| Trading Metrics calculated at close of trading on 01-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
01-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,115.0 |
1,125.3 |
10.3 |
0.9% |
1,135.0 |
| High |
1,126.7 |
1,132.5 |
5.8 |
0.5% |
1,155.0 |
| Low |
1,103.6 |
1,109.7 |
6.1 |
0.6% |
1,116.3 |
| Close |
1,123.6 |
1,123.8 |
0.2 |
0.0% |
1,120.4 |
| Range |
23.1 |
22.8 |
-0.3 |
-1.3% |
38.7 |
| ATR |
20.9 |
21.0 |
0.1 |
0.6% |
0.0 |
| Volume |
152,957 |
168,105 |
15,148 |
9.9% |
519,234 |
|
| Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,190.5 |
1,180.0 |
1,136.3 |
|
| R3 |
1,167.5 |
1,157.0 |
1,130.0 |
|
| R2 |
1,144.8 |
1,144.8 |
1,128.0 |
|
| R1 |
1,134.3 |
1,134.3 |
1,126.0 |
1,128.3 |
| PP |
1,122.0 |
1,122.0 |
1,122.0 |
1,119.0 |
| S1 |
1,111.5 |
1,111.5 |
1,121.8 |
1,105.3 |
| S2 |
1,099.3 |
1,099.3 |
1,119.5 |
|
| S3 |
1,076.5 |
1,088.8 |
1,117.5 |
|
| S4 |
1,053.5 |
1,066.0 |
1,111.3 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,246.8 |
1,222.3 |
1,141.8 |
|
| R3 |
1,208.0 |
1,183.5 |
1,131.0 |
|
| R2 |
1,169.3 |
1,169.3 |
1,127.5 |
|
| R1 |
1,144.8 |
1,144.8 |
1,124.0 |
1,137.8 |
| PP |
1,130.5 |
1,130.5 |
1,130.5 |
1,127.0 |
| S1 |
1,106.3 |
1,106.3 |
1,116.8 |
1,099.0 |
| S2 |
1,091.8 |
1,091.8 |
1,113.3 |
|
| S3 |
1,053.3 |
1,067.5 |
1,109.8 |
|
| S4 |
1,014.5 |
1,028.8 |
1,099.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,141.6 |
1,097.4 |
44.2 |
3.9% |
23.0 |
2.0% |
60% |
False |
False |
153,281 |
| 10 |
1,155.0 |
1,097.4 |
57.6 |
5.1% |
19.8 |
1.8% |
46% |
False |
False |
126,519 |
| 20 |
1,191.1 |
1,090.8 |
100.3 |
8.9% |
22.5 |
2.0% |
33% |
False |
False |
139,509 |
| 40 |
1,208.2 |
1,090.8 |
117.4 |
10.4% |
21.3 |
1.9% |
28% |
False |
False |
122,693 |
| 60 |
1,208.2 |
1,090.8 |
117.4 |
10.4% |
17.0 |
1.5% |
28% |
False |
False |
81,839 |
| 80 |
1,208.2 |
1,085.1 |
123.1 |
11.0% |
13.3 |
1.2% |
31% |
False |
False |
61,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,229.5 |
|
2.618 |
1,192.3 |
|
1.618 |
1,169.5 |
|
1.000 |
1,155.3 |
|
0.618 |
1,146.5 |
|
HIGH |
1,132.5 |
|
0.618 |
1,123.8 |
|
0.500 |
1,121.0 |
|
0.382 |
1,118.5 |
|
LOW |
1,109.8 |
|
0.618 |
1,095.5 |
|
1.000 |
1,087.0 |
|
1.618 |
1,072.8 |
|
2.618 |
1,050.0 |
|
4.250 |
1,012.8 |
|
|
| Fisher Pivots for day following 01-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,123.0 |
1,122.0 |
| PP |
1,122.0 |
1,120.0 |
| S1 |
1,121.0 |
1,118.0 |
|