1,251.8 |
1,256.2 |
1,249.2 |
| S2 |
1,246.6 |
1,246.6 |
1,255.2 |
|
| S3 |
1,236.5 |
1,241.7 |
1,254.3 |
|
| S4 |
1,226.4 |
1,231.6 |
1,251.5 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,361.2 |
1,349.0 |
1,304.3 |
|
| R3 |
1,338.7 |
1,326.5 |
1,298.1 |
|
| R2 |
1,316.2 |
1,316.2 |
1,296.0 |
|
| R1 |
1,304.0 |
1,304.0 |
1,294.0 |
1,298.9 |
| PP |
1,293.7 |
1,293.7 |
1,293.7 |
1,291.1 |
| S1 |
1,281.5 |
1,281.5 |
1,289.8 |
1,276.4 |
| S2 |
1,271.2 |
1,271.2 |
1,287.8 |
|
| S3 |
1,248.7 |
1,259.0 |
1,285.7 |
|
| S4 |
1,226.2 |
1,236.5 |
1,279.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,304.1 |
1,251.4 |
52.7 |
4.2% |
15.1 |
1.2% |
11% |
False |
True |
92,478 |
| 10 |
1,307.2 |
1,251.4 |
55.8 |
4.4% |
14.1 |
1.1% |
10% |
False |
True |
54,151 |
| 20 |
1,315.7 |
1,251.4 |
64.3 |
5.1% |
15.5 |
1.2% |
9% |
False |
True |
35,036 |
| 40 |
1,331.0 |
1,251.4 |
79.6 |
6.3% |
15.4 |
1.2% |
7% |
False |
True |
19,483 |
| 60 |
1,392.0 |
1,251.4 |
140.6 |
11.2% |
15.7 |
1.2% |
4% |
False |
True |
13,925 |
| 80 |
1,392.0 |
1,249.5 |
142.5 |
11.3% |
15.2 |
1.2% |
5% |
False |
False |
10,816 |
| 100 |
1,392.0 |
1,221.9 |
170.1 |
13.5% |
14.6 |
1.2% |
21% |
False |
False |
8,958 |
| 120 |
1,392.0 |
1,187.2 |
204.8 |
16.3% |
14.4 |
1.1% |
34% |
False |
False |
7,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,304.4 |
|
2.618 |
1,287.9 |
|
1.618 |
1,277.8 |
|
1.000 |
1,271.6 |
|
0.618 |
1,267.7 |
|
HIGH |
1,261.5 |
|
0.618 |
1,257.6 |
|
0.500 |
1,256.5 |
|
0.382 |
1,255.3 |
|
LOW |
1,251.4 |
|
0.618 |
1,245.2 |
|
1.000 |
1,241.3 |
|
1.618 |
1,235.1 |
|
2.618 |
1,225.0 |
|
4.250 |
1,208.5 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,256.9 |
1,273.1 |
| PP |
1,256.7 |
1,267.7 |
| S1 |
1,256.5 |
1,262.4 |
|