| Trading Metrics calculated at close of trading on 06-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
| Open |
16,449 |
16,462 |
13 |
0.1% |
16,330 |
| High |
16,483 |
16,489 |
6 |
0.0% |
16,550 |
| Low |
16,307 |
16,333 |
26 |
0.2% |
16,242 |
| Close |
16,444 |
16,360 |
-84 |
-0.5% |
16,447 |
| Range |
176 |
156 |
-20 |
-11.4% |
308 |
| ATR |
151 |
151 |
0 |
0.2% |
0 |
| Volume |
126,416 |
129,235 |
2,819 |
2.2% |
712,551 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,862 |
16,767 |
16,446 |
|
| R3 |
16,706 |
16,611 |
16,403 |
|
| R2 |
16,550 |
16,550 |
16,389 |
|
| R1 |
16,455 |
16,455 |
16,374 |
16,425 |
| PP |
16,394 |
16,394 |
16,394 |
16,379 |
| S1 |
16,299 |
16,299 |
16,346 |
16,269 |
| S2 |
16,238 |
16,238 |
16,332 |
|
| S3 |
16,082 |
16,143 |
16,317 |
|
| S4 |
15,926 |
15,987 |
16,274 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,337 |
17,200 |
16,617 |
|
| R3 |
17,029 |
16,892 |
16,532 |
|
| R2 |
16,721 |
16,721 |
16,504 |
|
| R1 |
16,584 |
16,584 |
16,475 |
16,653 |
| PP |
16,413 |
16,413 |
16,413 |
16,447 |
| S1 |
16,276 |
16,276 |
16,419 |
16,345 |
| S2 |
16,105 |
16,105 |
16,391 |
|
| S3 |
15,797 |
15,968 |
16,362 |
|
| S4 |
15,489 |
15,660 |
16,278 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,550 |
16,307 |
243 |
1.5% |
128 |
0.8% |
22% |
False |
False |
126,970 |
| 10 |
16,550 |
16,242 |
308 |
1.9% |
131 |
0.8% |
38% |
False |
False |
137,902 |
| 20 |
16,550 |
15,881 |
669 |
4.1% |
155 |
0.9% |
72% |
False |
False |
153,155 |
| 40 |
16,574 |
15,881 |
693 |
4.2% |
164 |
1.0% |
69% |
False |
False |
150,717 |
| 60 |
16,574 |
15,635 |
939 |
5.7% |
157 |
1.0% |
77% |
False |
False |
100,689 |
| 80 |
16,574 |
15,216 |
1,358 |
8.3% |
160 |
1.0% |
84% |
False |
False |
75,526 |
| 100 |
16,574 |
15,216 |
1,358 |
8.3% |
142 |
0.9% |
84% |
False |
False |
60,425 |
| 120 |
16,574 |
15,216 |
1,358 |
8.3% |
121 |
0.7% |
84% |
False |
False |
50,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,152 |
|
2.618 |
16,898 |
|
1.618 |
16,742 |
|
1.000 |
16,645 |
|
0.618 |
16,586 |
|
HIGH |
16,489 |
|
0.618 |
16,430 |
|
0.500 |
16,411 |
|
0.382 |
16,393 |
|
LOW |
16,333 |
|
0.618 |
16,237 |
|
1.000 |
16,177 |
|
1.618 |
16,081 |
|
2.618 |
15,925 |
|
4.250 |
15,670 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,411 |
16,429 |
| PP |
16,394 |
16,406 |
| S1 |
16,377 |
16,383 |
|