| Trading Metrics calculated at close of trading on 05-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,589.50 |
3,583.25 |
-6.25 |
-0.2% |
3,536.00 |
| High |
3,604.50 |
3,598.00 |
-6.50 |
-0.2% |
3,605.50 |
| Low |
3,569.50 |
3,548.00 |
-21.50 |
-0.6% |
3,480.50 |
| Close |
3,579.25 |
3,590.75 |
11.50 |
0.3% |
3,579.25 |
| Range |
35.00 |
50.00 |
15.00 |
42.9% |
125.00 |
| ATR |
56.55 |
56.09 |
-0.47 |
-0.8% |
0.00 |
| Volume |
297,575 |
235,364 |
-62,211 |
-20.9% |
1,569,556 |
|
| Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,729.00 |
3,709.75 |
3,618.25 |
|
| R3 |
3,679.00 |
3,659.75 |
3,604.50 |
|
| R2 |
3,629.00 |
3,629.00 |
3,600.00 |
|
| R1 |
3,609.75 |
3,609.75 |
3,595.25 |
3,619.50 |
| PP |
3,579.00 |
3,579.00 |
3,579.00 |
3,583.75 |
| S1 |
3,559.75 |
3,559.75 |
3,586.25 |
3,569.50 |
| S2 |
3,529.00 |
3,529.00 |
3,581.50 |
|
| S3 |
3,479.00 |
3,509.75 |
3,577.00 |
|
| S4 |
3,429.00 |
3,459.75 |
3,563.25 |
|
|
| 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 |
3,530.00 |
75.50 |
2.1% |
40.00 |
1.1% |
80% |
False |
False |
264,715 |
| 10 |
3,618.25 |
3,480.50 |
137.75 |
3.8% |
52.50 |
1.5% |
80% |
False |
False |
299,217 |
| 20 |
3,618.25 |
3,404.75 |
213.50 |
5.9% |
59.50 |
1.7% |
87% |
False |
False |
355,083 |
| 40 |
3,719.00 |
3,404.75 |
314.25 |
8.8% |
59.75 |
1.7% |
59% |
False |
False |
322,514 |
| 60 |
3,733.25 |
3,404.75 |
328.50 |
9.1% |
52.75 |
1.5% |
57% |
False |
False |
215,378 |
| 80 |
3,733.25 |
3,404.75 |
328.50 |
9.1% |
51.25 |
1.4% |
57% |
False |
False |
161,608 |
| 100 |
3,733.25 |
3,404.75 |
328.50 |
9.1% |
44.25 |
1.2% |
57% |
False |
False |
129,288 |
| 120 |
3,733.25 |
3,341.75 |
391.50 |
10.9% |
37.75 |
1.0% |
64% |
False |
False |
107,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,810.50 |
|
2.618 |
3,729.00 |
|
1.618 |
3,679.00 |
|
1.000 |
3,648.00 |
|
0.618 |
3,629.00 |
|
HIGH |
3,598.00 |
|
0.618 |
3,579.00 |
|
0.500 |
3,573.00 |
|
0.382 |
3,567.00 |
|
LOW |
3,548.00 |
|
0.618 |
3,517.00 |
|
1.000 |
3,498.00 |
|
1.618 |
3,467.00 |
|
2.618 |
3,417.00 |
|
4.250 |
3,335.50 |
|
|
| Fisher Pivots for day following 05-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,584.75 |
3,586.00 |
| PP |
3,579.00 |
3,581.50 |
| S1 |
3,573.00 |
3,576.75 |
|