| Trading Metrics calculated at close of trading on 08-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,401.66 |
16,518.16 |
116.50 |
0.7% |
16,363.20 |
| High |
16,522.94 |
16,622.95 |
100.01 |
0.6% |
16,620.06 |
| Low |
16,357.35 |
16,502.01 |
144.66 |
0.9% |
16,312.66 |
| Close |
16,518.54 |
16,550.97 |
32.43 |
0.2% |
16,512.89 |
| Range |
165.59 |
120.94 |
-44.65 |
-27.0% |
307.40 |
| ATR |
138.04 |
136.82 |
-1.22 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,921.46 |
16,857.16 |
16,617.49 |
|
| R3 |
16,800.52 |
16,736.22 |
16,584.23 |
|
| R2 |
16,679.58 |
16,679.58 |
16,573.14 |
|
| R1 |
16,615.28 |
16,615.28 |
16,562.06 |
16,647.43 |
| PP |
16,558.64 |
16,558.64 |
16,558.64 |
16,574.72 |
| S1 |
16,494.34 |
16,494.34 |
16,539.88 |
16,526.49 |
| S2 |
16,437.70 |
16,437.70 |
16,528.80 |
|
| S3 |
16,316.76 |
16,373.40 |
16,517.71 |
|
| S4 |
16,195.82 |
16,252.46 |
16,484.45 |
|
|
| 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 |
16,622.95 |
16,357.35 |
265.60 |
1.6% |
143.79 |
0.9% |
73% |
True |
False |
|
| 10 |
16,622.95 |
16,312.66 |
310.29 |
1.9% |
134.53 |
0.8% |
77% |
True |
False |
|
| 20 |
16,622.95 |
16,015.32 |
607.63 |
3.7% |
136.53 |
0.8% |
88% |
True |
False |
|
| 40 |
16,631.63 |
16,015.32 |
616.31 |
3.7% |
149.46 |
0.9% |
87% |
False |
False |
|
| 60 |
16,631.63 |
15,863.25 |
768.38 |
4.6% |
146.15 |
0.9% |
90% |
False |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
153.32 |
0.9% |
94% |
False |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
146.58 |
0.9% |
94% |
False |
False |
|
| 120 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
139.43 |
0.8% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,136.95 |
|
2.618 |
16,939.57 |
|
1.618 |
16,818.63 |
|
1.000 |
16,743.89 |
|
0.618 |
16,697.69 |
|
HIGH |
16,622.95 |
|
0.618 |
16,576.75 |
|
0.500 |
16,562.48 |
|
0.382 |
16,548.21 |
|
LOW |
16,502.01 |
|
0.618 |
16,427.27 |
|
1.000 |
16,381.07 |
|
1.618 |
16,306.33 |
|
2.618 |
16,185.39 |
|
4.250 |
15,988.02 |
|
|
| Fisher Pivots for day following 08-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,562.48 |
16,530.70 |
| PP |
16,558.64 |
16,510.42 |
| S1 |
16,554.81 |
16,490.15 |
|