| Trading Metrics calculated at close of trading on 06-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,124.6 |
1,121.0 |
-3.6 |
-0.3% |
1,121.6 |
| High |
1,127.4 |
1,124.2 |
-3.2 |
-0.3% |
1,136.1 |
| Low |
1,109.5 |
1,104.1 |
-5.4 |
-0.5% |
1,097.4 |
| Close |
1,120.1 |
1,105.7 |
-14.4 |
-1.3% |
1,124.6 |
| Range |
17.9 |
20.1 |
2.2 |
12.3% |
38.7 |
| ATR |
20.4 |
20.4 |
0.0 |
-0.1% |
0.0 |
| Volume |
121,253 |
139,529 |
18,276 |
15.1% |
788,402 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,171.8 |
1,158.8 |
1,116.8 |
|
| R3 |
1,151.5 |
1,138.8 |
1,111.3 |
|
| R2 |
1,131.5 |
1,131.5 |
1,109.5 |
|
| R1 |
1,118.5 |
1,118.5 |
1,107.5 |
1,115.0 |
| PP |
1,111.3 |
1,111.3 |
1,111.3 |
1,109.5 |
| S1 |
1,098.5 |
1,098.5 |
1,103.8 |
1,094.8 |
| S2 |
1,091.3 |
1,091.3 |
1,102.0 |
|
| S3 |
1,071.3 |
1,078.3 |
1,100.3 |
|
| S4 |
1,051.0 |
1,058.3 |
1,094.8 |
|
|
| 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% |
19.8 |
1.8% |
6% |
False |
False |
146,174 |
| 10 |
1,153.5 |
1,097.4 |
56.1 |
5.1% |
20.0 |
1.8% |
15% |
False |
False |
140,597 |
| 20 |
1,157.5 |
1,090.8 |
66.7 |
6.0% |
21.0 |
1.9% |
22% |
False |
False |
137,223 |
| 40 |
1,204.8 |
1,090.8 |
114.0 |
10.3% |
21.5 |
2.0% |
13% |
False |
False |
132,774 |
| 60 |
1,208.2 |
1,090.8 |
117.4 |
10.6% |
17.8 |
1.6% |
13% |
False |
False |
88,668 |
| 80 |
1,208.2 |
1,085.1 |
123.1 |
11.1% |
13.8 |
1.2% |
17% |
False |
False |
66,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,209.5 |
|
2.618 |
1,176.8 |
|
1.618 |
1,156.8 |
|
1.000 |
1,144.3 |
|
0.618 |
1,136.5 |
|
HIGH |
1,124.3 |
|
0.618 |
1,116.5 |
|
0.500 |
1,114.3 |
|
0.382 |
1,111.8 |
|
LOW |
1,104.0 |
|
0.618 |
1,091.8 |
|
1.000 |
1,084.0 |
|
1.618 |
1,071.5 |
|
2.618 |
1,051.5 |
|
4.250 |
1,018.8 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,114.3 |
1,120.0 |
| PP |
1,111.3 |
1,115.3 |
| S1 |
1,108.5 |
1,110.5 |
|