| Trading Metrics calculated at close of trading on 09-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,105.9 |
1,092.9 |
-13.0 |
-1.2% |
1,124.6 |
| High |
1,116.9 |
1,105.7 |
-11.2 |
-1.0% |
1,127.4 |
| Low |
1,091.1 |
1,087.1 |
-4.0 |
-0.4% |
1,087.1 |
| Close |
1,095.2 |
1,104.5 |
9.3 |
0.8% |
1,104.5 |
| Range |
25.8 |
18.6 |
-7.2 |
-27.9% |
40.3 |
| ATR |
20.8 |
20.7 |
-0.2 |
-0.8% |
0.0 |
| Volume |
183,805 |
144,160 |
-39,645 |
-21.6% |
765,725 |
|
| Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,155.0 |
1,148.3 |
1,114.8 |
|
| R3 |
1,136.3 |
1,129.8 |
1,109.5 |
|
| R2 |
1,117.8 |
1,117.8 |
1,108.0 |
|
| R1 |
1,111.0 |
1,111.0 |
1,106.3 |
1,114.5 |
| PP |
1,099.0 |
1,099.0 |
1,099.0 |
1,100.8 |
| S1 |
1,092.5 |
1,092.5 |
1,102.8 |
1,095.8 |
| S2 |
1,080.5 |
1,080.5 |
1,101.0 |
|
| S3 |
1,062.0 |
1,074.0 |
1,099.5 |
|
| S4 |
1,043.3 |
1,055.3 |
1,094.3 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,227.3 |
1,206.3 |
1,126.8 |
|
| R3 |
1,187.0 |
1,165.8 |
1,115.5 |
|
| R2 |
1,146.8 |
1,146.8 |
1,112.0 |
|
| R1 |
1,125.5 |
1,125.5 |
1,108.3 |
1,116.0 |
| PP |
1,106.3 |
1,106.3 |
1,106.3 |
1,101.5 |
| S1 |
1,085.3 |
1,085.3 |
1,100.8 |
1,075.8 |
| S2 |
1,066.0 |
1,066.0 |
1,097.0 |
|
| S3 |
1,025.8 |
1,045.0 |
1,093.5 |
|
| S4 |
985.5 |
1,004.8 |
1,082.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,127.4 |
1,087.1 |
40.3 |
3.6% |
20.8 |
1.9% |
43% |
False |
True |
153,145 |
| 10 |
1,136.1 |
1,087.1 |
49.0 |
4.4% |
20.8 |
1.9% |
36% |
False |
True |
155,412 |
| 20 |
1,155.0 |
1,087.1 |
67.9 |
6.1% |
20.3 |
1.8% |
26% |
False |
True |
141,594 |
| 40 |
1,204.8 |
1,087.1 |
117.7 |
10.7% |
21.5 |
2.0% |
15% |
False |
True |
141,675 |
| 60 |
1,208.2 |
1,087.1 |
121.1 |
11.0% |
18.3 |
1.7% |
14% |
False |
True |
97,084 |
| 80 |
1,208.2 |
1,085.1 |
123.1 |
11.1% |
14.5 |
1.3% |
16% |
False |
False |
72,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,184.8 |
|
2.618 |
1,154.5 |
|
1.618 |
1,135.8 |
|
1.000 |
1,124.3 |
|
0.618 |
1,117.3 |
|
HIGH |
1,105.8 |
|
0.618 |
1,098.5 |
|
0.500 |
1,096.5 |
|
0.382 |
1,094.3 |
|
LOW |
1,087.0 |
|
0.618 |
1,075.5 |
|
1.000 |
1,068.5 |
|
1.618 |
1,057.0 |
|
2.618 |
1,038.5 |
|
4.250 |
1,008.0 |
|
|
| Fisher Pivots for day following 09-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,101.8 |
1,103.8 |
| PP |
1,099.0 |
1,102.8 |
| S1 |
1,096.5 |
1,102.0 |
|