| 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 |
9,559.0 |
9,580.0 |
21.0 |
0.2% |
9,564.5 |
| High |
9,632.5 |
9,622.0 |
-10.5 |
-0.1% |
9,632.5 |
| Low |
9,494.0 |
9,565.0 |
71.0 |
0.7% |
9,404.0 |
| Close |
9,610.5 |
9,592.5 |
-18.0 |
-0.2% |
9,592.5 |
| Range |
138.5 |
57.0 |
-81.5 |
-58.8% |
228.5 |
| ATR |
150.2 |
143.5 |
-6.7 |
-4.4% |
0.0 |
| Volume |
86,428 |
95,688 |
9,260 |
10.7% |
543,014 |
|
| Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,764.2 |
9,735.3 |
9,623.9 |
|
| R3 |
9,707.2 |
9,678.3 |
9,608.2 |
|
| R2 |
9,650.2 |
9,650.2 |
9,603.0 |
|
| R1 |
9,621.3 |
9,621.3 |
9,597.7 |
9,635.8 |
| PP |
9,593.2 |
9,593.2 |
9,593.2 |
9,600.4 |
| S1 |
9,564.3 |
9,564.3 |
9,587.3 |
9,578.8 |
| S2 |
9,536.2 |
9,536.2 |
9,582.1 |
|
| S3 |
9,479.2 |
9,507.3 |
9,576.8 |
|
| S4 |
9,422.2 |
9,450.3 |
9,561.2 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,228.5 |
10,139.0 |
9,718.2 |
|
| R3 |
10,000.0 |
9,910.5 |
9,655.3 |
|
| R2 |
9,771.5 |
9,771.5 |
9,634.4 |
|
| R1 |
9,682.0 |
9,682.0 |
9,613.4 |
9,726.8 |
| PP |
9,543.0 |
9,543.0 |
9,543.0 |
9,565.4 |
| S1 |
9,453.5 |
9,453.5 |
9,571.6 |
9,498.3 |
| S2 |
9,314.5 |
9,314.5 |
9,550.6 |
|
| S3 |
9,086.0 |
9,225.0 |
9,529.7 |
|
| S4 |
8,857.5 |
8,996.5 |
9,466.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,632.5 |
9,404.0 |
228.5 |
2.4% |
130.2 |
1.4% |
82% |
False |
False |
108,602 |
| 10 |
9,644.0 |
9,382.0 |
262.0 |
2.7% |
122.4 |
1.3% |
80% |
False |
False |
101,123 |
| 20 |
9,660.0 |
9,102.5 |
557.5 |
5.8% |
145.4 |
1.5% |
88% |
False |
False |
109,270 |
| 40 |
9,741.0 |
8,934.5 |
806.5 |
8.4% |
140.7 |
1.5% |
82% |
False |
False |
94,047 |
| 60 |
9,755.5 |
8,934.5 |
821.0 |
8.6% |
133.7 |
1.4% |
80% |
False |
False |
63,057 |
| 80 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
136.4 |
1.4% |
74% |
False |
False |
47,332 |
| 100 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
126.5 |
1.3% |
74% |
False |
False |
37,888 |
| 120 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
115.7 |
1.2% |
74% |
False |
False |
31,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,864.3 |
|
2.618 |
9,771.2 |
|
1.618 |
9,714.2 |
|
1.000 |
9,679.0 |
|
0.618 |
9,657.2 |
|
HIGH |
9,622.0 |
|
0.618 |
9,600.2 |
|
0.500 |
9,593.5 |
|
0.382 |
9,586.8 |
|
LOW |
9,565.0 |
|
0.618 |
9,529.8 |
|
1.000 |
9,508.0 |
|
1.618 |
9,472.8 |
|
2.618 |
9,415.8 |
|
4.250 |
9,322.8 |
|
|
| Fisher Pivots for day following 09-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,593.5 |
9,567.8 |
| PP |
9,593.2 |
9,543.0 |
| S1 |
9,592.8 |
9,518.3 |
|