| Trading Metrics calculated at close of trading on 08-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,414.15 |
16,245.16 |
-168.99 |
-1.0% |
16,324.22 |
| High |
16,421.38 |
16,296.86 |
-124.52 |
-0.8% |
16,631.63 |
| Low |
16,244.01 |
16,180.28 |
-63.73 |
-0.4% |
16,324.22 |
| Close |
16,245.87 |
16,256.14 |
10.27 |
0.1% |
16,412.71 |
| Range |
177.37 |
116.58 |
-60.79 |
-34.3% |
307.41 |
| ATR |
153.13 |
150.52 |
-2.61 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,594.17 |
16,541.73 |
16,320.26 |
|
| R3 |
16,477.59 |
16,425.15 |
16,288.20 |
|
| R2 |
16,361.01 |
16,361.01 |
16,277.51 |
|
| R1 |
16,308.57 |
16,308.57 |
16,266.83 |
16,334.79 |
| PP |
16,244.43 |
16,244.43 |
16,244.43 |
16,257.54 |
| S1 |
16,191.99 |
16,191.99 |
16,245.45 |
16,218.21 |
| S2 |
16,127.85 |
16,127.85 |
16,234.77 |
|
| S3 |
16,011.27 |
16,075.41 |
16,224.08 |
|
| S4 |
15,894.69 |
15,958.83 |
16,192.02 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,378.42 |
17,202.97 |
16,581.79 |
|
| R3 |
17,071.01 |
16,895.56 |
16,497.25 |
|
| R2 |
16,763.60 |
16,763.60 |
16,469.07 |
|
| R1 |
16,588.15 |
16,588.15 |
16,440.89 |
16,675.88 |
| PP |
16,456.19 |
16,456.19 |
16,456.19 |
16,500.05 |
| S1 |
16,280.74 |
16,280.74 |
16,384.53 |
16,368.47 |
| S2 |
16,148.78 |
16,148.78 |
16,356.35 |
|
| S3 |
15,841.37 |
15,973.33 |
16,328.17 |
|
| S4 |
15,533.96 |
15,665.92 |
16,243.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,631.63 |
16,180.28 |
451.35 |
2.8% |
138.19 |
0.9% |
17% |
False |
True |
|
| 10 |
16,631.63 |
16,180.28 |
451.35 |
2.8% |
140.90 |
0.9% |
17% |
False |
True |
|
| 20 |
16,631.63 |
16,046.99 |
584.64 |
3.6% |
158.50 |
1.0% |
36% |
False |
False |
|
| 40 |
16,631.63 |
15,803.40 |
828.23 |
5.1% |
151.99 |
0.9% |
55% |
False |
False |
|
| 60 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
159.42 |
1.0% |
71% |
False |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
148.58 |
0.9% |
71% |
False |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
139.69 |
0.9% |
71% |
False |
False |
|
| 120 |
16,631.63 |
15,170.70 |
1,460.93 |
9.0% |
135.40 |
0.8% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,792.33 |
|
2.618 |
16,602.07 |
|
1.618 |
16,485.49 |
|
1.000 |
16,413.44 |
|
0.618 |
16,368.91 |
|
HIGH |
16,296.86 |
|
0.618 |
16,252.33 |
|
0.500 |
16,238.57 |
|
0.382 |
16,224.81 |
|
LOW |
16,180.28 |
|
0.618 |
16,108.23 |
|
1.000 |
16,063.70 |
|
1.618 |
15,991.65 |
|
2.618 |
15,875.07 |
|
4.250 |
15,684.82 |
|
|
| Fisher Pivots for day following 08-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,250.28 |
16,405.96 |
| PP |
16,244.43 |
16,356.02 |
| S1 |
16,238.57 |
16,306.08 |
|