| Trading Metrics calculated at close of trading on 02-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
| Open |
6,760.0 |
6,772.5 |
12.5 |
0.2% |
6,641.0 |
| High |
6,780.0 |
6,800.5 |
20.5 |
0.3% |
6,800.5 |
| Low |
6,744.0 |
6,759.5 |
15.5 |
0.2% |
6,622.0 |
| Close |
6,772.5 |
6,764.0 |
-8.5 |
-0.1% |
6,764.0 |
| Range |
36.0 |
41.0 |
5.0 |
13.9% |
178.5 |
| ATR |
69.4 |
67.4 |
-2.0 |
-2.9% |
0.0 |
| Volume |
104,219 |
80,672 |
-23,547 |
-22.6% |
458,842 |
|
| Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,897.5 |
6,872.0 |
6,786.5 |
|
| R3 |
6,856.5 |
6,831.0 |
6,775.5 |
|
| R2 |
6,815.5 |
6,815.5 |
6,771.5 |
|
| R1 |
6,790.0 |
6,790.0 |
6,768.0 |
6,782.0 |
| PP |
6,774.5 |
6,774.5 |
6,774.5 |
6,771.0 |
| S1 |
6,749.0 |
6,749.0 |
6,760.0 |
6,741.0 |
| S2 |
6,733.5 |
6,733.5 |
6,756.5 |
|
| S3 |
6,692.5 |
6,708.0 |
6,752.5 |
|
| S4 |
6,651.5 |
6,667.0 |
6,741.5 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,264.5 |
7,192.5 |
6,862.0 |
|
| R3 |
7,086.0 |
7,014.0 |
6,813.0 |
|
| R2 |
6,907.5 |
6,907.5 |
6,796.5 |
|
| R1 |
6,835.5 |
6,835.5 |
6,780.5 |
6,871.5 |
| PP |
6,729.0 |
6,729.0 |
6,729.0 |
6,747.0 |
| S1 |
6,657.0 |
6,657.0 |
6,747.5 |
6,693.0 |
| S2 |
6,550.5 |
6,550.5 |
6,731.5 |
|
| S3 |
6,372.0 |
6,478.5 |
6,715.0 |
|
| S4 |
6,193.5 |
6,300.0 |
6,666.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,800.5 |
6,622.0 |
178.5 |
2.6% |
52.0 |
0.8% |
80% |
True |
False |
91,768 |
| 10 |
6,800.5 |
6,500.0 |
300.5 |
4.4% |
56.0 |
0.8% |
88% |
True |
False |
91,963 |
| 20 |
6,800.5 |
6,452.0 |
348.5 |
5.2% |
66.5 |
1.0% |
90% |
True |
False |
99,479 |
| 40 |
6,800.5 |
6,431.5 |
369.0 |
5.5% |
70.0 |
1.0% |
90% |
True |
False |
96,223 |
| 60 |
6,800.5 |
6,360.5 |
440.0 |
6.5% |
66.0 |
1.0% |
92% |
True |
False |
64,336 |
| 80 |
6,800.5 |
6,310.5 |
490.0 |
7.2% |
60.0 |
0.9% |
93% |
True |
False |
48,266 |
| 100 |
6,800.5 |
6,310.5 |
490.0 |
7.2% |
49.0 |
0.7% |
93% |
True |
False |
38,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,975.0 |
|
2.618 |
6,908.0 |
|
1.618 |
6,867.0 |
|
1.000 |
6,841.5 |
|
0.618 |
6,826.0 |
|
HIGH |
6,800.5 |
|
0.618 |
6,785.0 |
|
0.500 |
6,780.0 |
|
0.382 |
6,775.0 |
|
LOW |
6,759.5 |
|
0.618 |
6,734.0 |
|
1.000 |
6,718.5 |
|
1.618 |
6,693.0 |
|
2.618 |
6,652.0 |
|
4.250 |
6,585.0 |
|
|
| Fisher Pivots for day following 02-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,780.0 |
6,760.5 |
| PP |
6,774.5 |
6,757.0 |
| S1 |
6,769.5 |
6,754.0 |
|