| Trading Metrics calculated at close of trading on 06-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,509.75 |
16,529.85 |
20.10 |
0.1% |
16,363.20 |
| High |
16,547.92 |
16,529.85 |
-18.07 |
-0.1% |
16,620.06 |
| Low |
16,377.09 |
16,399.99 |
22.90 |
0.1% |
16,312.66 |
| Close |
16,530.55 |
16,401.02 |
-129.53 |
-0.8% |
16,512.89 |
| Range |
170.83 |
129.86 |
-40.97 |
-24.0% |
307.40 |
| ATR |
136.33 |
135.92 |
-0.41 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,833.20 |
16,746.97 |
16,472.44 |
|
| R3 |
16,703.34 |
16,617.11 |
16,436.73 |
|
| R2 |
16,573.48 |
16,573.48 |
16,424.83 |
|
| R1 |
16,487.25 |
16,487.25 |
16,412.92 |
16,465.44 |
| PP |
16,443.62 |
16,443.62 |
16,443.62 |
16,432.71 |
| S1 |
16,357.39 |
16,357.39 |
16,389.12 |
16,335.58 |
| S2 |
16,313.76 |
16,313.76 |
16,377.21 |
|
| S3 |
16,183.90 |
16,227.53 |
16,365.31 |
|
| S4 |
16,054.04 |
16,097.67 |
16,329.60 |
|
|
| 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% |
118.68 |
0.7% |
10% |
False |
False |
|
| 10 |
16,620.06 |
16,312.66 |
307.40 |
1.9% |
119.65 |
0.7% |
29% |
False |
False |
|
| 20 |
16,620.06 |
16,015.32 |
604.74 |
3.7% |
137.15 |
0.8% |
64% |
False |
False |
|
| 40 |
16,631.63 |
16,015.32 |
616.31 |
3.8% |
148.29 |
0.9% |
63% |
False |
False |
|
| 60 |
16,631.63 |
15,733.69 |
897.94 |
5.5% |
146.24 |
0.9% |
74% |
False |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
153.76 |
0.9% |
82% |
False |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
146.83 |
0.9% |
82% |
False |
False |
|
| 120 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
139.01 |
0.8% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,081.76 |
|
2.618 |
16,869.82 |
|
1.618 |
16,739.96 |
|
1.000 |
16,659.71 |
|
0.618 |
16,610.10 |
|
HIGH |
16,529.85 |
|
0.618 |
16,480.24 |
|
0.500 |
16,464.92 |
|
0.382 |
16,449.60 |
|
LOW |
16,399.99 |
|
0.618 |
16,319.74 |
|
1.000 |
16,270.13 |
|
1.618 |
16,189.88 |
|
2.618 |
16,060.02 |
|
4.250 |
15,848.09 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,464.92 |
16,498.58 |
| PP |
16,443.62 |
16,466.06 |
| S1 |
16,422.32 |
16,433.54 |
|