| 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 |
9,564.5 |
9,583.5 |
19.0 |
0.2% |
9,431.0 |
| High |
9,564.5 |
9,595.0 |
30.5 |
0.3% |
9,644.0 |
| Low |
9,415.0 |
9,444.5 |
29.5 |
0.3% |
9,388.0 |
| Close |
9,536.0 |
9,475.5 |
-60.5 |
-0.6% |
9,548.5 |
| Range |
149.5 |
150.5 |
1.0 |
0.7% |
256.0 |
| ATR |
150.7 |
150.7 |
0.0 |
0.0% |
0.0 |
| Volume |
99,992 |
140,252 |
40,260 |
40.3% |
364,442 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,956.5 |
9,866.5 |
9,558.3 |
|
| R3 |
9,806.0 |
9,716.0 |
9,516.9 |
|
| R2 |
9,655.5 |
9,655.5 |
9,503.1 |
|
| R1 |
9,565.5 |
9,565.5 |
9,489.3 |
9,535.3 |
| PP |
9,505.0 |
9,505.0 |
9,505.0 |
9,489.9 |
| S1 |
9,415.0 |
9,415.0 |
9,461.7 |
9,384.8 |
| S2 |
9,354.5 |
9,354.5 |
9,447.9 |
|
| S3 |
9,204.0 |
9,264.5 |
9,434.1 |
|
| S4 |
9,053.5 |
9,114.0 |
9,392.7 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,294.8 |
10,177.7 |
9,689.3 |
|
| R3 |
10,038.8 |
9,921.7 |
9,618.9 |
|
| R2 |
9,782.8 |
9,782.8 |
9,595.4 |
|
| R1 |
9,665.7 |
9,665.7 |
9,572.0 |
9,724.3 |
| PP |
9,526.8 |
9,526.8 |
9,526.8 |
9,556.1 |
| S1 |
9,409.7 |
9,409.7 |
9,525.0 |
9,468.3 |
| S2 |
9,270.8 |
9,270.8 |
9,501.6 |
|
| S3 |
9,014.8 |
9,153.7 |
9,478.1 |
|
| S4 |
8,758.8 |
8,897.7 |
9,407.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,644.0 |
9,415.0 |
229.0 |
2.4% |
118.6 |
1.3% |
26% |
False |
False |
99,022 |
| 10 |
9,660.0 |
9,382.0 |
278.0 |
2.9% |
136.4 |
1.4% |
34% |
False |
False |
102,152 |
| 20 |
9,741.0 |
9,102.5 |
638.5 |
6.7% |
148.5 |
1.6% |
58% |
False |
False |
110,700 |
| 40 |
9,741.0 |
8,934.5 |
806.5 |
8.5% |
143.1 |
1.5% |
67% |
False |
False |
86,690 |
| 60 |
9,755.5 |
8,934.5 |
821.0 |
8.7% |
135.0 |
1.4% |
66% |
False |
False |
58,017 |
| 80 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
135.8 |
1.4% |
61% |
False |
False |
43,552 |
| 100 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
124.9 |
1.3% |
61% |
False |
False |
34,862 |
| 120 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
115.4 |
1.2% |
61% |
False |
False |
29,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,234.6 |
|
2.618 |
9,989.0 |
|
1.618 |
9,838.5 |
|
1.000 |
9,745.5 |
|
0.618 |
9,688.0 |
|
HIGH |
9,595.0 |
|
0.618 |
9,537.5 |
|
0.500 |
9,519.8 |
|
0.382 |
9,502.0 |
|
LOW |
9,444.5 |
|
0.618 |
9,351.5 |
|
1.000 |
9,294.0 |
|
1.618 |
9,201.0 |
|
2.618 |
9,050.5 |
|
4.250 |
8,804.9 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,519.8 |
9,529.5 |
| PP |
9,505.0 |
9,511.5 |
| S1 |
9,490.3 |
9,493.5 |
|