| Trading Metrics calculated at close of trading on 05-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
| Open |
14,505 |
14,400 |
-105 |
-0.7% |
14,330 |
| High |
14,600 |
14,425 |
-175 |
-1.2% |
14,600 |
| Low |
14,370 |
14,275 |
-95 |
-0.7% |
14,235 |
| Close |
14,400 |
14,350 |
-50 |
-0.3% |
14,400 |
| Range |
230 |
150 |
-80 |
-34.8% |
365 |
| ATR |
258 |
251 |
-8 |
-3.0% |
0 |
| Volume |
15,277 |
5,688 |
-9,589 |
-62.8% |
56,161 |
|
| Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,800 |
14,725 |
14,433 |
|
| R3 |
14,650 |
14,575 |
14,391 |
|
| R2 |
14,500 |
14,500 |
14,378 |
|
| R1 |
14,425 |
14,425 |
14,364 |
14,388 |
| PP |
14,350 |
14,350 |
14,350 |
14,331 |
| S1 |
14,275 |
14,275 |
14,336 |
14,238 |
| S2 |
14,200 |
14,200 |
14,323 |
|
| S3 |
14,050 |
14,125 |
14,309 |
|
| S4 |
13,900 |
13,975 |
14,268 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,507 |
15,318 |
14,601 |
|
| R3 |
15,142 |
14,953 |
14,501 |
|
| R2 |
14,777 |
14,777 |
14,467 |
|
| R1 |
14,588 |
14,588 |
14,434 |
14,683 |
| PP |
14,412 |
14,412 |
14,412 |
14,459 |
| S1 |
14,223 |
14,223 |
14,367 |
14,318 |
| S2 |
14,047 |
14,047 |
14,333 |
|
| S3 |
13,682 |
13,858 |
14,300 |
|
| S4 |
13,317 |
13,493 |
14,199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,600 |
14,235 |
365 |
2.5% |
189 |
1.3% |
32% |
False |
False |
9,914 |
| 10 |
14,640 |
14,235 |
405 |
2.8% |
214 |
1.5% |
28% |
False |
False |
11,334 |
| 20 |
14,955 |
13,860 |
1,095 |
7.6% |
265 |
1.8% |
45% |
False |
False |
14,619 |
| 40 |
15,320 |
13,860 |
1,460 |
10.2% |
282 |
2.0% |
34% |
False |
False |
16,742 |
| 60 |
15,440 |
13,860 |
1,580 |
11.0% |
278 |
1.9% |
31% |
False |
False |
11,378 |
| 80 |
16,000 |
13,860 |
2,140 |
14.9% |
256 |
1.8% |
23% |
False |
False |
8,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,063 |
|
2.618 |
14,818 |
|
1.618 |
14,668 |
|
1.000 |
14,575 |
|
0.618 |
14,518 |
|
HIGH |
14,425 |
|
0.618 |
14,368 |
|
0.500 |
14,350 |
|
0.382 |
14,332 |
|
LOW |
14,275 |
|
0.618 |
14,182 |
|
1.000 |
14,125 |
|
1.618 |
14,032 |
|
2.618 |
13,882 |
|
4.250 |
13,638 |
|
|
| Fisher Pivots for day following 05-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
14,350 |
14,438 |
| PP |
14,350 |
14,408 |
| S1 |
14,350 |
14,379 |
|