| Trading Metrics calculated at close of trading on 01-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
01-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,534.86 |
16,580.26 |
45.40 |
0.3% |
16,408.92 |
| High |
16,592.28 |
16,604.79 |
12.51 |
0.1% |
16,565.71 |
| Low |
16,510.87 |
16,525.25 |
14.38 |
0.1% |
16,333.78 |
| Close |
16,580.84 |
16,558.87 |
-21.97 |
-0.1% |
16,361.46 |
| Range |
81.41 |
79.54 |
-1.87 |
-2.3% |
231.93 |
| ATR |
138.00 |
133.82 |
-4.18 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,801.59 |
16,759.77 |
16,602.62 |
|
| R3 |
16,722.05 |
16,680.23 |
16,580.74 |
|
| R2 |
16,642.51 |
16,642.51 |
16,573.45 |
|
| R1 |
16,600.69 |
16,600.69 |
16,566.16 |
16,581.83 |
| PP |
16,562.97 |
16,562.97 |
16,562.97 |
16,553.54 |
| S1 |
16,521.15 |
16,521.15 |
16,551.58 |
16,502.29 |
| S2 |
16,483.43 |
16,483.43 |
16,544.29 |
|
| S3 |
16,403.89 |
16,441.61 |
16,537.00 |
|
| S4 |
16,324.35 |
16,362.07 |
16,515.12 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,116.11 |
16,970.71 |
16,489.02 |
|
| R3 |
16,884.18 |
16,738.78 |
16,425.24 |
|
| R2 |
16,652.25 |
16,652.25 |
16,403.98 |
|
| R1 |
16,506.85 |
16,506.85 |
16,382.72 |
16,463.59 |
| PP |
16,420.32 |
16,420.32 |
16,420.32 |
16,398.68 |
| S1 |
16,274.92 |
16,274.92 |
16,340.20 |
16,231.66 |
| S2 |
16,188.39 |
16,188.39 |
16,318.94 |
|
| S3 |
15,956.46 |
16,042.99 |
16,297.68 |
|
| S4 |
15,724.53 |
15,811.06 |
16,233.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,604.79 |
16,312.66 |
292.13 |
1.8% |
125.27 |
0.8% |
84% |
True |
False |
|
| 10 |
16,604.79 |
16,312.66 |
292.13 |
1.8% |
103.04 |
0.6% |
84% |
True |
False |
|
| 20 |
16,631.63 |
16,015.32 |
616.31 |
3.7% |
140.17 |
0.8% |
88% |
False |
False |
|
| 40 |
16,631.63 |
16,015.32 |
616.31 |
3.7% |
145.36 |
0.9% |
88% |
False |
False |
|
| 60 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
147.36 |
0.9% |
94% |
False |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
153.25 |
0.9% |
94% |
False |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
145.50 |
0.9% |
94% |
False |
False |
|
| 120 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
139.16 |
0.8% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,942.84 |
|
2.618 |
16,813.03 |
|
1.618 |
16,733.49 |
|
1.000 |
16,684.33 |
|
0.618 |
16,653.95 |
|
HIGH |
16,604.79 |
|
0.618 |
16,574.41 |
|
0.500 |
16,565.02 |
|
0.382 |
16,555.63 |
|
LOW |
16,525.25 |
|
0.618 |
16,476.09 |
|
1.000 |
16,445.71 |
|
1.618 |
16,396.55 |
|
2.618 |
16,317.01 |
|
4.250 |
16,187.21 |
|
|
| Fisher Pivots for day following 01-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,565.02 |
16,548.58 |
| PP |
16,562.97 |
16,538.28 |
| S1 |
16,560.92 |
16,527.99 |
|