| 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 |
16,462 |
16,360 |
-102 |
-0.6% |
16,330 |
| High |
16,489 |
16,480 |
-9 |
-0.1% |
16,550 |
| Low |
16,333 |
16,305 |
-28 |
-0.2% |
16,242 |
| Close |
16,360 |
16,468 |
108 |
0.7% |
16,447 |
| Range |
156 |
175 |
19 |
12.2% |
308 |
| ATR |
151 |
153 |
2 |
1.1% |
0 |
| Volume |
129,235 |
210,445 |
81,210 |
62.8% |
712,551 |
|
| Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,943 |
16,880 |
16,564 |
|
| R3 |
16,768 |
16,705 |
16,516 |
|
| R2 |
16,593 |
16,593 |
16,500 |
|
| R1 |
16,530 |
16,530 |
16,484 |
16,562 |
| PP |
16,418 |
16,418 |
16,418 |
16,433 |
| S1 |
16,355 |
16,355 |
16,452 |
16,387 |
| S2 |
16,243 |
16,243 |
16,436 |
|
| S3 |
16,068 |
16,180 |
16,420 |
|
| S4 |
15,893 |
16,005 |
16,372 |
|
|
| 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 |
16,305 |
245 |
1.5% |
144 |
0.9% |
67% |
False |
True |
142,162 |
| 10 |
16,550 |
16,242 |
308 |
1.9% |
139 |
0.8% |
73% |
False |
False |
149,041 |
| 20 |
16,550 |
15,881 |
669 |
4.1% |
158 |
1.0% |
88% |
False |
False |
155,180 |
| 40 |
16,574 |
15,881 |
693 |
4.2% |
165 |
1.0% |
85% |
False |
False |
155,799 |
| 60 |
16,574 |
15,661 |
913 |
5.5% |
159 |
1.0% |
88% |
False |
False |
104,195 |
| 80 |
16,574 |
15,216 |
1,358 |
8.2% |
161 |
1.0% |
92% |
False |
False |
78,156 |
| 100 |
16,574 |
15,216 |
1,358 |
8.2% |
143 |
0.9% |
92% |
False |
False |
62,529 |
| 120 |
16,574 |
15,216 |
1,358 |
8.2% |
122 |
0.7% |
92% |
False |
False |
52,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,224 |
|
2.618 |
16,938 |
|
1.618 |
16,763 |
|
1.000 |
16,655 |
|
0.618 |
16,588 |
|
HIGH |
16,480 |
|
0.618 |
16,413 |
|
0.500 |
16,393 |
|
0.382 |
16,372 |
|
LOW |
16,305 |
|
0.618 |
16,197 |
|
1.000 |
16,130 |
|
1.618 |
16,022 |
|
2.618 |
15,847 |
|
4.250 |
15,561 |
|
|
| Fisher Pivots for day following 07-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,443 |
16,444 |
| PP |
16,418 |
16,421 |
| S1 |
16,393 |
16,397 |
|