| Trading Metrics calculated at close of trading on 09-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
| Open |
6,768.5 |
6,782.0 |
13.5 |
0.2% |
6,778.0 |
| High |
6,810.5 |
6,804.5 |
-6.0 |
-0.1% |
6,810.5 |
| Low |
6,766.0 |
6,773.0 |
7.0 |
0.1% |
6,734.5 |
| Close |
6,801.5 |
6,787.0 |
-14.5 |
-0.2% |
6,787.0 |
| Range |
44.5 |
31.5 |
-13.0 |
-29.2% |
76.0 |
| ATR |
63.1 |
60.9 |
-2.3 |
-3.6% |
0.0 |
| Volume |
82,350 |
73,947 |
-8,403 |
-10.2% |
382,839 |
|
| Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,882.5 |
6,866.5 |
6,804.5 |
|
| R3 |
6,851.0 |
6,835.0 |
6,795.5 |
|
| R2 |
6,819.5 |
6,819.5 |
6,793.0 |
|
| R1 |
6,803.5 |
6,803.5 |
6,790.0 |
6,811.5 |
| PP |
6,788.0 |
6,788.0 |
6,788.0 |
6,792.0 |
| S1 |
6,772.0 |
6,772.0 |
6,784.0 |
6,780.0 |
| S2 |
6,756.5 |
6,756.5 |
6,781.0 |
|
| S3 |
6,725.0 |
6,740.5 |
6,778.5 |
|
| S4 |
6,693.5 |
6,709.0 |
6,769.5 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,005.5 |
6,972.0 |
6,829.0 |
|
| R3 |
6,929.5 |
6,896.0 |
6,808.0 |
|
| R2 |
6,853.5 |
6,853.5 |
6,801.0 |
|
| R1 |
6,820.0 |
6,820.0 |
6,794.0 |
6,837.0 |
| PP |
6,777.5 |
6,777.5 |
6,777.5 |
6,785.5 |
| S1 |
6,744.0 |
6,744.0 |
6,780.0 |
6,761.0 |
| S2 |
6,701.5 |
6,701.5 |
6,773.0 |
|
| S3 |
6,625.5 |
6,668.0 |
6,766.0 |
|
| S4 |
6,549.5 |
6,592.0 |
6,745.0 |
|
|
| 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% |
41.0 |
0.6% |
69% |
False |
False |
92,702 |
| 10 |
6,810.5 |
6,613.0 |
197.5 |
2.9% |
46.5 |
0.7% |
88% |
False |
False |
93,997 |
| 20 |
6,810.5 |
6,452.0 |
358.5 |
5.3% |
61.5 |
0.9% |
93% |
False |
False |
97,770 |
| 40 |
6,810.5 |
6,431.5 |
379.0 |
5.6% |
67.5 |
1.0% |
94% |
False |
False |
104,486 |
| 60 |
6,810.5 |
6,431.5 |
379.0 |
5.6% |
65.0 |
1.0% |
94% |
False |
False |
70,701 |
| 80 |
6,810.5 |
6,310.5 |
500.0 |
7.4% |
61.0 |
0.9% |
95% |
False |
False |
53,051 |
| 100 |
6,810.5 |
6,310.5 |
500.0 |
7.4% |
50.0 |
0.7% |
95% |
False |
False |
42,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,938.5 |
|
2.618 |
6,887.0 |
|
1.618 |
6,855.5 |
|
1.000 |
6,836.0 |
|
0.618 |
6,824.0 |
|
HIGH |
6,804.5 |
|
0.618 |
6,792.5 |
|
0.500 |
6,789.0 |
|
0.382 |
6,785.0 |
|
LOW |
6,773.0 |
|
0.618 |
6,753.5 |
|
1.000 |
6,741.5 |
|
1.618 |
6,722.0 |
|
2.618 |
6,690.5 |
|
4.250 |
6,639.0 |
|
|
| Fisher Pivots for day following 09-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,789.0 |
6,782.0 |
| PP |
6,788.0 |
6,777.5 |
| S1 |
6,787.5 |
6,772.5 |
|