| 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 |
3,551.00 |
3,539.25 |
-11.75 |
-0.3% |
3,536.00 |
| High |
3,566.50 |
3,579.75 |
13.25 |
0.4% |
3,605.50 |
| Low |
3,497.50 |
3,518.50 |
21.00 |
0.6% |
3,480.50 |
| Close |
3,540.50 |
3,537.50 |
-3.00 |
-0.1% |
3,579.25 |
| Range |
69.00 |
61.25 |
-7.75 |
-11.2% |
125.00 |
| ATR |
57.07 |
57.37 |
0.30 |
0.5% |
0.00 |
| Volume |
447,227 |
388,610 |
-58,617 |
-13.1% |
1,569,556 |
|
| Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,729.00 |
3,694.50 |
3,571.25 |
|
| R3 |
3,667.75 |
3,633.25 |
3,554.25 |
|
| R2 |
3,606.50 |
3,606.50 |
3,548.75 |
|
| R1 |
3,572.00 |
3,572.00 |
3,543.00 |
3,558.50 |
| PP |
3,545.25 |
3,545.25 |
3,545.25 |
3,538.50 |
| S1 |
3,510.75 |
3,510.75 |
3,532.00 |
3,497.50 |
| S2 |
3,484.00 |
3,484.00 |
3,526.25 |
|
| S3 |
3,422.75 |
3,449.50 |
3,520.75 |
|
| S4 |
3,361.50 |
3,388.25 |
3,503.75 |
|
|
| 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 |
3,604.50 |
3,497.50 |
107.00 |
3.0% |
54.50 |
1.5% |
37% |
False |
False |
325,954 |
| 10 |
3,605.50 |
3,480.50 |
125.00 |
3.5% |
54.25 |
1.5% |
46% |
False |
False |
323,213 |
| 20 |
3,618.25 |
3,404.75 |
213.50 |
6.0% |
59.75 |
1.7% |
62% |
False |
False |
347,684 |
| 40 |
3,715.50 |
3,404.75 |
310.75 |
8.8% |
61.50 |
1.7% |
43% |
False |
False |
348,557 |
| 60 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
53.25 |
1.5% |
40% |
False |
False |
233,638 |
| 80 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
51.75 |
1.5% |
40% |
False |
False |
175,317 |
| 100 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
46.00 |
1.3% |
40% |
False |
False |
140,256 |
| 120 |
3,733.25 |
3,354.00 |
379.25 |
10.7% |
39.00 |
1.1% |
48% |
False |
False |
116,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,840.00 |
|
2.618 |
3,740.00 |
|
1.618 |
3,678.75 |
|
1.000 |
3,641.00 |
|
0.618 |
3,617.50 |
|
HIGH |
3,579.75 |
|
0.618 |
3,556.25 |
|
0.500 |
3,549.00 |
|
0.382 |
3,542.00 |
|
LOW |
3,518.50 |
|
0.618 |
3,480.75 |
|
1.000 |
3,457.25 |
|
1.618 |
3,419.50 |
|
2.618 |
3,358.25 |
|
4.250 |
3,258.25 |
|
|
| Fisher Pivots for day following 08-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,549.00 |
3,550.50 |
| PP |
3,545.25 |
3,546.25 |
| S1 |
3,541.50 |
3,542.00 |
|