| Trading Metrics calculated at close of trading on 06-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
| Open |
6,772.5 |
6,778.0 |
5.5 |
0.1% |
6,641.0 |
| High |
6,800.5 |
6,794.5 |
-6.0 |
-0.1% |
6,800.5 |
| Low |
6,759.5 |
6,746.0 |
-13.5 |
-0.2% |
6,622.0 |
| Close |
6,764.0 |
6,760.0 |
-4.0 |
-0.1% |
6,764.0 |
| Range |
41.0 |
48.5 |
7.5 |
18.3% |
178.5 |
| ATR |
67.4 |
66.0 |
-1.3 |
-2.0% |
0.0 |
| Volume |
80,672 |
111,117 |
30,445 |
37.7% |
458,842 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,912.5 |
6,884.5 |
6,786.5 |
|
| R3 |
6,864.0 |
6,836.0 |
6,773.5 |
|
| R2 |
6,815.5 |
6,815.5 |
6,769.0 |
|
| R1 |
6,787.5 |
6,787.5 |
6,764.5 |
6,777.0 |
| PP |
6,767.0 |
6,767.0 |
6,767.0 |
6,761.5 |
| S1 |
6,739.0 |
6,739.0 |
6,755.5 |
6,729.0 |
| S2 |
6,718.5 |
6,718.5 |
6,751.0 |
|
| S3 |
6,670.0 |
6,690.5 |
6,746.5 |
|
| S4 |
6,621.5 |
6,642.0 |
6,733.5 |
|
|
| 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 |
6,663.0 |
137.5 |
2.0% |
50.5 |
0.8% |
71% |
False |
False |
91,463 |
| 10 |
6,800.5 |
6,595.5 |
205.0 |
3.0% |
50.5 |
0.7% |
80% |
False |
False |
93,169 |
| 20 |
6,800.5 |
6,452.0 |
348.5 |
5.2% |
67.0 |
1.0% |
88% |
False |
False |
100,134 |
| 40 |
6,800.5 |
6,431.5 |
369.0 |
5.5% |
70.5 |
1.0% |
89% |
False |
False |
98,937 |
| 60 |
6,800.5 |
6,431.5 |
369.0 |
5.5% |
65.5 |
1.0% |
89% |
False |
False |
66,180 |
| 80 |
6,800.5 |
6,310.5 |
490.0 |
7.2% |
59.5 |
0.9% |
92% |
False |
False |
49,655 |
| 100 |
6,800.5 |
6,310.5 |
490.0 |
7.2% |
49.5 |
0.7% |
92% |
False |
False |
39,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,000.5 |
|
2.618 |
6,921.5 |
|
1.618 |
6,873.0 |
|
1.000 |
6,843.0 |
|
0.618 |
6,824.5 |
|
HIGH |
6,794.5 |
|
0.618 |
6,776.0 |
|
0.500 |
6,770.0 |
|
0.382 |
6,764.5 |
|
LOW |
6,746.0 |
|
0.618 |
6,716.0 |
|
1.000 |
6,697.5 |
|
1.618 |
6,667.5 |
|
2.618 |
6,619.0 |
|
4.250 |
6,540.0 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,770.0 |
6,772.0 |
| PP |
6,767.0 |
6,768.0 |
| S1 |
6,763.5 |
6,764.0 |
|