| Trading Metrics calculated at close of trading on 30-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,555 |
16,599 |
44 |
0.3% |
16,540 |
| High |
16,610 |
16,632 |
22 |
0.1% |
16,632 |
| Low |
16,550 |
16,561 |
11 |
0.1% |
16,520 |
| Close |
16,609 |
16,632 |
23 |
0.1% |
16,632 |
| Range |
60 |
71 |
11 |
18.3% |
112 |
| ATR |
107 |
104 |
-3 |
-2.4% |
0 |
| Volume |
924 |
127 |
-797 |
-86.3% |
1,232 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,821 |
16,798 |
16,671 |
|
| R3 |
16,750 |
16,727 |
16,652 |
|
| R2 |
16,679 |
16,679 |
16,645 |
|
| R1 |
16,656 |
16,656 |
16,639 |
16,668 |
| PP |
16,608 |
16,608 |
16,608 |
16,614 |
| S1 |
16,585 |
16,585 |
16,626 |
16,597 |
| S2 |
16,537 |
16,537 |
16,619 |
|
| S3 |
16,466 |
16,514 |
16,613 |
|
| S4 |
16,395 |
16,443 |
16,593 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,931 |
16,893 |
16,694 |
|
| R3 |
16,819 |
16,781 |
16,663 |
|
| R2 |
16,707 |
16,707 |
16,653 |
|
| R1 |
16,669 |
16,669 |
16,642 |
16,688 |
| PP |
16,595 |
16,595 |
16,595 |
16,604 |
| S1 |
16,557 |
16,557 |
16,622 |
16,576 |
| S2 |
16,483 |
16,483 |
16,612 |
|
| S3 |
16,371 |
16,445 |
16,601 |
|
| S4 |
16,259 |
16,333 |
16,571 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,632 |
16,455 |
177 |
1.1% |
68 |
0.4% |
100% |
True |
False |
263 |
| 10 |
16,632 |
16,255 |
377 |
2.3% |
95 |
0.6% |
100% |
True |
False |
170 |
| 20 |
16,645 |
16,252 |
393 |
2.4% |
111 |
0.7% |
97% |
False |
False |
98 |
| 40 |
16,645 |
15,888 |
757 |
4.6% |
107 |
0.6% |
98% |
False |
False |
55 |
| 60 |
16,645 |
15,888 |
757 |
4.6% |
103 |
0.6% |
98% |
False |
False |
40 |
| 80 |
16,645 |
15,224 |
1,421 |
8.5% |
88 |
0.5% |
99% |
False |
False |
31 |
| 100 |
16,645 |
15,154 |
1,491 |
9.0% |
80 |
0.5% |
99% |
False |
False |
25 |
| 120 |
16,645 |
15,154 |
1,491 |
9.0% |
69 |
0.4% |
99% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,934 |
|
2.618 |
16,818 |
|
1.618 |
16,747 |
|
1.000 |
16,703 |
|
0.618 |
16,676 |
|
HIGH |
16,632 |
|
0.618 |
16,605 |
|
0.500 |
16,597 |
|
0.382 |
16,588 |
|
LOW |
16,561 |
|
0.618 |
16,517 |
|
1.000 |
16,490 |
|
1.618 |
16,446 |
|
2.618 |
16,375 |
|
4.250 |
16,259 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,620 |
16,616 |
| PP |
16,608 |
16,600 |
| S1 |
16,597 |
16,584 |
|