| 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 |
9,431.0 |
9,559.0 |
128.0 |
1.4% |
9,431.0 |
| High |
9,559.5 |
9,632.5 |
73.0 |
0.8% |
9,644.0 |
| Low |
9,404.0 |
9,494.0 |
90.0 |
1.0% |
9,388.0 |
| Close |
9,525.0 |
9,610.5 |
85.5 |
0.9% |
9,548.5 |
| Range |
155.5 |
138.5 |
-17.0 |
-10.9% |
256.0 |
| ATR |
151.1 |
150.2 |
-0.9 |
-0.6% |
0.0 |
| Volume |
120,654 |
86,428 |
-34,226 |
-28.4% |
364,442 |
|
| Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,994.5 |
9,941.0 |
9,686.7 |
|
| R3 |
9,856.0 |
9,802.5 |
9,648.6 |
|
| R2 |
9,717.5 |
9,717.5 |
9,635.9 |
|
| R1 |
9,664.0 |
9,664.0 |
9,623.2 |
9,690.8 |
| PP |
9,579.0 |
9,579.0 |
9,579.0 |
9,592.4 |
| S1 |
9,525.5 |
9,525.5 |
9,597.8 |
9,552.3 |
| S2 |
9,440.5 |
9,440.5 |
9,585.1 |
|
| S3 |
9,302.0 |
9,387.0 |
9,572.4 |
|
| S4 |
9,163.5 |
9,248.5 |
9,534.3 |
|
|
| 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% |
139.0 |
1.4% |
86% |
False |
False |
104,829 |
| 10 |
9,660.0 |
9,382.0 |
278.0 |
2.9% |
140.3 |
1.5% |
82% |
False |
False |
103,044 |
| 20 |
9,660.0 |
9,102.5 |
557.5 |
5.8% |
149.4 |
1.6% |
91% |
False |
False |
108,455 |
| 40 |
9,741.0 |
8,934.5 |
806.5 |
8.4% |
143.4 |
1.5% |
84% |
False |
False |
91,759 |
| 60 |
9,755.5 |
8,934.5 |
821.0 |
8.5% |
133.8 |
1.4% |
82% |
False |
False |
61,464 |
| 80 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
136.7 |
1.4% |
76% |
False |
False |
46,138 |
| 100 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
126.5 |
1.3% |
76% |
False |
False |
36,932 |
| 120 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
115.6 |
1.2% |
76% |
False |
False |
30,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,221.1 |
|
2.618 |
9,995.1 |
|
1.618 |
9,856.6 |
|
1.000 |
9,771.0 |
|
0.618 |
9,718.1 |
|
HIGH |
9,632.5 |
|
0.618 |
9,579.6 |
|
0.500 |
9,563.3 |
|
0.382 |
9,546.9 |
|
LOW |
9,494.0 |
|
0.618 |
9,408.4 |
|
1.000 |
9,355.5 |
|
1.618 |
9,269.9 |
|
2.618 |
9,131.4 |
|
4.250 |
8,905.4 |
|
|
| Fisher Pivots for day following 08-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,594.8 |
9,579.8 |
| PP |
9,579.0 |
9,549.0 |
| S1 |
9,563.3 |
9,518.3 |
|