| 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 |
9,583.5 |
9,431.0 |
-152.5 |
-1.6% |
9,431.0 |
| High |
9,595.0 |
9,559.5 |
-35.5 |
-0.4% |
9,644.0 |
| Low |
9,444.5 |
9,404.0 |
-40.5 |
-0.4% |
9,388.0 |
| Close |
9,475.5 |
9,525.0 |
49.5 |
0.5% |
9,548.5 |
| Range |
150.5 |
155.5 |
5.0 |
3.3% |
256.0 |
| ATR |
150.7 |
151.1 |
0.3 |
0.2% |
0.0 |
| Volume |
140,252 |
120,654 |
-19,598 |
-14.0% |
364,442 |
|
| Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,962.7 |
9,899.3 |
9,610.5 |
|
| R3 |
9,807.2 |
9,743.8 |
9,567.8 |
|
| R2 |
9,651.7 |
9,651.7 |
9,553.5 |
|
| R1 |
9,588.3 |
9,588.3 |
9,539.3 |
9,620.0 |
| PP |
9,496.2 |
9,496.2 |
9,496.2 |
9,512.0 |
| S1 |
9,432.8 |
9,432.8 |
9,510.7 |
9,464.5 |
| S2 |
9,340.7 |
9,340.7 |
9,496.5 |
|
| S3 |
9,185.2 |
9,277.3 |
9,482.2 |
|
| S4 |
9,029.7 |
9,121.8 |
9,439.5 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,294.8 |
10,177.7 |
9,689.3 |
|
| R3 |
10,038.8 |
9,921.7 |
9,618.9 |
|
| R2 |
9,782.8 |
9,782.8 |
9,595.4 |
|
| R1 |
9,665.7 |
9,665.7 |
9,572.0 |
9,724.3 |
| PP |
9,526.8 |
9,526.8 |
9,526.8 |
9,556.1 |
| S1 |
9,409.7 |
9,409.7 |
9,525.0 |
9,468.3 |
| S2 |
9,270.8 |
9,270.8 |
9,501.6 |
|
| S3 |
9,014.8 |
9,153.7 |
9,478.1 |
|
| S4 |
8,758.8 |
8,897.7 |
9,407.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,644.0 |
9,404.0 |
240.0 |
2.5% |
124.4 |
1.3% |
50% |
False |
True |
105,874 |
| 10 |
9,660.0 |
9,382.0 |
278.0 |
2.9% |
134.2 |
1.4% |
51% |
False |
False |
106,757 |
| 20 |
9,660.0 |
9,102.5 |
557.5 |
5.9% |
150.9 |
1.6% |
76% |
False |
False |
110,145 |
| 40 |
9,741.0 |
8,934.5 |
806.5 |
8.5% |
145.1 |
1.5% |
73% |
False |
False |
89,637 |
| 60 |
9,755.5 |
8,934.5 |
821.0 |
8.6% |
133.3 |
1.4% |
72% |
False |
False |
60,025 |
| 80 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
136.1 |
1.4% |
67% |
False |
False |
45,059 |
| 100 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
125.6 |
1.3% |
67% |
False |
False |
36,067 |
| 120 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
115.2 |
1.2% |
67% |
False |
False |
30,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,220.4 |
|
2.618 |
9,966.6 |
|
1.618 |
9,811.1 |
|
1.000 |
9,715.0 |
|
0.618 |
9,655.6 |
|
HIGH |
9,559.5 |
|
0.618 |
9,500.1 |
|
0.500 |
9,481.8 |
|
0.382 |
9,463.4 |
|
LOW |
9,404.0 |
|
0.618 |
9,307.9 |
|
1.000 |
9,248.5 |
|
1.618 |
9,152.4 |
|
2.618 |
8,996.9 |
|
4.250 |
8,743.1 |
|
|
| Fisher Pivots for day following 07-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,510.6 |
9,516.5 |
| PP |
9,496.2 |
9,508.0 |
| S1 |
9,481.8 |
9,499.5 |
|