| 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 |
3,577.00 |
3,589.50 |
12.50 |
0.3% |
3,536.00 |
| High |
3,605.50 |
3,604.50 |
-1.00 |
0.0% |
3,605.50 |
| Low |
3,570.50 |
3,569.50 |
-1.00 |
0.0% |
3,480.50 |
| Close |
3,586.75 |
3,579.25 |
-7.50 |
-0.2% |
3,579.25 |
| Range |
35.00 |
35.00 |
0.00 |
0.0% |
125.00 |
| ATR |
58.21 |
56.55 |
-1.66 |
-2.8% |
0.00 |
| Volume |
195,192 |
297,575 |
102,383 |
52.5% |
1,569,556 |
|
| Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,689.50 |
3,669.25 |
3,598.50 |
|
| R3 |
3,654.50 |
3,634.25 |
3,589.00 |
|
| R2 |
3,619.50 |
3,619.50 |
3,585.75 |
|
| R1 |
3,599.25 |
3,599.25 |
3,582.50 |
3,592.00 |
| PP |
3,584.50 |
3,584.50 |
3,584.50 |
3,580.75 |
| S1 |
3,564.25 |
3,564.25 |
3,576.00 |
3,557.00 |
| S2 |
3,549.50 |
3,549.50 |
3,572.75 |
|
| S3 |
3,514.50 |
3,529.25 |
3,569.50 |
|
| S4 |
3,479.50 |
3,494.25 |
3,560.00 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,930.00 |
3,879.75 |
3,648.00 |
|
| R3 |
3,805.00 |
3,754.75 |
3,613.50 |
|
| R2 |
3,680.00 |
3,680.00 |
3,602.25 |
|
| R1 |
3,629.75 |
3,629.75 |
3,590.75 |
3,655.00 |
| PP |
3,555.00 |
3,555.00 |
3,555.00 |
3,567.75 |
| S1 |
3,504.75 |
3,504.75 |
3,567.75 |
3,530.00 |
| S2 |
3,430.00 |
3,430.00 |
3,556.25 |
|
| S3 |
3,305.00 |
3,379.75 |
3,545.00 |
|
| S4 |
3,180.00 |
3,254.75 |
3,510.50 |
|
|
| 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% |
46.50 |
1.3% |
79% |
False |
False |
313,911 |
| 10 |
3,618.25 |
3,480.50 |
137.75 |
3.8% |
51.25 |
1.4% |
72% |
False |
False |
290,903 |
| 20 |
3,657.75 |
3,404.75 |
253.00 |
7.1% |
63.75 |
1.8% |
69% |
False |
False |
373,986 |
| 40 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
59.75 |
1.7% |
53% |
False |
False |
316,656 |
| 60 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
52.75 |
1.5% |
53% |
False |
False |
211,464 |
| 80 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
51.00 |
1.4% |
53% |
False |
False |
158,667 |
| 100 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
43.75 |
1.2% |
53% |
False |
False |
126,935 |
| 120 |
3,733.25 |
3,341.75 |
391.50 |
10.9% |
37.25 |
1.0% |
61% |
False |
False |
105,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,753.25 |
|
2.618 |
3,696.25 |
|
1.618 |
3,661.25 |
|
1.000 |
3,639.50 |
|
0.618 |
3,626.25 |
|
HIGH |
3,604.50 |
|
0.618 |
3,591.25 |
|
0.500 |
3,587.00 |
|
0.382 |
3,582.75 |
|
LOW |
3,569.50 |
|
0.618 |
3,547.75 |
|
1.000 |
3,534.50 |
|
1.618 |
3,512.75 |
|
2.618 |
3,477.75 |
|
4.250 |
3,420.75 |
|
|
| Fisher Pivots for day following 02-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,587.00 |
3,577.00 |
| PP |
3,584.50 |
3,574.50 |
| S1 |
3,581.75 |
3,572.25 |
|