| Trading Metrics calculated at close of trading on 01-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
01-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,295.5 |
1,292.1 |
-3.4 |
-0.3% |
1,295.0 |
| High |
1,297.5 |
1,292.1 |
-5.4 |
-0.4% |
1,305.0 |
| Low |
1,285.1 |
1,278.0 |
-7.1 |
-0.6% |
1,268.5 |
| Close |
1,296.0 |
1,283.6 |
-12.4 |
-1.0% |
1,300.9 |
| Range |
12.4 |
14.1 |
1.7 |
13.7% |
36.5 |
| ATR |
15.9 |
16.1 |
0.1 |
0.9% |
0.0 |
| Volume |
2,837 |
8,366 |
5,529 |
194.9% |
31,423 |
|
| Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,326.9 |
1,319.3 |
1,291.4 |
|
| R3 |
1,312.8 |
1,305.2 |
1,287.5 |
|
| R2 |
1,298.7 |
1,298.7 |
1,286.2 |
|
| R1 |
1,291.1 |
1,291.1 |
1,284.9 |
1,287.9 |
| PP |
1,284.6 |
1,284.6 |
1,284.6 |
1,282.9 |
| S1 |
1,277.0 |
1,277.0 |
1,282.3 |
1,273.8 |
| S2 |
1,270.5 |
1,270.5 |
1,281.0 |
|
| S3 |
1,256.4 |
1,262.9 |
1,279.7 |
|
| S4 |
1,242.3 |
1,248.8 |
1,275.8 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,401.0 |
1,387.4 |
1,321.0 |
|
| R3 |
1,364.5 |
1,350.9 |
1,310.9 |
|
| R2 |
1,328.0 |
1,328.0 |
1,307.6 |
|
| R1 |
1,314.4 |
1,314.4 |
1,304.2 |
1,321.2 |
| PP |
1,291.5 |
1,291.5 |
1,291.5 |
1,294.9 |
| S1 |
1,277.9 |
1,277.9 |
1,297.6 |
1,284.7 |
| S2 |
1,255.0 |
1,255.0 |
1,294.2 |
|
| S3 |
1,218.5 |
1,241.4 |
1,290.9 |
|
| S4 |
1,182.0 |
1,204.9 |
1,280.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,306.0 |
1,278.0 |
28.0 |
2.2% |
13.5 |
1.1% |
20% |
False |
True |
4,902 |
| 10 |
1,306.0 |
1,268.5 |
37.5 |
2.9% |
15.0 |
1.2% |
40% |
False |
False |
5,213 |
| 20 |
1,331.0 |
1,268.5 |
62.5 |
4.9% |
15.3 |
1.2% |
24% |
False |
False |
4,237 |
| 40 |
1,392.0 |
1,268.5 |
123.5 |
9.6% |
16.0 |
1.2% |
12% |
False |
False |
3,551 |
| 60 |
1,392.0 |
1,254.7 |
137.3 |
10.7% |
15.2 |
1.2% |
21% |
False |
False |
2,857 |
| 80 |
1,392.0 |
1,221.9 |
170.1 |
13.3% |
14.2 |
1.1% |
36% |
False |
False |
2,536 |
| 100 |
1,392.0 |
1,187.2 |
204.8 |
16.0% |
14.1 |
1.1% |
47% |
False |
False |
2,085 |
| 120 |
1,392.0 |
1,187.2 |
204.8 |
16.0% |
13.4 |
1.0% |
47% |
False |
False |
1,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,352.0 |
|
2.618 |
1,329.0 |
|
1.618 |
1,314.9 |
|
1.000 |
1,306.2 |
|
0.618 |
1,300.8 |
|
HIGH |
1,292.1 |
|
0.618 |
1,286.7 |
|
0.500 |
1,285.1 |
|
0.382 |
1,283.4 |
|
LOW |
1,278.0 |
|
0.618 |
1,269.3 |
|
1.000 |
1,263.9 |
|
1.618 |
1,255.2 |
|
2.618 |
1,241.1 |
|
4.250 |
1,218.1 |
|
|
| Fisher Pivots for day following 01-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,285.1 |
1,289.9 |
| PP |
1,284.6 |
1,287.8 |
| S1 |
1,284.1 |
1,285.7 |
|