| 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 |
1,300.9 |
1,309.7 |
8.8 |
0.7% |
1,303.2 |
| High |
1,315.8 |
1,314.3 |
-1.5 |
-0.1% |
1,306.6 |
| Low |
1,299.7 |
1,304.4 |
4.7 |
0.4% |
1,272.0 |
| Close |
1,309.3 |
1,308.6 |
-0.7 |
-0.1% |
1,302.9 |
| Range |
16.1 |
9.9 |
-6.2 |
-38.5% |
34.6 |
| ATR |
18.2 |
17.7 |
-0.6 |
-3.3% |
0.0 |
| Volume |
115,634 |
103,408 |
-12,226 |
-10.6% |
632,878 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,338.8 |
1,333.6 |
1,314.0 |
|
| R3 |
1,328.9 |
1,323.7 |
1,311.3 |
|
| R2 |
1,319.0 |
1,319.0 |
1,310.4 |
|
| R1 |
1,313.8 |
1,313.8 |
1,309.5 |
1,311.5 |
| PP |
1,309.1 |
1,309.1 |
1,309.1 |
1,307.9 |
| S1 |
1,303.9 |
1,303.9 |
1,307.7 |
1,301.6 |
| S2 |
1,299.2 |
1,299.2 |
1,306.8 |
|
| S3 |
1,289.3 |
1,294.0 |
1,305.9 |
|
| S4 |
1,279.4 |
1,284.1 |
1,303.2 |
|
|
| 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% |
17.6 |
1.3% |
84% |
False |
False |
129,138 |
| 10 |
1,315.8 |
1,268.4 |
47.4 |
3.6% |
17.2 |
1.3% |
85% |
False |
False |
124,760 |
| 20 |
1,331.4 |
1,268.4 |
63.0 |
4.8% |
17.4 |
1.3% |
64% |
False |
False |
121,705 |
| 40 |
1,392.2 |
1,268.4 |
123.8 |
9.5% |
17.5 |
1.3% |
32% |
False |
False |
95,281 |
| 60 |
1,392.2 |
1,265.4 |
126.8 |
9.7% |
17.3 |
1.3% |
34% |
False |
False |
66,242 |
| 80 |
1,392.2 |
1,228.9 |
163.3 |
12.5% |
17.2 |
1.3% |
49% |
False |
False |
50,657 |
| 100 |
1,392.2 |
1,186.7 |
205.5 |
15.7% |
17.5 |
1.3% |
59% |
False |
False |
40,762 |
| 120 |
1,392.2 |
1,186.7 |
205.5 |
15.7% |
17.6 |
1.3% |
59% |
False |
False |
34,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,356.4 |
|
2.618 |
1,340.2 |
|
1.618 |
1,330.3 |
|
1.000 |
1,324.2 |
|
0.618 |
1,320.4 |
|
HIGH |
1,314.3 |
|
0.618 |
1,310.5 |
|
0.500 |
1,309.4 |
|
0.382 |
1,308.2 |
|
LOW |
1,304.4 |
|
0.618 |
1,298.3 |
|
1.000 |
1,294.5 |
|
1.618 |
1,288.4 |
|
2.618 |
1,278.5 |
|
4.250 |
1,262.3 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,309.4 |
1,303.7 |
| PP |
1,309.1 |
1,298.8 |
| S1 |
1,308.9 |
1,293.9 |
|