| Trading Metrics calculated at close of trading on 09-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,518.16 |
16,551.23 |
33.07 |
0.2% |
16,509.75 |
| High |
16,622.95 |
16,588.77 |
-34.18 |
-0.2% |
16,622.95 |
| Low |
16,502.01 |
16,498.71 |
-3.30 |
0.0% |
16,357.35 |
| Close |
16,550.97 |
16,583.34 |
32.37 |
0.2% |
16,583.34 |
| Range |
120.94 |
90.06 |
-30.88 |
-25.5% |
265.60 |
| ATR |
136.82 |
133.48 |
-3.34 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,827.12 |
16,795.29 |
16,632.87 |
|
| R3 |
16,737.06 |
16,705.23 |
16,608.11 |
|
| R2 |
16,647.00 |
16,647.00 |
16,599.85 |
|
| R1 |
16,615.17 |
16,615.17 |
16,591.60 |
16,631.09 |
| PP |
16,556.94 |
16,556.94 |
16,556.94 |
16,564.90 |
| S1 |
16,525.11 |
16,525.11 |
16,575.08 |
16,541.03 |
| S2 |
16,466.88 |
16,466.88 |
16,566.83 |
|
| S3 |
16,376.82 |
16,435.05 |
16,558.57 |
|
| S4 |
16,286.76 |
16,344.99 |
16,533.81 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,318.01 |
17,216.28 |
16,729.42 |
|
| R3 |
17,052.41 |
16,950.68 |
16,656.38 |
|
| R2 |
16,786.81 |
16,786.81 |
16,632.03 |
|
| R1 |
16,685.08 |
16,685.08 |
16,607.69 |
16,735.95 |
| PP |
16,521.21 |
16,521.21 |
16,521.21 |
16,546.65 |
| S1 |
16,419.48 |
16,419.48 |
16,558.99 |
16,470.35 |
| S2 |
16,255.61 |
16,255.61 |
16,534.65 |
|
| S3 |
15,990.01 |
16,153.88 |
16,510.30 |
|
| S4 |
15,724.41 |
15,888.28 |
16,437.26 |
|
|
| 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% |
135.46 |
0.8% |
85% |
False |
False |
|
| 10 |
16,622.95 |
16,312.66 |
310.29 |
1.9% |
126.59 |
0.8% |
87% |
False |
False |
|
| 20 |
16,622.95 |
16,015.32 |
607.63 |
3.7% |
125.89 |
0.8% |
93% |
False |
False |
|
| 40 |
16,631.63 |
16,015.32 |
616.31 |
3.7% |
143.68 |
0.9% |
92% |
False |
False |
|
| 60 |
16,631.63 |
15,863.25 |
768.38 |
4.6% |
145.85 |
0.9% |
94% |
False |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
153.04 |
0.9% |
96% |
False |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
146.73 |
0.9% |
96% |
False |
False |
|
| 120 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
139.46 |
0.8% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,971.53 |
|
2.618 |
16,824.55 |
|
1.618 |
16,734.49 |
|
1.000 |
16,678.83 |
|
0.618 |
16,644.43 |
|
HIGH |
16,588.77 |
|
0.618 |
16,554.37 |
|
0.500 |
16,543.74 |
|
0.382 |
16,533.11 |
|
LOW |
16,498.71 |
|
0.618 |
16,443.05 |
|
1.000 |
16,408.65 |
|
1.618 |
16,352.99 |
|
2.618 |
16,262.93 |
|
4.250 |
16,115.96 |
|
|
| Fisher Pivots for day following 09-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,570.14 |
16,552.28 |
| PP |
16,556.94 |
16,521.21 |
| S1 |
16,543.74 |
16,490.15 |
|