| 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 |
16,515 |
16,492 |
-23 |
-0.1% |
16,330 |
| High |
16,537 |
16,550 |
13 |
0.1% |
16,550 |
| Low |
16,456 |
16,418 |
-38 |
-0.2% |
16,242 |
| Close |
16,488 |
16,447 |
-41 |
-0.2% |
16,447 |
| Range |
81 |
132 |
51 |
63.0% |
308 |
| ATR |
150 |
149 |
-1 |
-0.9% |
0 |
| Volume |
81,624 |
163,094 |
81,470 |
99.8% |
712,551 |
|
| Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,868 |
16,789 |
16,520 |
|
| R3 |
16,736 |
16,657 |
16,483 |
|
| R2 |
16,604 |
16,604 |
16,471 |
|
| R1 |
16,525 |
16,525 |
16,459 |
16,499 |
| PP |
16,472 |
16,472 |
16,472 |
16,458 |
| S1 |
16,393 |
16,393 |
16,435 |
16,367 |
| S2 |
16,340 |
16,340 |
16,423 |
|
| S3 |
16,208 |
16,261 |
16,411 |
|
| S4 |
16,076 |
16,129 |
16,375 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,337 |
17,200 |
16,617 |
|
| R3 |
17,029 |
16,892 |
16,532 |
|
| R2 |
16,721 |
16,721 |
16,504 |
|
| R1 |
16,584 |
16,584 |
16,475 |
16,653 |
| PP |
16,413 |
16,413 |
16,413 |
16,447 |
| S1 |
16,276 |
16,276 |
16,419 |
16,345 |
| S2 |
16,105 |
16,105 |
16,391 |
|
| S3 |
15,797 |
15,968 |
16,362 |
|
| S4 |
15,489 |
15,660 |
16,278 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,550 |
16,242 |
308 |
1.9% |
121 |
0.7% |
67% |
True |
False |
142,510 |
| 10 |
16,550 |
16,242 |
308 |
1.9% |
119 |
0.7% |
67% |
True |
False |
128,602 |
| 20 |
16,574 |
15,881 |
693 |
4.2% |
162 |
1.0% |
82% |
False |
False |
162,759 |
| 40 |
16,574 |
15,881 |
693 |
4.2% |
162 |
1.0% |
82% |
False |
False |
144,426 |
| 60 |
16,574 |
15,301 |
1,273 |
7.7% |
159 |
1.0% |
90% |
False |
False |
96,430 |
| 80 |
16,574 |
15,216 |
1,358 |
8.3% |
158 |
1.0% |
91% |
False |
False |
72,330 |
| 100 |
16,574 |
15,216 |
1,358 |
8.3% |
139 |
0.8% |
91% |
False |
False |
57,868 |
| 120 |
16,574 |
15,216 |
1,358 |
8.3% |
118 |
0.7% |
91% |
False |
False |
48,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,111 |
|
2.618 |
16,896 |
|
1.618 |
16,764 |
|
1.000 |
16,682 |
|
0.618 |
16,632 |
|
HIGH |
16,550 |
|
0.618 |
16,500 |
|
0.500 |
16,484 |
|
0.382 |
16,469 |
|
LOW |
16,418 |
|
0.618 |
16,337 |
|
1.000 |
16,286 |
|
1.618 |
16,205 |
|
2.618 |
16,073 |
|
4.250 |
15,857 |
|
|
| Fisher Pivots for day following 02-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,484 |
16,484 |
| PP |
16,472 |
16,472 |
| S1 |
16,459 |
16,459 |
|