| 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 |
3,135.0 |
3,144.0 |
9.0 |
0.3% |
3,100.0 |
| High |
3,139.0 |
3,144.0 |
5.0 |
0.2% |
3,158.0 |
| Low |
3,090.0 |
3,102.0 |
12.0 |
0.4% |
3,081.0 |
| Close |
3,133.0 |
3,111.0 |
-22.0 |
-0.7% |
3,127.0 |
| Range |
49.0 |
42.0 |
-7.0 |
-14.3% |
77.0 |
| ATR |
46.1 |
45.8 |
-0.3 |
-0.6% |
0.0 |
| Volume |
750,594 |
1,064,880 |
314,286 |
41.9% |
3,069,882 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,245.0 |
3,220.0 |
3,134.1 |
|
| R3 |
3,203.0 |
3,178.0 |
3,122.6 |
|
| R2 |
3,161.0 |
3,161.0 |
3,118.7 |
|
| R1 |
3,136.0 |
3,136.0 |
3,114.9 |
3,127.5 |
| PP |
3,119.0 |
3,119.0 |
3,119.0 |
3,114.8 |
| S1 |
3,094.0 |
3,094.0 |
3,107.2 |
3,085.5 |
| S2 |
3,077.0 |
3,077.0 |
3,103.3 |
|
| S3 |
3,035.0 |
3,052.0 |
3,099.5 |
|
| S4 |
2,993.0 |
3,010.0 |
3,087.9 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,353.0 |
3,317.0 |
3,169.4 |
|
| R3 |
3,276.0 |
3,240.0 |
3,148.2 |
|
| R2 |
3,199.0 |
3,199.0 |
3,141.1 |
|
| R1 |
3,163.0 |
3,163.0 |
3,134.1 |
3,181.0 |
| PP |
3,122.0 |
3,122.0 |
3,122.0 |
3,131.0 |
| S1 |
3,086.0 |
3,086.0 |
3,119.9 |
3,104.0 |
| S2 |
3,045.0 |
3,045.0 |
3,112.9 |
|
| S3 |
2,968.0 |
3,009.0 |
3,105.8 |
|
| S4 |
2,891.0 |
2,932.0 |
3,084.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,158.0 |
3,090.0 |
68.0 |
2.2% |
37.8 |
1.2% |
31% |
False |
False |
799,372 |
| 10 |
3,158.0 |
3,080.0 |
78.0 |
2.5% |
40.7 |
1.3% |
40% |
False |
False |
830,926 |
| 20 |
3,175.0 |
3,010.0 |
165.0 |
5.3% |
45.5 |
1.5% |
61% |
False |
False |
932,060 |
| 40 |
3,175.0 |
2,902.0 |
273.0 |
8.8% |
44.9 |
1.4% |
77% |
False |
False |
810,443 |
| 60 |
3,175.0 |
2,898.0 |
277.0 |
8.9% |
42.3 |
1.4% |
77% |
False |
False |
542,470 |
| 80 |
3,175.0 |
2,868.0 |
307.0 |
9.9% |
43.3 |
1.4% |
79% |
False |
False |
407,237 |
| 100 |
3,175.0 |
2,847.0 |
328.0 |
10.5% |
40.7 |
1.3% |
80% |
False |
False |
325,865 |
| 120 |
3,175.0 |
2,847.0 |
328.0 |
10.5% |
35.7 |
1.1% |
80% |
False |
False |
271,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,322.5 |
|
2.618 |
3,254.0 |
|
1.618 |
3,212.0 |
|
1.000 |
3,186.0 |
|
0.618 |
3,170.0 |
|
HIGH |
3,144.0 |
|
0.618 |
3,128.0 |
|
0.500 |
3,123.0 |
|
0.382 |
3,118.0 |
|
LOW |
3,102.0 |
|
0.618 |
3,076.0 |
|
1.000 |
3,060.0 |
|
1.618 |
3,034.0 |
|
2.618 |
2,992.0 |
|
4.250 |
2,923.5 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,123.0 |
3,123.0 |
| PP |
3,119.0 |
3,119.0 |
| S1 |
3,115.0 |
3,115.0 |
|