| Trading Metrics calculated at close of trading on 02-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,103.0 |
3,129.0 |
26.0 |
0.8% |
3,011.0 |
| High |
3,130.0 |
3,129.0 |
-1.0 |
0.0% |
3,108.0 |
| Low |
3,102.0 |
3,116.0 |
14.0 |
0.5% |
2,978.0 |
| Close |
3,117.0 |
3,124.0 |
7.0 |
0.2% |
3,104.0 |
| Range |
28.0 |
13.0 |
-15.0 |
-53.6% |
130.0 |
| ATR |
47.6 |
45.1 |
-2.5 |
-5.2% |
0.0 |
| Volume |
557,138 |
898,590 |
341,452 |
61.3% |
3,508,894 |
|
| Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,162.0 |
3,156.0 |
3,131.2 |
|
| R3 |
3,149.0 |
3,143.0 |
3,127.6 |
|
| R2 |
3,136.0 |
3,136.0 |
3,126.4 |
|
| R1 |
3,130.0 |
3,130.0 |
3,125.2 |
3,126.5 |
| PP |
3,123.0 |
3,123.0 |
3,123.0 |
3,121.3 |
| S1 |
3,117.0 |
3,117.0 |
3,122.8 |
3,113.5 |
| S2 |
3,110.0 |
3,110.0 |
3,121.6 |
|
| S3 |
3,097.0 |
3,104.0 |
3,120.4 |
|
| S4 |
3,084.0 |
3,091.0 |
3,116.9 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,453.3 |
3,408.7 |
3,175.5 |
|
| R3 |
3,323.3 |
3,278.7 |
3,139.8 |
|
| R2 |
3,193.3 |
3,193.3 |
3,127.8 |
|
| R1 |
3,148.7 |
3,148.7 |
3,115.9 |
3,171.0 |
| PP |
3,063.3 |
3,063.3 |
3,063.3 |
3,074.5 |
| S1 |
3,018.7 |
3,018.7 |
3,092.1 |
3,041.0 |
| S2 |
2,933.3 |
2,933.3 |
3,080.2 |
|
| S3 |
2,803.3 |
2,888.7 |
3,068.3 |
|
| S4 |
2,673.3 |
2,758.7 |
3,032.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,130.0 |
3,048.0 |
82.0 |
2.6% |
26.6 |
0.9% |
93% |
False |
False |
781,215 |
| 10 |
3,130.0 |
2,968.0 |
162.0 |
5.2% |
38.0 |
1.2% |
96% |
False |
False |
853,051 |
| 20 |
3,130.0 |
2,902.0 |
228.0 |
7.3% |
43.4 |
1.4% |
97% |
False |
False |
642,479 |
| 40 |
3,130.0 |
2,880.0 |
250.0 |
8.0% |
40.5 |
1.3% |
98% |
False |
False |
323,661 |
| 60 |
3,130.0 |
2,868.0 |
262.0 |
8.4% |
42.2 |
1.4% |
98% |
False |
False |
216,291 |
| 80 |
3,130.0 |
2,847.0 |
283.0 |
9.1% |
39.4 |
1.3% |
98% |
False |
False |
162,308 |
| 100 |
3,130.0 |
2,847.0 |
283.0 |
9.1% |
33.4 |
1.1% |
98% |
False |
False |
129,994 |
| 120 |
3,130.0 |
2,819.0 |
311.0 |
10.0% |
30.0 |
1.0% |
98% |
False |
False |
108,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,184.3 |
|
2.618 |
3,163.0 |
|
1.618 |
3,150.0 |
|
1.000 |
3,142.0 |
|
0.618 |
3,137.0 |
|
HIGH |
3,129.0 |
|
0.618 |
3,124.0 |
|
0.500 |
3,122.5 |
|
0.382 |
3,121.0 |
|
LOW |
3,116.0 |
|
0.618 |
3,108.0 |
|
1.000 |
3,103.0 |
|
1.618 |
3,095.0 |
|
2.618 |
3,082.0 |
|
4.250 |
3,060.8 |
|
|
| Fisher Pivots for day following 02-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,123.5 |
3,119.5 |
| PP |
3,123.0 |
3,115.0 |
| S1 |
3,122.5 |
3,110.5 |
|