| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
6,782.0 |
6,796.5 |
14.5 |
0.2% |
6,778.0 |
| High |
6,804.5 |
6,835.5 |
31.0 |
0.5% |
6,810.5 |
| Low |
6,773.0 |
6,787.0 |
14.0 |
0.2% |
6,734.5 |
| Close |
6,787.0 |
6,817.0 |
30.0 |
0.4% |
6,787.0 |
| Range |
31.5 |
48.5 |
17.0 |
54.0% |
76.0 |
| ATR |
60.9 |
60.0 |
-0.9 |
-1.5% |
0.0 |
| Volume |
73,947 |
85,577 |
11,630 |
15.7% |
382,839 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,958.5 |
6,936.5 |
6,843.5 |
|
| R3 |
6,910.0 |
6,888.0 |
6,830.5 |
|
| R2 |
6,861.5 |
6,861.5 |
6,826.0 |
|
| R1 |
6,839.5 |
6,839.5 |
6,821.5 |
6,850.5 |
| PP |
6,813.0 |
6,813.0 |
6,813.0 |
6,819.0 |
| S1 |
6,791.0 |
6,791.0 |
6,812.5 |
6,802.0 |
| S2 |
6,764.5 |
6,764.5 |
6,808.0 |
|
| S3 |
6,716.0 |
6,742.5 |
6,803.5 |
|
| S4 |
6,667.5 |
6,694.0 |
6,790.5 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,005.5 |
6,972.0 |
6,829.0 |
|
| R3 |
6,929.5 |
6,896.0 |
6,808.0 |
|
| R2 |
6,853.5 |
6,853.5 |
6,801.0 |
|
| R1 |
6,820.0 |
6,820.0 |
6,794.0 |
6,837.0 |
| PP |
6,777.5 |
6,777.5 |
6,777.5 |
6,785.5 |
| S1 |
6,744.0 |
6,744.0 |
6,780.0 |
6,761.0 |
| S2 |
6,701.5 |
6,701.5 |
6,773.0 |
|
| S3 |
6,625.5 |
6,668.0 |
6,766.0 |
|
| S4 |
6,549.5 |
6,592.0 |
6,745.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,835.5 |
6,734.5 |
101.0 |
1.5% |
42.5 |
0.6% |
82% |
True |
False |
93,683 |
| 10 |
6,835.5 |
6,622.0 |
213.5 |
3.1% |
47.5 |
0.7% |
91% |
True |
False |
92,725 |
| 20 |
6,835.5 |
6,452.0 |
383.5 |
5.6% |
59.5 |
0.9% |
95% |
True |
False |
96,370 |
| 40 |
6,835.5 |
6,431.5 |
404.0 |
5.9% |
67.5 |
1.0% |
95% |
True |
False |
105,730 |
| 60 |
6,835.5 |
6,431.5 |
404.0 |
5.9% |
65.5 |
1.0% |
95% |
True |
False |
72,126 |
| 80 |
6,835.5 |
6,310.5 |
525.0 |
7.7% |
61.0 |
0.9% |
96% |
True |
False |
54,121 |
| 100 |
6,835.5 |
6,310.5 |
525.0 |
7.7% |
50.5 |
0.7% |
96% |
True |
False |
43,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,041.5 |
|
2.618 |
6,962.5 |
|
1.618 |
6,914.0 |
|
1.000 |
6,884.0 |
|
0.618 |
6,865.5 |
|
HIGH |
6,835.5 |
|
0.618 |
6,817.0 |
|
0.500 |
6,811.0 |
|
0.382 |
6,805.5 |
|
LOW |
6,787.0 |
|
0.618 |
6,757.0 |
|
1.000 |
6,738.5 |
|
1.618 |
6,708.5 |
|
2.618 |
6,660.0 |
|
4.250 |
6,581.0 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,815.0 |
6,811.5 |
| PP |
6,813.0 |
6,806.0 |
| S1 |
6,811.0 |
6,801.0 |
|