| 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 |
1,307.9 |
1,289.8 |
-18.1 |
-1.4% |
1,303.2 |
| High |
1,315.0 |
1,295.5 |
-19.5 |
-1.5% |
1,306.6 |
| Low |
1,286.6 |
1,284.8 |
-1.8 |
-0.1% |
1,272.0 |
| Close |
1,288.9 |
1,287.7 |
-1.2 |
-0.1% |
1,302.9 |
| Range |
28.4 |
10.7 |
-17.7 |
-62.3% |
34.6 |
| ATR |
18.4 |
17.9 |
-0.6 |
-3.0% |
0.0 |
| Volume |
173,803 |
118,107 |
-55,696 |
-32.0% |
632,878 |
|
| Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,321.4 |
1,315.3 |
1,293.6 |
|
| R3 |
1,310.7 |
1,304.6 |
1,290.6 |
|
| R2 |
1,300.0 |
1,300.0 |
1,289.7 |
|
| R1 |
1,293.9 |
1,293.9 |
1,288.7 |
1,291.6 |
| PP |
1,289.3 |
1,289.3 |
1,289.3 |
1,288.2 |
| S1 |
1,283.2 |
1,283.2 |
1,286.7 |
1,280.9 |
| S2 |
1,278.6 |
1,278.6 |
1,285.7 |
|
| S3 |
1,267.9 |
1,272.5 |
1,284.8 |
|
| S4 |
1,257.2 |
1,261.8 |
1,281.8 |
|
|
| 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 |
3.4% |
19.6 |
1.5% |
36% |
False |
False |
136,579 |
| 10 |
1,315.8 |
1,272.0 |
43.8 |
3.4% |
17.2 |
1.3% |
36% |
False |
False |
125,178 |
| 20 |
1,331.4 |
1,268.4 |
63.0 |
4.9% |
17.7 |
1.4% |
31% |
False |
False |
124,060 |
| 40 |
1,392.2 |
1,268.4 |
123.8 |
9.6% |
17.5 |
1.4% |
16% |
False |
False |
101,171 |
| 60 |
1,392.2 |
1,268.4 |
123.8 |
9.6% |
17.5 |
1.4% |
16% |
False |
False |
71,011 |
| 80 |
1,392.2 |
1,233.0 |
159.2 |
12.4% |
17.3 |
1.3% |
34% |
False |
False |
54,246 |
| 100 |
1,392.2 |
1,186.7 |
205.5 |
16.0% |
17.5 |
1.4% |
49% |
False |
False |
43,658 |
| 120 |
1,392.2 |
1,186.7 |
205.5 |
16.0% |
17.7 |
1.4% |
49% |
False |
False |
36,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,341.0 |
|
2.618 |
1,323.5 |
|
1.618 |
1,312.8 |
|
1.000 |
1,306.2 |
|
0.618 |
1,302.1 |
|
HIGH |
1,295.5 |
|
0.618 |
1,291.4 |
|
0.500 |
1,290.2 |
|
0.382 |
1,288.9 |
|
LOW |
1,284.8 |
|
0.618 |
1,278.2 |
|
1.000 |
1,274.1 |
|
1.618 |
1,267.5 |
|
2.618 |
1,256.8 |
|
4.250 |
1,239.3 |
|
|
| Fisher Pivots for day following 08-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,290.2 |
1,299.9 |
| PP |
1,289.3 |
1,295.8 |
| S1 |
1,288.5 |
1,291.8 |
|