| 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 |
3,152.0 |
3,135.0 |
-17.0 |
-0.5% |
3,100.0 |
| High |
3,156.0 |
3,139.0 |
-17.0 |
-0.5% |
3,158.0 |
| Low |
3,125.0 |
3,090.0 |
-35.0 |
-1.1% |
3,081.0 |
| Close |
3,127.0 |
3,133.0 |
6.0 |
0.2% |
3,127.0 |
| Range |
31.0 |
49.0 |
18.0 |
58.1% |
77.0 |
| ATR |
45.9 |
46.1 |
0.2 |
0.5% |
0.0 |
| Volume |
614,353 |
750,594 |
136,241 |
22.2% |
3,069,882 |
|
| Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,267.7 |
3,249.3 |
3,160.0 |
|
| R3 |
3,218.7 |
3,200.3 |
3,146.5 |
|
| R2 |
3,169.7 |
3,169.7 |
3,142.0 |
|
| R1 |
3,151.3 |
3,151.3 |
3,137.5 |
3,136.0 |
| PP |
3,120.7 |
3,120.7 |
3,120.7 |
3,113.0 |
| S1 |
3,102.3 |
3,102.3 |
3,128.5 |
3,087.0 |
| S2 |
3,071.7 |
3,071.7 |
3,124.0 |
|
| S3 |
3,022.7 |
3,053.3 |
3,119.5 |
|
| S4 |
2,973.7 |
3,004.3 |
3,106.1 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,353.0 |
3,317.0 |
3,169.4 |
|
| R3 |
3,276.0 |
3,240.0 |
3,148.2 |
|
| R2 |
3,199.0 |
3,199.0 |
3,141.1 |
|
| R1 |
3,163.0 |
3,163.0 |
3,134.1 |
3,181.0 |
| PP |
3,122.0 |
3,122.0 |
3,122.0 |
3,131.0 |
| S1 |
3,086.0 |
3,086.0 |
3,119.9 |
3,104.0 |
| S2 |
3,045.0 |
3,045.0 |
3,112.9 |
|
| S3 |
2,968.0 |
3,009.0 |
3,105.8 |
|
| S4 |
2,891.0 |
2,932.0 |
3,084.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,158.0 |
3,081.0 |
77.0 |
2.5% |
37.6 |
1.2% |
68% |
False |
False |
764,095 |
| 10 |
3,158.0 |
3,063.0 |
95.0 |
3.0% |
41.9 |
1.3% |
74% |
False |
False |
796,660 |
| 20 |
3,175.0 |
3,010.0 |
165.0 |
5.3% |
45.4 |
1.4% |
75% |
False |
False |
926,852 |
| 40 |
3,175.0 |
2,902.0 |
273.0 |
8.7% |
44.4 |
1.4% |
85% |
False |
False |
784,666 |
| 60 |
3,175.0 |
2,880.0 |
295.0 |
9.4% |
42.1 |
1.3% |
86% |
False |
False |
524,725 |
| 80 |
3,175.0 |
2,868.0 |
307.0 |
9.8% |
43.0 |
1.4% |
86% |
False |
False |
393,931 |
| 100 |
3,175.0 |
2,847.0 |
328.0 |
10.5% |
40.6 |
1.3% |
87% |
False |
False |
315,217 |
| 120 |
3,175.0 |
2,847.0 |
328.0 |
10.5% |
35.4 |
1.1% |
87% |
False |
False |
262,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,347.3 |
|
2.618 |
3,267.3 |
|
1.618 |
3,218.3 |
|
1.000 |
3,188.0 |
|
0.618 |
3,169.3 |
|
HIGH |
3,139.0 |
|
0.618 |
3,120.3 |
|
0.500 |
3,114.5 |
|
0.382 |
3,108.7 |
|
LOW |
3,090.0 |
|
0.618 |
3,059.7 |
|
1.000 |
3,041.0 |
|
1.618 |
3,010.7 |
|
2.618 |
2,961.7 |
|
4.250 |
2,881.8 |
|
|
| Fisher Pivots for day following 05-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,126.8 |
3,129.7 |
| PP |
3,120.7 |
3,126.3 |
| S1 |
3,114.5 |
3,123.0 |
|