| Trading Metrics calculated at close of trading on 08-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,104.5 |
1,105.9 |
1.4 |
0.1% |
1,121.6 |
| High |
1,110.0 |
1,116.9 |
6.9 |
0.6% |
1,136.1 |
| Low |
1,088.5 |
1,091.1 |
2.6 |
0.2% |
1,097.4 |
| Close |
1,106.4 |
1,095.2 |
-11.2 |
-1.0% |
1,124.6 |
| Range |
21.5 |
25.8 |
4.3 |
20.0% |
38.7 |
| ATR |
20.5 |
20.8 |
0.4 |
1.9% |
0.0 |
| Volume |
176,978 |
183,805 |
6,827 |
3.9% |
788,402 |
|
| Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,178.5 |
1,162.8 |
1,109.5 |
|
| R3 |
1,152.8 |
1,136.8 |
1,102.3 |
|
| R2 |
1,126.8 |
1,126.8 |
1,100.0 |
|
| R1 |
1,111.0 |
1,111.0 |
1,097.5 |
1,106.0 |
| PP |
1,101.0 |
1,101.0 |
1,101.0 |
1,098.5 |
| S1 |
1,085.3 |
1,085.3 |
1,092.8 |
1,080.3 |
| S2 |
1,075.3 |
1,075.3 |
1,090.5 |
|
| S3 |
1,049.5 |
1,059.5 |
1,088.0 |
|
| S4 |
1,023.8 |
1,033.8 |
1,081.0 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,235.5 |
1,218.8 |
1,146.0 |
|
| R3 |
1,196.8 |
1,180.0 |
1,135.3 |
|
| R2 |
1,158.0 |
1,158.0 |
1,131.8 |
|
| R1 |
1,141.3 |
1,141.3 |
1,128.3 |
1,149.8 |
| PP |
1,119.3 |
1,119.3 |
1,119.3 |
1,123.5 |
| S1 |
1,102.8 |
1,102.8 |
1,121.0 |
1,111.0 |
| S2 |
1,080.8 |
1,080.8 |
1,117.5 |
|
| S3 |
1,042.0 |
1,064.0 |
1,114.0 |
|
| S4 |
1,003.3 |
1,025.3 |
1,103.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,136.1 |
1,088.5 |
47.6 |
4.3% |
20.0 |
1.8% |
14% |
False |
False |
154,119 |
| 10 |
1,141.6 |
1,088.5 |
53.1 |
4.8% |
21.5 |
2.0% |
13% |
False |
False |
153,700 |
| 20 |
1,157.5 |
1,088.5 |
69.0 |
6.3% |
21.3 |
1.9% |
10% |
False |
False |
142,775 |
| 40 |
1,204.8 |
1,088.5 |
116.3 |
10.6% |
21.8 |
2.0% |
6% |
False |
False |
141,003 |
| 60 |
1,208.2 |
1,088.5 |
119.7 |
10.9% |
18.5 |
1.7% |
6% |
False |
False |
94,681 |
| 80 |
1,208.2 |
1,085.1 |
123.1 |
11.2% |
14.3 |
1.3% |
8% |
False |
False |
71,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,226.5 |
|
2.618 |
1,184.5 |
|
1.618 |
1,158.8 |
|
1.000 |
1,142.8 |
|
0.618 |
1,132.8 |
|
HIGH |
1,117.0 |
|
0.618 |
1,107.0 |
|
0.500 |
1,104.0 |
|
0.382 |
1,101.0 |
|
LOW |
1,091.0 |
|
0.618 |
1,075.3 |
|
1.000 |
1,065.3 |
|
1.618 |
1,049.3 |
|
2.618 |
1,023.5 |
|
4.250 |
981.5 |
|
|
| Fisher Pivots for day following 08-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,104.0 |
1,106.3 |
| PP |
1,101.0 |
1,102.8 |
| S1 |
1,098.3 |
1,099.0 |
|