| Trading Metrics calculated at close of trading on 08-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,360 |
16,471 |
111 |
0.7% |
16,330 |
| High |
16,480 |
16,572 |
92 |
0.6% |
16,550 |
| Low |
16,305 |
16,442 |
137 |
0.8% |
16,242 |
| Close |
16,468 |
16,510 |
42 |
0.3% |
16,447 |
| Range |
175 |
130 |
-45 |
-25.7% |
308 |
| ATR |
153 |
151 |
-2 |
-1.1% |
0 |
| Volume |
210,445 |
190,821 |
-19,624 |
-9.3% |
712,551 |
|
| Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,898 |
16,834 |
16,582 |
|
| R3 |
16,768 |
16,704 |
16,546 |
|
| R2 |
16,638 |
16,638 |
16,534 |
|
| R1 |
16,574 |
16,574 |
16,522 |
16,606 |
| PP |
16,508 |
16,508 |
16,508 |
16,524 |
| S1 |
16,444 |
16,444 |
16,498 |
16,476 |
| S2 |
16,378 |
16,378 |
16,486 |
|
| S3 |
16,248 |
16,314 |
16,474 |
|
| S4 |
16,118 |
16,184 |
16,439 |
|
|
| 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 |
16,572 |
16,305 |
267 |
1.6% |
154 |
0.9% |
77% |
True |
False |
164,002 |
| 10 |
16,572 |
16,242 |
330 |
2.0% |
139 |
0.8% |
81% |
True |
False |
152,339 |
| 20 |
16,572 |
15,881 |
691 |
4.2% |
155 |
0.9% |
91% |
True |
False |
157,093 |
| 40 |
16,574 |
15,881 |
693 |
4.2% |
166 |
1.0% |
91% |
False |
False |
160,152 |
| 60 |
16,574 |
15,755 |
819 |
5.0% |
157 |
1.0% |
92% |
False |
False |
107,375 |
| 80 |
16,574 |
15,216 |
1,358 |
8.2% |
160 |
1.0% |
95% |
False |
False |
80,541 |
| 100 |
16,574 |
15,216 |
1,358 |
8.2% |
144 |
0.9% |
95% |
False |
False |
64,437 |
| 120 |
16,574 |
15,216 |
1,358 |
8.2% |
123 |
0.7% |
95% |
False |
False |
53,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,125 |
|
2.618 |
16,912 |
|
1.618 |
16,782 |
|
1.000 |
16,702 |
|
0.618 |
16,652 |
|
HIGH |
16,572 |
|
0.618 |
16,522 |
|
0.500 |
16,507 |
|
0.382 |
16,492 |
|
LOW |
16,442 |
|
0.618 |
16,362 |
|
1.000 |
16,312 |
|
1.618 |
16,232 |
|
2.618 |
16,102 |
|
4.250 |
15,890 |
|
|
| Fisher Pivots for day following 08-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,509 |
16,486 |
| PP |
16,508 |
16,462 |
| S1 |
16,507 |
16,439 |
|