| Trading Metrics calculated at close of trading on 09-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
| Open |
3,539.25 |
3,533.50 |
-5.75 |
-0.2% |
3,583.25 |
| High |
3,579.75 |
3,552.25 |
-27.50 |
-0.8% |
3,603.75 |
| Low |
3,518.50 |
3,510.50 |
-8.00 |
-0.2% |
3,497.50 |
| Close |
3,537.50 |
3,548.00 |
10.50 |
0.3% |
3,548.00 |
| Range |
61.25 |
41.75 |
-19.50 |
-31.8% |
106.25 |
| ATR |
57.37 |
56.25 |
-1.12 |
-1.9% |
0.00 |
| Volume |
388,610 |
319,908 |
-68,702 |
-17.7% |
1,652,104 |
|
| Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,662.25 |
3,646.75 |
3,571.00 |
|
| R3 |
3,620.50 |
3,605.00 |
3,559.50 |
|
| R2 |
3,578.75 |
3,578.75 |
3,555.75 |
|
| R1 |
3,563.25 |
3,563.25 |
3,551.75 |
3,571.00 |
| PP |
3,537.00 |
3,537.00 |
3,537.00 |
3,540.75 |
| S1 |
3,521.50 |
3,521.50 |
3,544.25 |
3,529.25 |
| S2 |
3,495.25 |
3,495.25 |
3,540.25 |
|
| S3 |
3,453.50 |
3,479.75 |
3,536.50 |
|
| S4 |
3,411.75 |
3,438.00 |
3,525.00 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,868.50 |
3,814.50 |
3,606.50 |
|
| R3 |
3,762.25 |
3,708.25 |
3,577.25 |
|
| R2 |
3,656.00 |
3,656.00 |
3,567.50 |
|
| R1 |
3,602.00 |
3,602.00 |
3,557.75 |
3,576.00 |
| PP |
3,549.75 |
3,549.75 |
3,549.75 |
3,536.75 |
| S1 |
3,495.75 |
3,495.75 |
3,538.25 |
3,469.50 |
| S2 |
3,443.50 |
3,443.50 |
3,528.50 |
|
| S3 |
3,337.25 |
3,389.50 |
3,518.75 |
|
| S4 |
3,231.00 |
3,283.25 |
3,489.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,603.75 |
3,497.50 |
106.25 |
3.0% |
55.75 |
1.6% |
48% |
False |
False |
330,420 |
| 10 |
3,605.50 |
3,480.50 |
125.00 |
3.5% |
51.00 |
1.4% |
54% |
False |
False |
322,166 |
| 20 |
3,618.25 |
3,404.75 |
213.50 |
6.0% |
55.25 |
1.6% |
67% |
False |
False |
337,272 |
| 40 |
3,712.75 |
3,404.75 |
308.00 |
8.7% |
60.25 |
1.7% |
47% |
False |
False |
352,919 |
| 60 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
53.75 |
1.5% |
44% |
False |
False |
238,961 |
| 80 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
51.50 |
1.5% |
44% |
False |
False |
179,316 |
| 100 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
46.25 |
1.3% |
44% |
False |
False |
143,455 |
| 120 |
3,733.25 |
3,354.00 |
379.25 |
10.7% |
39.25 |
1.1% |
51% |
False |
False |
119,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,729.75 |
|
2.618 |
3,661.50 |
|
1.618 |
3,619.75 |
|
1.000 |
3,594.00 |
|
0.618 |
3,578.00 |
|
HIGH |
3,552.25 |
|
0.618 |
3,536.25 |
|
0.500 |
3,531.50 |
|
0.382 |
3,526.50 |
|
LOW |
3,510.50 |
|
0.618 |
3,484.75 |
|
1.000 |
3,468.75 |
|
1.618 |
3,443.00 |
|
2.618 |
3,401.25 |
|
4.250 |
3,333.00 |
|
|
| Fisher Pivots for day following 09-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,542.50 |
3,545.00 |
| PP |
3,537.00 |
3,541.75 |
| S1 |
3,531.50 |
3,538.50 |
|