| Trading Metrics calculated at close of trading on 01-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
01-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,557.25 |
3,577.00 |
19.75 |
0.6% |
3,525.00 |
| High |
3,578.00 |
3,605.50 |
27.50 |
0.8% |
3,618.25 |
| Low |
3,539.00 |
3,570.50 |
31.50 |
0.9% |
3,516.50 |
| Close |
3,573.25 |
3,586.75 |
13.50 |
0.4% |
3,530.50 |
| Range |
39.00 |
35.00 |
-4.00 |
-10.3% |
101.75 |
| ATR |
60.00 |
58.21 |
-1.79 |
-3.0% |
0.00 |
| Volume |
288,746 |
195,192 |
-93,554 |
-32.4% |
1,339,481 |
|
| Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,692.50 |
3,674.75 |
3,606.00 |
|
| R3 |
3,657.50 |
3,639.75 |
3,596.50 |
|
| R2 |
3,622.50 |
3,622.50 |
3,593.25 |
|
| R1 |
3,604.75 |
3,604.75 |
3,590.00 |
3,613.50 |
| PP |
3,587.50 |
3,587.50 |
3,587.50 |
3,592.00 |
| S1 |
3,569.75 |
3,569.75 |
3,583.50 |
3,578.50 |
| S2 |
3,552.50 |
3,552.50 |
3,580.25 |
|
| S3 |
3,517.50 |
3,534.75 |
3,577.00 |
|
| S4 |
3,482.50 |
3,499.75 |
3,567.50 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,860.25 |
3,797.25 |
3,586.50 |
|
| R3 |
3,758.50 |
3,695.50 |
3,558.50 |
|
| R2 |
3,656.75 |
3,656.75 |
3,549.25 |
|
| R1 |
3,593.75 |
3,593.75 |
3,539.75 |
3,625.25 |
| PP |
3,555.00 |
3,555.00 |
3,555.00 |
3,571.00 |
| S1 |
3,492.00 |
3,492.00 |
3,521.25 |
3,523.50 |
| S2 |
3,453.25 |
3,453.25 |
3,511.75 |
|
| S3 |
3,351.50 |
3,390.25 |
3,502.50 |
|
| S4 |
3,249.75 |
3,288.50 |
3,474.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,605.50 |
3,480.50 |
125.00 |
3.5% |
54.00 |
1.5% |
85% |
True |
False |
320,471 |
| 10 |
3,618.25 |
3,480.50 |
137.75 |
3.8% |
52.75 |
1.5% |
77% |
False |
False |
288,061 |
| 20 |
3,669.00 |
3,404.75 |
264.25 |
7.4% |
65.00 |
1.8% |
69% |
False |
False |
372,719 |
| 40 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
59.50 |
1.7% |
55% |
False |
False |
309,254 |
| 60 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
52.75 |
1.5% |
55% |
False |
False |
206,526 |
| 80 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
50.75 |
1.4% |
55% |
False |
False |
154,947 |
| 100 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
43.50 |
1.2% |
55% |
False |
False |
123,959 |
| 120 |
3,733.25 |
3,307.00 |
426.25 |
11.9% |
37.00 |
1.0% |
66% |
False |
False |
103,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,754.25 |
|
2.618 |
3,697.25 |
|
1.618 |
3,662.25 |
|
1.000 |
3,640.50 |
|
0.618 |
3,627.25 |
|
HIGH |
3,605.50 |
|
0.618 |
3,592.25 |
|
0.500 |
3,588.00 |
|
0.382 |
3,583.75 |
|
LOW |
3,570.50 |
|
0.618 |
3,548.75 |
|
1.000 |
3,535.50 |
|
1.618 |
3,513.75 |
|
2.618 |
3,478.75 |
|
4.250 |
3,421.75 |
|
|
| Fisher Pivots for day following 01-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,588.00 |
3,580.50 |
| PP |
3,587.50 |
3,574.00 |
| S1 |
3,587.25 |
3,567.75 |
|