| Trading Metrics calculated at close of trading on 07-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,529.85 |
16,401.66 |
-128.19 |
-0.8% |
16,363.20 |
| High |
16,529.85 |
16,522.94 |
-6.91 |
0.0% |
16,620.06 |
| Low |
16,399.99 |
16,357.35 |
-42.64 |
-0.3% |
16,312.66 |
| Close |
16,401.02 |
16,518.54 |
117.52 |
0.7% |
16,512.89 |
| Range |
129.86 |
165.59 |
35.73 |
27.5% |
307.40 |
| ATR |
135.92 |
138.04 |
2.12 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,963.05 |
16,906.38 |
16,609.61 |
|
| R3 |
16,797.46 |
16,740.79 |
16,564.08 |
|
| R2 |
16,631.87 |
16,631.87 |
16,548.90 |
|
| R1 |
16,575.20 |
16,575.20 |
16,533.72 |
16,603.54 |
| PP |
16,466.28 |
16,466.28 |
16,466.28 |
16,480.44 |
| S1 |
16,409.61 |
16,409.61 |
16,503.36 |
16,437.95 |
| S2 |
16,300.69 |
16,300.69 |
16,488.18 |
|
| S3 |
16,135.10 |
16,244.02 |
16,473.00 |
|
| S4 |
15,969.51 |
16,078.43 |
16,427.47 |
|
|
| 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 |
16,357.35 |
262.71 |
1.6% |
135.51 |
0.8% |
61% |
False |
True |
|
| 10 |
16,620.06 |
16,312.66 |
307.40 |
1.9% |
131.33 |
0.8% |
67% |
False |
False |
|
| 20 |
16,620.06 |
16,015.32 |
604.74 |
3.7% |
139.60 |
0.8% |
83% |
False |
False |
|
| 40 |
16,631.63 |
16,015.32 |
616.31 |
3.7% |
149.05 |
0.9% |
82% |
False |
False |
|
| 60 |
16,631.63 |
15,803.40 |
828.23 |
5.0% |
147.86 |
0.9% |
86% |
False |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
154.47 |
0.9% |
91% |
False |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
146.79 |
0.9% |
91% |
False |
False |
|
| 120 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
139.68 |
0.8% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,226.70 |
|
2.618 |
16,956.45 |
|
1.618 |
16,790.86 |
|
1.000 |
16,688.53 |
|
0.618 |
16,625.27 |
|
HIGH |
16,522.94 |
|
0.618 |
16,459.68 |
|
0.500 |
16,440.15 |
|
0.382 |
16,420.61 |
|
LOW |
16,357.35 |
|
0.618 |
16,255.02 |
|
1.000 |
16,191.76 |
|
1.618 |
16,089.43 |
|
2.618 |
15,923.84 |
|
4.250 |
15,653.59 |
|
|
| Fisher Pivots for day following 07-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,492.41 |
16,496.57 |
| PP |
16,466.28 |
16,474.60 |
| S1 |
16,440.15 |
16,452.64 |
|