| Trading Metrics calculated at close of trading on 06-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,583.25 |
3,595.00 |
11.75 |
0.3% |
3,536.00 |
| High |
3,598.00 |
3,603.75 |
5.75 |
0.2% |
3,605.50 |
| Low |
3,548.00 |
3,546.75 |
-1.25 |
0.0% |
3,480.50 |
| Close |
3,590.75 |
3,551.00 |
-39.75 |
-1.1% |
3,579.25 |
| Range |
50.00 |
57.00 |
7.00 |
14.0% |
125.00 |
| ATR |
56.09 |
56.15 |
0.07 |
0.1% |
0.00 |
| Volume |
235,364 |
260,995 |
25,631 |
10.9% |
1,569,556 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,738.25 |
3,701.50 |
3,582.25 |
|
| R3 |
3,681.25 |
3,644.50 |
3,566.75 |
|
| R2 |
3,624.25 |
3,624.25 |
3,561.50 |
|
| R1 |
3,587.50 |
3,587.50 |
3,556.25 |
3,577.50 |
| PP |
3,567.25 |
3,567.25 |
3,567.25 |
3,562.00 |
| S1 |
3,530.50 |
3,530.50 |
3,545.75 |
3,520.50 |
| S2 |
3,510.25 |
3,510.25 |
3,540.50 |
|
| S3 |
3,453.25 |
3,473.50 |
3,535.25 |
|
| S4 |
3,396.25 |
3,416.50 |
3,519.75 |
|
|
| 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 |
3,539.00 |
66.50 |
1.9% |
43.25 |
1.2% |
18% |
False |
False |
255,574 |
| 10 |
3,618.25 |
3,480.50 |
137.75 |
3.9% |
54.00 |
1.5% |
51% |
False |
False |
303,908 |
| 20 |
3,618.25 |
3,404.75 |
213.50 |
6.0% |
58.75 |
1.7% |
69% |
False |
False |
342,537 |
| 40 |
3,719.00 |
3,404.75 |
314.25 |
8.8% |
60.50 |
1.7% |
47% |
False |
False |
328,979 |
| 60 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
52.25 |
1.5% |
45% |
False |
False |
219,725 |
| 80 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
51.50 |
1.5% |
45% |
False |
False |
164,870 |
| 100 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
45.00 |
1.3% |
45% |
False |
False |
131,898 |
| 120 |
3,733.25 |
3,352.00 |
381.25 |
10.7% |
38.00 |
1.1% |
52% |
False |
False |
109,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,846.00 |
|
2.618 |
3,753.00 |
|
1.618 |
3,696.00 |
|
1.000 |
3,660.75 |
|
0.618 |
3,639.00 |
|
HIGH |
3,603.75 |
|
0.618 |
3,582.00 |
|
0.500 |
3,575.25 |
|
0.382 |
3,568.50 |
|
LOW |
3,546.75 |
|
0.618 |
3,511.50 |
|
1.000 |
3,489.75 |
|
1.618 |
3,454.50 |
|
2.618 |
3,397.50 |
|
4.250 |
3,304.50 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,575.25 |
3,575.50 |
| PP |
3,567.25 |
3,567.50 |
| S1 |
3,559.00 |
3,559.25 |
|