| 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 |
6,715.0 |
6,760.0 |
45.0 |
0.7% |
6,610.0 |
| High |
6,765.5 |
6,780.0 |
14.5 |
0.2% |
6,682.0 |
| Low |
6,707.0 |
6,744.0 |
37.0 |
0.6% |
6,595.5 |
| Close |
6,744.5 |
6,772.5 |
28.0 |
0.4% |
6,637.5 |
| Range |
58.5 |
36.0 |
-22.5 |
-38.5% |
86.5 |
| ATR |
72.0 |
69.4 |
-2.6 |
-3.6% |
0.0 |
| Volume |
45,484 |
104,219 |
58,735 |
129.1% |
361,734 |
|
| Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,873.5 |
6,859.0 |
6,792.5 |
|
| R3 |
6,837.5 |
6,823.0 |
6,782.5 |
|
| R2 |
6,801.5 |
6,801.5 |
6,779.0 |
|
| R1 |
6,787.0 |
6,787.0 |
6,776.0 |
6,794.0 |
| PP |
6,765.5 |
6,765.5 |
6,765.5 |
6,769.0 |
| S1 |
6,751.0 |
6,751.0 |
6,769.0 |
6,758.0 |
| S2 |
6,729.5 |
6,729.5 |
6,766.0 |
|
| S3 |
6,693.5 |
6,715.0 |
6,762.5 |
|
| S4 |
6,657.5 |
6,679.0 |
6,752.5 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,898.0 |
6,854.0 |
6,685.0 |
|
| R3 |
6,811.5 |
6,767.5 |
6,661.5 |
|
| R2 |
6,725.0 |
6,725.0 |
6,653.5 |
|
| R1 |
6,681.0 |
6,681.0 |
6,645.5 |
6,703.0 |
| PP |
6,638.5 |
6,638.5 |
6,638.5 |
6,649.0 |
| S1 |
6,594.5 |
6,594.5 |
6,629.5 |
6,616.5 |
| S2 |
6,552.0 |
6,552.0 |
6,621.5 |
|
| S3 |
6,465.5 |
6,508.0 |
6,613.5 |
|
| S4 |
6,379.0 |
6,421.5 |
6,590.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,780.0 |
6,613.0 |
167.0 |
2.5% |
52.0 |
0.8% |
96% |
True |
False |
95,293 |
| 10 |
6,780.0 |
6,500.0 |
280.0 |
4.1% |
58.0 |
0.9% |
97% |
True |
False |
93,034 |
| 20 |
6,780.0 |
6,452.0 |
328.0 |
4.8% |
66.5 |
1.0% |
98% |
True |
False |
99,435 |
| 40 |
6,780.0 |
6,431.5 |
348.5 |
5.1% |
70.5 |
1.0% |
98% |
True |
False |
94,212 |
| 60 |
6,800.0 |
6,355.5 |
444.5 |
6.6% |
66.0 |
1.0% |
94% |
False |
False |
62,997 |
| 80 |
6,800.0 |
6,310.5 |
489.5 |
7.2% |
59.5 |
0.9% |
94% |
False |
False |
47,258 |
| 100 |
6,800.0 |
6,310.5 |
489.5 |
7.2% |
48.5 |
0.7% |
94% |
False |
False |
37,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,933.0 |
|
2.618 |
6,874.0 |
|
1.618 |
6,838.0 |
|
1.000 |
6,816.0 |
|
0.618 |
6,802.0 |
|
HIGH |
6,780.0 |
|
0.618 |
6,766.0 |
|
0.500 |
6,762.0 |
|
0.382 |
6,758.0 |
|
LOW |
6,744.0 |
|
0.618 |
6,722.0 |
|
1.000 |
6,708.0 |
|
1.618 |
6,686.0 |
|
2.618 |
6,650.0 |
|
4.250 |
6,591.0 |
|
|
| Fisher Pivots for day following 01-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,769.0 |
6,755.5 |
| PP |
6,765.5 |
6,738.5 |
| S1 |
6,762.0 |
6,721.5 |
|