| Trading Metrics calculated at close of trading on 02-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,580.26 |
16,562.34 |
-17.92 |
-0.1% |
16,363.20 |
| High |
16,604.79 |
16,620.06 |
15.27 |
0.1% |
16,620.06 |
| Low |
16,525.25 |
16,488.31 |
-36.94 |
-0.2% |
16,312.66 |
| Close |
16,558.87 |
16,512.89 |
-45.98 |
-0.3% |
16,512.89 |
| Range |
79.54 |
131.75 |
52.21 |
65.6% |
307.40 |
| ATR |
133.82 |
133.67 |
-0.15 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,935.67 |
16,856.03 |
16,585.35 |
|
| R3 |
16,803.92 |
16,724.28 |
16,549.12 |
|
| R2 |
16,672.17 |
16,672.17 |
16,537.04 |
|
| R1 |
16,592.53 |
16,592.53 |
16,524.97 |
16,566.48 |
| PP |
16,540.42 |
16,540.42 |
16,540.42 |
16,527.39 |
| S1 |
16,460.78 |
16,460.78 |
16,500.81 |
16,434.73 |
| S2 |
16,408.67 |
16,408.67 |
16,488.74 |
|
| S3 |
16,276.92 |
16,329.03 |
16,476.66 |
|
| S4 |
16,145.17 |
16,197.28 |
16,440.43 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,404.07 |
17,265.88 |
16,681.96 |
|
| R3 |
17,096.67 |
16,958.48 |
16,597.43 |
|
| R2 |
16,789.27 |
16,789.27 |
16,569.25 |
|
| R1 |
16,651.08 |
16,651.08 |
16,541.07 |
16,720.18 |
| PP |
16,481.87 |
16,481.87 |
16,481.87 |
16,516.42 |
| S1 |
16,343.68 |
16,343.68 |
16,484.71 |
16,412.78 |
| S2 |
16,174.47 |
16,174.47 |
16,456.53 |
|
| S3 |
15,867.07 |
16,036.28 |
16,428.36 |
|
| S4 |
15,559.67 |
15,728.88 |
16,343.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,620.06 |
16,312.66 |
307.40 |
1.9% |
117.72 |
0.7% |
65% |
True |
False |
|
| 10 |
16,620.06 |
16,312.66 |
307.40 |
1.9% |
106.98 |
0.6% |
65% |
True |
False |
|
| 20 |
16,631.63 |
16,015.32 |
616.31 |
3.7% |
142.93 |
0.9% |
81% |
False |
False |
|
| 40 |
16,631.63 |
16,015.32 |
616.31 |
3.7% |
146.42 |
0.9% |
81% |
False |
False |
|
| 60 |
16,631.63 |
15,443.00 |
1,188.63 |
7.2% |
147.26 |
0.9% |
90% |
False |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
153.23 |
0.9% |
91% |
False |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
144.85 |
0.9% |
91% |
False |
False |
|
| 120 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
138.49 |
0.8% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,180.00 |
|
2.618 |
16,964.98 |
|
1.618 |
16,833.23 |
|
1.000 |
16,751.81 |
|
0.618 |
16,701.48 |
|
HIGH |
16,620.06 |
|
0.618 |
16,569.73 |
|
0.500 |
16,554.19 |
|
0.382 |
16,538.64 |
|
LOW |
16,488.31 |
|
0.618 |
16,406.89 |
|
1.000 |
16,356.56 |
|
1.618 |
16,275.14 |
|
2.618 |
16,143.39 |
|
4.250 |
15,928.37 |
|
|
| Fisher Pivots for day following 02-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,554.19 |
16,554.19 |
| PP |
16,540.42 |
16,540.42 |
| S1 |
16,526.66 |
16,526.66 |
|