| Trading Metrics calculated at close of trading on 24-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,284.3 |
1,284.6 |
0.3 |
0.0% |
1,320.1 |
| High |
1,287.7 |
1,297.9 |
10.2 |
0.8% |
1,330.0 |
| Low |
1,282.4 |
1,272.4 |
-10.0 |
-0.8% |
1,291.5 |
| Close |
1,284.2 |
1,290.5 |
6.3 |
0.5% |
1,293.4 |
| Range |
5.3 |
25.5 |
20.2 |
381.1% |
38.5 |
| ATR |
15.5 |
16.2 |
0.7 |
4.6% |
0.0 |
| Volume |
176 |
522 |
346 |
196.6% |
867 |
|
| Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,363.4 |
1,352.5 |
1,304.5 |
|
| R3 |
1,337.9 |
1,327.0 |
1,297.5 |
|
| R2 |
1,312.4 |
1,312.4 |
1,295.2 |
|
| R1 |
1,301.5 |
1,301.5 |
1,292.8 |
1,307.0 |
| PP |
1,286.9 |
1,286.9 |
1,286.9 |
1,289.7 |
| S1 |
1,276.0 |
1,276.0 |
1,288.2 |
1,281.5 |
| S2 |
1,261.4 |
1,261.4 |
1,285.8 |
|
| S3 |
1,235.9 |
1,250.5 |
1,283.5 |
|
| S4 |
1,210.4 |
1,225.0 |
1,276.5 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,420.5 |
1,395.4 |
1,314.6 |
|
| R3 |
1,382.0 |
1,356.9 |
1,304.0 |
|
| R2 |
1,343.5 |
1,343.5 |
1,300.5 |
|
| R1 |
1,318.4 |
1,318.4 |
1,296.9 |
1,311.7 |
| PP |
1,305.0 |
1,305.0 |
1,305.0 |
1,301.6 |
| S1 |
1,279.9 |
1,279.9 |
1,289.9 |
1,273.2 |
| S2 |
1,266.5 |
1,266.5 |
1,286.3 |
|
| S3 |
1,228.0 |
1,241.4 |
1,282.8 |
|
| S4 |
1,189.5 |
1,202.9 |
1,272.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,303.0 |
1,272.4 |
30.6 |
2.4% |
14.5 |
1.1% |
59% |
False |
True |
204 |
| 10 |
1,330.0 |
1,272.4 |
57.6 |
4.5% |
14.1 |
1.1% |
31% |
False |
True |
196 |
| 20 |
1,330.0 |
1,272.4 |
57.6 |
4.5% |
14.2 |
1.1% |
31% |
False |
True |
13,057 |
| 40 |
1,392.6 |
1,272.4 |
120.2 |
9.3% |
16.8 |
1.3% |
15% |
False |
True |
84,960 |
| 60 |
1,392.6 |
1,237.5 |
155.1 |
12.0% |
17.3 |
1.3% |
34% |
False |
False |
99,211 |
| 80 |
1,392.6 |
1,182.3 |
210.3 |
16.3% |
17.8 |
1.4% |
51% |
False |
False |
80,296 |
| 100 |
1,392.6 |
1,182.3 |
210.3 |
16.3% |
18.6 |
1.4% |
51% |
False |
False |
64,997 |
| 120 |
1,392.6 |
1,182.3 |
210.3 |
16.3% |
18.3 |
1.4% |
51% |
False |
False |
54,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,406.3 |
|
2.618 |
1,364.7 |
|
1.618 |
1,339.2 |
|
1.000 |
1,323.4 |
|
0.618 |
1,313.7 |
|
HIGH |
1,297.9 |
|
0.618 |
1,288.2 |
|
0.500 |
1,285.2 |
|
0.382 |
1,282.1 |
|
LOW |
1,272.4 |
|
0.618 |
1,256.6 |
|
1.000 |
1,246.9 |
|
1.618 |
1,231.1 |
|
2.618 |
1,205.6 |
|
4.250 |
1,164.0 |
|
|
| Fisher Pivots for day following 24-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,288.7 |
1,288.7 |
| PP |
1,286.9 |
1,286.9 |
| S1 |
1,285.2 |
1,285.2 |
|