| Trading Metrics calculated at close of trading on 07-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
| Open |
6,778.0 |
6,758.5 |
-19.5 |
-0.3% |
6,641.0 |
| High |
6,794.5 |
6,775.0 |
-19.5 |
-0.3% |
6,800.5 |
| Low |
6,746.0 |
6,734.5 |
-11.5 |
-0.2% |
6,622.0 |
| Close |
6,760.0 |
6,761.5 |
1.5 |
0.0% |
6,764.0 |
| Range |
48.5 |
40.5 |
-8.0 |
-16.5% |
178.5 |
| ATR |
66.0 |
64.2 |
-1.8 |
-2.8% |
0.0 |
| Volume |
111,117 |
115,425 |
4,308 |
3.9% |
458,842 |
|
| Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,878.5 |
6,860.5 |
6,784.0 |
|
| R3 |
6,838.0 |
6,820.0 |
6,772.5 |
|
| R2 |
6,797.5 |
6,797.5 |
6,769.0 |
|
| R1 |
6,779.5 |
6,779.5 |
6,765.0 |
6,788.5 |
| PP |
6,757.0 |
6,757.0 |
6,757.0 |
6,761.5 |
| S1 |
6,739.0 |
6,739.0 |
6,758.0 |
6,748.0 |
| S2 |
6,716.5 |
6,716.5 |
6,754.0 |
|
| S3 |
6,676.0 |
6,698.5 |
6,750.5 |
|
| S4 |
6,635.5 |
6,658.0 |
6,739.0 |
|
|
| 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 |
6,707.0 |
93.5 |
1.4% |
45.0 |
0.7% |
58% |
False |
False |
91,383 |
| 10 |
6,800.5 |
6,613.0 |
187.5 |
2.8% |
48.5 |
0.7% |
79% |
False |
False |
98,083 |
| 20 |
6,800.5 |
6,452.0 |
348.5 |
5.2% |
66.0 |
1.0% |
89% |
False |
False |
100,198 |
| 40 |
6,800.5 |
6,431.5 |
369.0 |
5.5% |
69.5 |
1.0% |
89% |
False |
False |
101,307 |
| 60 |
6,800.5 |
6,431.5 |
369.0 |
5.5% |
65.5 |
1.0% |
89% |
False |
False |
68,101 |
| 80 |
6,800.5 |
6,310.5 |
490.0 |
7.2% |
60.0 |
0.9% |
92% |
False |
False |
51,098 |
| 100 |
6,800.5 |
6,310.5 |
490.0 |
7.2% |
50.0 |
0.7% |
92% |
False |
False |
40,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,947.0 |
|
2.618 |
6,881.0 |
|
1.618 |
6,840.5 |
|
1.000 |
6,815.5 |
|
0.618 |
6,800.0 |
|
HIGH |
6,775.0 |
|
0.618 |
6,759.5 |
|
0.500 |
6,755.0 |
|
0.382 |
6,750.0 |
|
LOW |
6,734.5 |
|
0.618 |
6,709.5 |
|
1.000 |
6,694.0 |
|
1.618 |
6,669.0 |
|
2.618 |
6,628.5 |
|
4.250 |
6,562.5 |
|
|
| Fisher Pivots for day following 07-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,759.0 |
6,767.5 |
| PP |
6,757.0 |
6,765.5 |
| S1 |
6,755.0 |
6,763.5 |
|