| Trading Metrics calculated at close of trading on 08-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
| Open |
6,758.5 |
6,768.5 |
10.0 |
0.1% |
6,641.0 |
| High |
6,775.0 |
6,810.5 |
35.5 |
0.5% |
6,800.5 |
| Low |
6,734.5 |
6,766.0 |
31.5 |
0.5% |
6,622.0 |
| Close |
6,761.5 |
6,801.5 |
40.0 |
0.6% |
6,764.0 |
| Range |
40.5 |
44.5 |
4.0 |
9.9% |
178.5 |
| ATR |
64.2 |
63.1 |
-1.1 |
-1.7% |
0.0 |
| Volume |
115,425 |
82,350 |
-33,075 |
-28.7% |
458,842 |
|
| Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,926.0 |
6,908.5 |
6,826.0 |
|
| R3 |
6,881.5 |
6,864.0 |
6,813.5 |
|
| R2 |
6,837.0 |
6,837.0 |
6,809.5 |
|
| R1 |
6,819.5 |
6,819.5 |
6,805.5 |
6,828.0 |
| PP |
6,792.5 |
6,792.5 |
6,792.5 |
6,797.0 |
| S1 |
6,775.0 |
6,775.0 |
6,797.5 |
6,784.0 |
| S2 |
6,748.0 |
6,748.0 |
6,793.5 |
|
| S3 |
6,703.5 |
6,730.5 |
6,789.5 |
|
| S4 |
6,659.0 |
6,686.0 |
6,777.0 |
|
|
| 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 |
6,810.5 |
6,734.5 |
76.0 |
1.1% |
42.0 |
0.6% |
88% |
True |
False |
98,756 |
| 10 |
6,810.5 |
6,613.0 |
197.5 |
2.9% |
49.5 |
0.7% |
95% |
True |
False |
95,983 |
| 20 |
6,810.5 |
6,452.0 |
358.5 |
5.3% |
63.5 |
0.9% |
97% |
True |
False |
98,722 |
| 40 |
6,810.5 |
6,431.5 |
379.0 |
5.6% |
68.5 |
1.0% |
98% |
True |
False |
102,974 |
| 60 |
6,810.5 |
6,431.5 |
379.0 |
5.6% |
65.5 |
1.0% |
98% |
True |
False |
69,469 |
| 80 |
6,810.5 |
6,310.5 |
500.0 |
7.4% |
61.0 |
0.9% |
98% |
True |
False |
52,127 |
| 100 |
6,810.5 |
6,310.5 |
500.0 |
7.4% |
50.0 |
0.7% |
98% |
True |
False |
41,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,999.5 |
|
2.618 |
6,927.0 |
|
1.618 |
6,882.5 |
|
1.000 |
6,855.0 |
|
0.618 |
6,838.0 |
|
HIGH |
6,810.5 |
|
0.618 |
6,793.5 |
|
0.500 |
6,788.0 |
|
0.382 |
6,783.0 |
|
LOW |
6,766.0 |
|
0.618 |
6,738.5 |
|
1.000 |
6,721.5 |
|
1.618 |
6,694.0 |
|
2.618 |
6,649.5 |
|
4.250 |
6,577.0 |
|
|
| Fisher Pivots for day following 08-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,797.0 |
6,792.0 |
| PP |
6,792.5 |
6,782.0 |
| S1 |
6,788.0 |
6,772.5 |
|