| Trading Metrics calculated at close of trading on 05-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,562.34 |
16,509.75 |
-52.59 |
-0.3% |
16,363.20 |
| High |
16,620.06 |
16,547.92 |
-72.14 |
-0.4% |
16,620.06 |
| Low |
16,488.31 |
16,377.09 |
-111.22 |
-0.7% |
16,312.66 |
| Close |
16,512.89 |
16,530.55 |
17.66 |
0.1% |
16,512.89 |
| Range |
131.75 |
170.83 |
39.08 |
29.7% |
307.40 |
| ATR |
133.67 |
136.33 |
2.65 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,997.68 |
16,934.94 |
16,624.51 |
|
| R3 |
16,826.85 |
16,764.11 |
16,577.53 |
|
| R2 |
16,656.02 |
16,656.02 |
16,561.87 |
|
| R1 |
16,593.28 |
16,593.28 |
16,546.21 |
16,624.65 |
| PP |
16,485.19 |
16,485.19 |
16,485.19 |
16,500.87 |
| S1 |
16,422.45 |
16,422.45 |
16,514.89 |
16,453.82 |
| S2 |
16,314.36 |
16,314.36 |
16,499.23 |
|
| S3 |
16,143.53 |
16,251.62 |
16,483.57 |
|
| S4 |
15,972.70 |
16,080.79 |
16,436.59 |
|
|
| 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 |
16,377.09 |
242.97 |
1.5% |
114.35 |
0.7% |
63% |
False |
True |
|
| 10 |
16,620.06 |
16,312.66 |
307.40 |
1.9% |
118.29 |
0.7% |
71% |
False |
False |
|
| 20 |
16,620.06 |
16,015.32 |
604.74 |
3.7% |
139.53 |
0.8% |
85% |
False |
False |
|
| 40 |
16,631.63 |
16,015.32 |
616.31 |
3.7% |
148.02 |
0.9% |
84% |
False |
False |
|
| 60 |
16,631.63 |
15,625.53 |
1,006.10 |
6.1% |
146.96 |
0.9% |
90% |
False |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
153.97 |
0.9% |
92% |
False |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
146.12 |
0.9% |
92% |
False |
False |
|
| 120 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
138.38 |
0.8% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,273.95 |
|
2.618 |
16,995.15 |
|
1.618 |
16,824.32 |
|
1.000 |
16,718.75 |
|
0.618 |
16,653.49 |
|
HIGH |
16,547.92 |
|
0.618 |
16,482.66 |
|
0.500 |
16,462.51 |
|
0.382 |
16,442.35 |
|
LOW |
16,377.09 |
|
0.618 |
16,271.52 |
|
1.000 |
16,206.26 |
|
1.618 |
16,100.69 |
|
2.618 |
15,929.86 |
|
4.250 |
15,651.06 |
|
|
| Fisher Pivots for day following 05-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,507.87 |
16,519.89 |
| PP |
16,485.19 |
16,509.23 |
| S1 |
16,462.51 |
16,498.58 |
|