| 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 |
1,284.7 |
1,300.9 |
16.2 |
1.3% |
1,303.2 |
| High |
1,304.9 |
1,315.8 |
10.9 |
0.8% |
1,306.6 |
| Low |
1,272.0 |
1,299.7 |
27.7 |
2.2% |
1,272.0 |
| Close |
1,302.9 |
1,309.3 |
6.4 |
0.5% |
1,302.9 |
| Range |
32.9 |
16.1 |
-16.8 |
-51.1% |
34.6 |
| ATR |
18.4 |
18.2 |
-0.2 |
-0.9% |
0.0 |
| Volume |
171,945 |
115,634 |
-56,311 |
-32.7% |
632,878 |
|
| Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,356.6 |
1,349.0 |
1,318.2 |
|
| R3 |
1,340.5 |
1,332.9 |
1,313.7 |
|
| R2 |
1,324.4 |
1,324.4 |
1,312.3 |
|
| R1 |
1,316.8 |
1,316.8 |
1,310.8 |
1,320.6 |
| PP |
1,308.3 |
1,308.3 |
1,308.3 |
1,310.2 |
| S1 |
1,300.7 |
1,300.7 |
1,307.8 |
1,304.5 |
| S2 |
1,292.2 |
1,292.2 |
1,306.3 |
|
| S3 |
1,276.1 |
1,284.6 |
1,304.9 |
|
| S4 |
1,260.0 |
1,268.5 |
1,300.4 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,397.6 |
1,384.9 |
1,321.9 |
|
| R3 |
1,363.0 |
1,350.3 |
1,312.4 |
|
| R2 |
1,328.4 |
1,328.4 |
1,309.2 |
|
| R1 |
1,315.7 |
1,315.7 |
1,306.1 |
1,304.8 |
| PP |
1,293.8 |
1,293.8 |
1,293.8 |
1,288.4 |
| S1 |
1,281.1 |
1,281.1 |
1,299.7 |
1,270.2 |
| S2 |
1,259.2 |
1,259.2 |
1,296.6 |
|
| S3 |
1,224.6 |
1,246.5 |
1,293.4 |
|
| S4 |
1,190.0 |
1,211.9 |
1,283.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,315.8 |
1,272.0 |
43.8 |
3.3% |
18.8 |
1.4% |
85% |
True |
False |
129,220 |
| 10 |
1,315.8 |
1,268.4 |
47.4 |
3.6% |
17.9 |
1.4% |
86% |
True |
False |
126,293 |
| 20 |
1,331.4 |
1,268.4 |
63.0 |
4.8% |
17.4 |
1.3% |
65% |
False |
False |
120,548 |
| 40 |
1,392.2 |
1,268.4 |
123.8 |
9.5% |
17.7 |
1.4% |
33% |
False |
False |
93,139 |
| 60 |
1,392.2 |
1,256.0 |
136.2 |
10.4% |
17.4 |
1.3% |
39% |
False |
False |
64,530 |
| 80 |
1,392.2 |
1,225.0 |
167.2 |
12.8% |
17.2 |
1.3% |
50% |
False |
False |
49,398 |
| 100 |
1,392.2 |
1,186.7 |
205.5 |
15.7% |
17.7 |
1.3% |
60% |
False |
False |
39,741 |
| 120 |
1,392.2 |
1,186.7 |
205.5 |
15.7% |
17.6 |
1.3% |
60% |
False |
False |
33,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,384.2 |
|
2.618 |
1,357.9 |
|
1.618 |
1,341.8 |
|
1.000 |
1,331.9 |
|
0.618 |
1,325.7 |
|
HIGH |
1,315.8 |
|
0.618 |
1,309.6 |
|
0.500 |
1,307.8 |
|
0.382 |
1,305.9 |
|
LOW |
1,299.7 |
|
0.618 |
1,289.8 |
|
1.000 |
1,283.6 |
|
1.618 |
1,273.7 |
|
2.618 |
1,257.6 |
|
4.250 |
1,231.3 |
|
|
| Fisher Pivots for day following 05-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,308.8 |
1,304.2 |
| PP |
1,308.3 |
1,299.0 |
| S1 |
1,307.8 |
1,293.9 |
|