| Trading Metrics calculated at close of trading on 22-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,408.92 |
16,449.38 |
40.46 |
0.2% |
16,028.29 |
| High |
16,459.78 |
16,565.71 |
105.93 |
0.6% |
16,460.49 |
| Low |
16,402.08 |
16,449.38 |
47.30 |
0.3% |
16,028.29 |
| Close |
16,449.25 |
16,514.37 |
65.12 |
0.4% |
16,408.54 |
| Range |
57.70 |
116.33 |
58.63 |
101.6% |
432.20 |
| ATR |
153.10 |
150.48 |
-2.62 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,858.81 |
16,802.92 |
16,578.35 |
|
| R3 |
16,742.48 |
16,686.59 |
16,546.36 |
|
| R2 |
16,626.15 |
16,626.15 |
16,535.70 |
|
| R1 |
16,570.26 |
16,570.26 |
16,525.03 |
16,598.21 |
| PP |
16,509.82 |
16,509.82 |
16,509.82 |
16,523.79 |
| S1 |
16,453.93 |
16,453.93 |
16,503.71 |
16,481.88 |
| S2 |
16,393.49 |
16,393.49 |
16,493.04 |
|
| S3 |
16,277.16 |
16,337.60 |
16,482.38 |
|
| S4 |
16,160.83 |
16,221.27 |
16,450.39 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,595.71 |
17,434.32 |
16,646.25 |
|
| R3 |
17,163.51 |
17,002.12 |
16,527.40 |
|
| R2 |
16,731.31 |
16,731.31 |
16,487.78 |
|
| R1 |
16,569.92 |
16,569.92 |
16,448.16 |
16,650.62 |
| PP |
16,299.11 |
16,299.11 |
16,299.11 |
16,339.45 |
| S1 |
16,137.72 |
16,137.72 |
16,368.92 |
16,218.42 |
| S2 |
15,866.91 |
15,866.91 |
16,329.30 |
|
| S3 |
15,434.71 |
15,705.52 |
16,289.69 |
|
| S4 |
15,002.51 |
15,273.32 |
16,170.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,565.71 |
16,063.20 |
502.51 |
3.0% |
126.95 |
0.8% |
90% |
True |
False |
|
| 10 |
16,565.71 |
16,015.32 |
550.39 |
3.3% |
154.66 |
0.9% |
91% |
True |
False |
|
| 20 |
16,631.63 |
16,015.32 |
616.31 |
3.7% |
148.35 |
0.9% |
81% |
False |
False |
|
| 40 |
16,631.63 |
16,015.32 |
616.31 |
3.7% |
152.66 |
0.9% |
81% |
False |
False |
|
| 60 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
157.35 |
1.0% |
91% |
False |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
151.80 |
0.9% |
91% |
False |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
144.99 |
0.9% |
91% |
False |
False |
|
| 120 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
139.39 |
0.8% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,060.11 |
|
2.618 |
16,870.26 |
|
1.618 |
16,753.93 |
|
1.000 |
16,682.04 |
|
0.618 |
16,637.60 |
|
HIGH |
16,565.71 |
|
0.618 |
16,521.27 |
|
0.500 |
16,507.55 |
|
0.382 |
16,493.82 |
|
LOW |
16,449.38 |
|
0.618 |
16,377.49 |
|
1.000 |
16,333.05 |
|
1.618 |
16,261.16 |
|
2.618 |
16,144.83 |
|
4.250 |
15,954.98 |
|
|
| Fisher Pivots for day following 22-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,512.10 |
16,498.56 |
| PP |
16,509.82 |
16,482.74 |
| S1 |
16,507.55 |
16,466.93 |
|