| Trading Metrics calculated at close of trading on 02-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
| Open |
14,305 |
14,505 |
200 |
1.4% |
14,330 |
| High |
14,515 |
14,600 |
85 |
0.6% |
14,600 |
| Low |
14,305 |
14,370 |
65 |
0.5% |
14,235 |
| Close |
14,470 |
14,400 |
-70 |
-0.5% |
14,400 |
| Range |
210 |
230 |
20 |
9.5% |
365 |
| ATR |
261 |
258 |
-2 |
-0.8% |
0 |
| Volume |
9,170 |
15,277 |
6,107 |
66.6% |
56,161 |
|
| Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,147 |
15,003 |
14,527 |
|
| R3 |
14,917 |
14,773 |
14,463 |
|
| R2 |
14,687 |
14,687 |
14,442 |
|
| R1 |
14,543 |
14,543 |
14,421 |
14,500 |
| PP |
14,457 |
14,457 |
14,457 |
14,435 |
| S1 |
14,313 |
14,313 |
14,379 |
14,270 |
| S2 |
14,227 |
14,227 |
14,358 |
|
| S3 |
13,997 |
14,083 |
14,337 |
|
| S4 |
13,767 |
13,853 |
14,274 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,507 |
15,318 |
14,601 |
|
| R3 |
15,142 |
14,953 |
14,501 |
|
| R2 |
14,777 |
14,777 |
14,467 |
|
| R1 |
14,588 |
14,588 |
14,434 |
14,683 |
| PP |
14,412 |
14,412 |
14,412 |
14,459 |
| S1 |
14,223 |
14,223 |
14,367 |
14,318 |
| S2 |
14,047 |
14,047 |
14,333 |
|
| S3 |
13,682 |
13,858 |
14,300 |
|
| S4 |
13,317 |
13,493 |
14,199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,600 |
14,235 |
365 |
2.5% |
197 |
1.4% |
45% |
True |
False |
11,232 |
| 10 |
14,695 |
14,235 |
460 |
3.2% |
217 |
1.5% |
36% |
False |
False |
11,432 |
| 20 |
15,225 |
13,860 |
1,365 |
9.5% |
276 |
1.9% |
40% |
False |
False |
15,372 |
| 40 |
15,440 |
13,860 |
1,580 |
11.0% |
286 |
2.0% |
34% |
False |
False |
16,688 |
| 60 |
15,440 |
13,860 |
1,580 |
11.0% |
280 |
1.9% |
34% |
False |
False |
11,285 |
| 80 |
16,100 |
13,860 |
2,240 |
15.6% |
254 |
1.8% |
24% |
False |
False |
8,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,578 |
|
2.618 |
15,202 |
|
1.618 |
14,972 |
|
1.000 |
14,830 |
|
0.618 |
14,742 |
|
HIGH |
14,600 |
|
0.618 |
14,512 |
|
0.500 |
14,485 |
|
0.382 |
14,458 |
|
LOW |
14,370 |
|
0.618 |
14,228 |
|
1.000 |
14,140 |
|
1.618 |
13,998 |
|
2.618 |
13,768 |
|
4.250 |
13,393 |
|
|
| Fisher Pivots for day following 02-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
14,485 |
14,418 |
| PP |
14,457 |
14,412 |
| S1 |
14,428 |
14,406 |
|