| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,445 |
16,457 |
12 |
0.1% |
16,410 |
| High |
16,485 |
16,515 |
30 |
0.2% |
16,515 |
| Low |
16,427 |
16,455 |
28 |
0.2% |
16,255 |
| Close |
16,456 |
16,514 |
58 |
0.4% |
16,514 |
| Range |
58 |
60 |
2 |
3.4% |
260 |
| ATR |
120 |
116 |
-4 |
-3.6% |
0 |
| Volume |
119 |
83 |
-36 |
-30.3% |
400 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,675 |
16,654 |
16,547 |
|
| R3 |
16,615 |
16,594 |
16,531 |
|
| R2 |
16,555 |
16,555 |
16,525 |
|
| R1 |
16,534 |
16,534 |
16,520 |
16,545 |
| PP |
16,495 |
16,495 |
16,495 |
16,500 |
| S1 |
16,474 |
16,474 |
16,509 |
16,485 |
| S2 |
16,435 |
16,435 |
16,503 |
|
| S3 |
16,375 |
16,414 |
16,498 |
|
| S4 |
16,315 |
16,354 |
16,481 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,208 |
17,121 |
16,657 |
|
| R3 |
16,948 |
16,861 |
16,586 |
|
| R2 |
16,688 |
16,688 |
16,562 |
|
| R1 |
16,601 |
16,601 |
16,538 |
16,645 |
| PP |
16,428 |
16,428 |
16,428 |
16,450 |
| S1 |
16,341 |
16,341 |
16,490 |
16,385 |
| S2 |
16,168 |
16,168 |
16,466 |
|
| S3 |
15,908 |
16,081 |
16,443 |
|
| S4 |
15,648 |
15,821 |
16,371 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,515 |
16,255 |
260 |
1.6% |
117 |
0.7% |
100% |
True |
False |
80 |
| 10 |
16,645 |
16,255 |
390 |
2.4% |
123 |
0.7% |
66% |
False |
False |
63 |
| 20 |
16,645 |
16,242 |
403 |
2.4% |
110 |
0.7% |
67% |
False |
False |
39 |
| 40 |
16,645 |
15,888 |
757 |
4.6% |
107 |
0.7% |
83% |
False |
False |
25 |
| 60 |
16,645 |
15,888 |
757 |
4.6% |
102 |
0.6% |
83% |
False |
False |
20 |
| 80 |
16,645 |
15,154 |
1,491 |
9.0% |
87 |
0.5% |
91% |
False |
False |
16 |
| 100 |
16,645 |
15,154 |
1,491 |
9.0% |
77 |
0.5% |
91% |
False |
False |
13 |
| 120 |
16,645 |
15,154 |
1,491 |
9.0% |
67 |
0.4% |
91% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,770 |
|
2.618 |
16,672 |
|
1.618 |
16,612 |
|
1.000 |
16,575 |
|
0.618 |
16,552 |
|
HIGH |
16,515 |
|
0.618 |
16,492 |
|
0.500 |
16,485 |
|
0.382 |
16,478 |
|
LOW |
16,455 |
|
0.618 |
16,418 |
|
1.000 |
16,395 |
|
1.618 |
16,358 |
|
2.618 |
16,298 |
|
4.250 |
16,200 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,504 |
16,471 |
| PP |
16,495 |
16,429 |
| S1 |
16,485 |
16,386 |
|