| Trading Metrics calculated at close of trading on 05-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,123.5 |
1,124.6 |
1.1 |
0.1% |
1,121.6 |
| High |
1,136.1 |
1,127.4 |
-8.7 |
-0.8% |
1,136.1 |
| Low |
1,121.3 |
1,109.5 |
-11.8 |
-1.1% |
1,097.4 |
| Close |
1,124.6 |
1,120.1 |
-4.5 |
-0.4% |
1,124.6 |
| Range |
14.8 |
17.9 |
3.1 |
20.9% |
38.7 |
| ATR |
20.6 |
20.4 |
-0.2 |
-0.9% |
0.0 |
| Volume |
149,030 |
121,253 |
-27,777 |
-18.6% |
788,402 |
|
| Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,172.8 |
1,164.3 |
1,130.0 |
|
| R3 |
1,154.8 |
1,146.5 |
1,125.0 |
|
| R2 |
1,137.0 |
1,137.0 |
1,123.5 |
|
| R1 |
1,128.5 |
1,128.5 |
1,121.8 |
1,123.8 |
| PP |
1,119.0 |
1,119.0 |
1,119.0 |
1,116.5 |
| S1 |
1,110.5 |
1,110.5 |
1,118.5 |
1,105.8 |
| S2 |
1,101.0 |
1,101.0 |
1,116.8 |
|
| S3 |
1,083.3 |
1,092.8 |
1,115.3 |
|
| S4 |
1,065.3 |
1,074.8 |
1,110.3 |
|
|
| 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 |
1,103.6 |
32.5 |
2.9% |
18.0 |
1.6% |
51% |
False |
False |
142,949 |
| 10 |
1,155.0 |
1,097.4 |
57.6 |
5.1% |
19.8 |
1.8% |
39% |
False |
False |
136,496 |
| 20 |
1,157.5 |
1,090.8 |
66.7 |
6.0% |
21.3 |
1.9% |
44% |
False |
False |
138,212 |
| 40 |
1,204.8 |
1,090.8 |
114.0 |
10.2% |
21.5 |
1.9% |
26% |
False |
False |
129,356 |
| 60 |
1,208.2 |
1,090.8 |
117.4 |
10.5% |
17.5 |
1.6% |
25% |
False |
False |
86,343 |
| 80 |
1,208.2 |
1,085.1 |
123.1 |
11.0% |
13.5 |
1.2% |
28% |
False |
False |
64,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,203.5 |
|
2.618 |
1,174.3 |
|
1.618 |
1,156.3 |
|
1.000 |
1,145.3 |
|
0.618 |
1,138.5 |
|
HIGH |
1,127.5 |
|
0.618 |
1,120.5 |
|
0.500 |
1,118.5 |
|
0.382 |
1,116.3 |
|
LOW |
1,109.5 |
|
0.618 |
1,098.5 |
|
1.000 |
1,091.5 |
|
1.618 |
1,080.5 |
|
2.618 |
1,062.8 |
|
4.250 |
1,033.5 |
|
|
| Fisher Pivots for day following 05-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,119.5 |
1,122.8 |
| PP |
1,119.0 |
1,122.0 |
| S1 |
1,118.5 |
1,121.0 |
|