| Trading Metrics calculated at close of trading on 07-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,121.0 |
1,104.5 |
-16.5 |
-1.5% |
1,121.6 |
| High |
1,124.2 |
1,110.0 |
-14.2 |
-1.3% |
1,136.1 |
| Low |
1,104.1 |
1,088.5 |
-15.6 |
-1.4% |
1,097.4 |
| Close |
1,105.7 |
1,106.4 |
0.7 |
0.1% |
1,124.6 |
| Range |
20.1 |
21.5 |
1.4 |
7.0% |
38.7 |
| ATR |
20.4 |
20.5 |
0.1 |
0.4% |
0.0 |
| Volume |
139,529 |
176,978 |
37,449 |
26.8% |
788,402 |
|
| Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,166.3 |
1,157.8 |
1,118.3 |
|
| R3 |
1,144.8 |
1,136.3 |
1,112.3 |
|
| R2 |
1,123.3 |
1,123.3 |
1,110.3 |
|
| R1 |
1,114.8 |
1,114.8 |
1,108.3 |
1,119.0 |
| PP |
1,101.8 |
1,101.8 |
1,101.8 |
1,103.8 |
| S1 |
1,093.3 |
1,093.3 |
1,104.5 |
1,097.5 |
| S2 |
1,080.3 |
1,080.3 |
1,102.5 |
|
| S3 |
1,058.8 |
1,071.8 |
1,100.5 |
|
| S4 |
1,037.3 |
1,050.3 |
1,094.5 |
|
|
| 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 |
1,088.5 |
47.6 |
4.3% |
19.5 |
1.8% |
38% |
False |
True |
150,979 |
| 10 |
1,153.5 |
1,088.5 |
65.0 |
5.9% |
21.0 |
1.9% |
28% |
False |
True |
148,211 |
| 20 |
1,157.5 |
1,088.5 |
69.0 |
6.2% |
21.0 |
1.9% |
26% |
False |
True |
139,181 |
| 40 |
1,204.8 |
1,088.5 |
116.3 |
10.5% |
21.5 |
2.0% |
15% |
False |
True |
137,093 |
| 60 |
1,208.2 |
1,088.5 |
119.7 |
10.8% |
18.0 |
1.6% |
15% |
False |
True |
91,618 |
| 80 |
1,208.2 |
1,085.1 |
123.1 |
11.1% |
14.0 |
1.3% |
17% |
False |
False |
68,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,201.5 |
|
2.618 |
1,166.3 |
|
1.618 |
1,144.8 |
|
1.000 |
1,131.5 |
|
0.618 |
1,123.3 |
|
HIGH |
1,110.0 |
|
0.618 |
1,101.8 |
|
0.500 |
1,099.3 |
|
0.382 |
1,096.8 |
|
LOW |
1,088.5 |
|
0.618 |
1,075.3 |
|
1.000 |
1,067.0 |
|
1.618 |
1,053.8 |
|
2.618 |
1,032.3 |
|
4.250 |
997.0 |
|
|
| Fisher Pivots for day following 07-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,104.0 |
1,108.0 |
| PP |
1,101.8 |
1,107.5 |
| S1 |
1,099.3 |
1,107.0 |
|