| Trading Metrics calculated at close of trading on 02-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,125.3 |
1,123.5 |
-1.8 |
-0.2% |
1,121.6 |
| High |
1,132.5 |
1,136.1 |
3.6 |
0.3% |
1,136.1 |
| Low |
1,109.7 |
1,121.3 |
11.6 |
1.0% |
1,097.4 |
| Close |
1,123.8 |
1,124.6 |
0.8 |
0.1% |
1,124.6 |
| Range |
22.8 |
14.8 |
-8.0 |
-35.1% |
38.7 |
| ATR |
21.0 |
20.6 |
-0.4 |
-2.1% |
0.0 |
| Volume |
168,105 |
149,030 |
-19,075 |
-11.3% |
788,402 |
|
| Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,171.8 |
1,163.0 |
1,132.8 |
|
| R3 |
1,157.0 |
1,148.3 |
1,128.8 |
|
| R2 |
1,142.3 |
1,142.3 |
1,127.3 |
|
| R1 |
1,133.3 |
1,133.3 |
1,126.0 |
1,137.8 |
| PP |
1,127.3 |
1,127.3 |
1,127.3 |
1,129.5 |
| S1 |
1,118.5 |
1,118.5 |
1,123.3 |
1,123.0 |
| S2 |
1,112.5 |
1,112.5 |
1,122.0 |
|
| S3 |
1,097.8 |
1,103.8 |
1,120.5 |
|
| S4 |
1,083.0 |
1,089.0 |
1,116.5 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,235.5 |
1,218.8 |
1,146.0 |
|
| R3 |
1,196.8 |
1,180.0 |
1,135.3 |
|
| R2 |
1,158.0 |
1,158.0 |
1,131.8 |
|
| R1 |
1,141.3 |
1,141.3 |
1,128.3 |
1,149.8 |
| PP |
1,119.3 |
1,119.3 |
1,119.3 |
1,123.5 |
| S1 |
1,102.8 |
1,102.8 |
1,121.0 |
1,111.0 |
| S2 |
1,080.8 |
1,080.8 |
1,117.5 |
|
| S3 |
1,042.0 |
1,064.0 |
1,114.0 |
|
| S4 |
1,003.3 |
1,025.3 |
1,103.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,136.1 |
1,097.4 |
38.7 |
3.4% |
20.8 |
1.9% |
70% |
True |
False |
157,680 |
| 10 |
1,155.0 |
1,097.4 |
57.6 |
5.1% |
19.3 |
1.7% |
47% |
False |
False |
130,763 |
| 20 |
1,186.4 |
1,090.8 |
95.6 |
8.5% |
22.3 |
2.0% |
35% |
False |
False |
141,718 |
| 40 |
1,208.2 |
1,090.8 |
117.4 |
10.4% |
21.3 |
1.9% |
29% |
False |
False |
126,350 |
| 60 |
1,208.2 |
1,090.8 |
117.4 |
10.4% |
17.3 |
1.5% |
29% |
False |
False |
84,323 |
| 80 |
1,208.2 |
1,085.1 |
123.1 |
10.9% |
13.3 |
1.2% |
32% |
False |
False |
63,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,199.0 |
|
2.618 |
1,174.8 |
|
1.618 |
1,160.0 |
|
1.000 |
1,151.0 |
|
0.618 |
1,145.3 |
|
HIGH |
1,136.0 |
|
0.618 |
1,130.5 |
|
0.500 |
1,128.8 |
|
0.382 |
1,127.0 |
|
LOW |
1,121.3 |
|
0.618 |
1,112.3 |
|
1.000 |
1,106.5 |
|
1.618 |
1,097.3 |
|
2.618 |
1,082.5 |
|
4.250 |
1,058.5 |
|
|
| Fisher Pivots for day following 02-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,128.8 |
1,123.0 |
| PP |
1,127.3 |
1,121.5 |
| S1 |
1,126.0 |
1,119.8 |
|