| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,525 |
16,593 |
68 |
0.4% |
16,466 |
| High |
16,593 |
16,666 |
73 |
0.4% |
16,593 |
| Low |
16,522 |
16,589 |
67 |
0.4% |
16,310 |
| Close |
16,586 |
16,654 |
68 |
0.4% |
16,586 |
| Range |
71 |
77 |
6 |
8.5% |
283 |
| ATR |
139 |
135 |
-4 |
-3.0% |
0 |
| Volume |
73,944 |
93,974 |
20,030 |
27.1% |
569,244 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,867 |
16,838 |
16,696 |
|
| R3 |
16,790 |
16,761 |
16,675 |
|
| R2 |
16,713 |
16,713 |
16,668 |
|
| R1 |
16,684 |
16,684 |
16,661 |
16,699 |
| PP |
16,636 |
16,636 |
16,636 |
16,644 |
| S1 |
16,607 |
16,607 |
16,647 |
16,622 |
| S2 |
16,559 |
16,559 |
16,640 |
|
| S3 |
16,482 |
16,530 |
16,633 |
|
| S4 |
16,405 |
16,453 |
16,612 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,345 |
17,249 |
16,742 |
|
| R3 |
17,062 |
16,966 |
16,664 |
|
| R2 |
16,779 |
16,779 |
16,638 |
|
| R1 |
16,683 |
16,683 |
16,612 |
16,731 |
| PP |
16,496 |
16,496 |
16,496 |
16,521 |
| S1 |
16,400 |
16,400 |
16,560 |
16,448 |
| S2 |
16,213 |
16,213 |
16,534 |
|
| S3 |
15,930 |
16,117 |
16,508 |
|
| S4 |
15,647 |
15,834 |
16,430 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,666 |
16,310 |
356 |
2.1% |
126 |
0.8% |
97% |
True |
False |
112,413 |
| 10 |
16,694 |
16,310 |
384 |
2.3% |
127 |
0.8% |
90% |
False |
False |
121,492 |
| 20 |
16,694 |
16,305 |
389 |
2.3% |
127 |
0.8% |
90% |
False |
False |
131,453 |
| 40 |
16,694 |
15,881 |
813 |
4.9% |
145 |
0.9% |
95% |
False |
False |
146,464 |
| 60 |
16,694 |
15,881 |
813 |
4.9% |
154 |
0.9% |
95% |
False |
False |
131,817 |
| 80 |
16,694 |
15,216 |
1,478 |
8.9% |
155 |
0.9% |
97% |
False |
False |
98,896 |
| 100 |
16,694 |
15,216 |
1,478 |
8.9% |
151 |
0.9% |
97% |
False |
False |
79,122 |
| 120 |
16,694 |
15,216 |
1,478 |
8.9% |
135 |
0.8% |
97% |
False |
False |
65,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,993 |
|
2.618 |
16,868 |
|
1.618 |
16,791 |
|
1.000 |
16,743 |
|
0.618 |
16,714 |
|
HIGH |
16,666 |
|
0.618 |
16,637 |
|
0.500 |
16,628 |
|
0.382 |
16,619 |
|
LOW |
16,589 |
|
0.618 |
16,542 |
|
1.000 |
16,512 |
|
1.618 |
16,465 |
|
2.618 |
16,388 |
|
4.250 |
16,262 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,645 |
16,625 |
| PP |
16,636 |
16,596 |
| S1 |
16,628 |
16,567 |
|