| Trading Metrics calculated at close of trading on 11-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,127.0 |
3,061.0 |
-66.0 |
-2.1% |
3,137.0 |
| High |
3,134.0 |
3,076.0 |
-58.0 |
-1.9% |
3,148.0 |
| Low |
3,051.0 |
3,033.0 |
-18.0 |
-0.6% |
3,033.0 |
| Close |
3,088.0 |
3,051.0 |
-37.0 |
-1.2% |
3,051.0 |
| Range |
83.0 |
43.0 |
-40.0 |
-48.2% |
115.0 |
| ATR |
47.1 |
47.6 |
0.6 |
1.2% |
0.0 |
| Volume |
1,361,891 |
990,851 |
-371,040 |
-27.2% |
5,364,468 |
|
| Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,182.3 |
3,159.7 |
3,074.7 |
|
| R3 |
3,139.3 |
3,116.7 |
3,062.8 |
|
| R2 |
3,096.3 |
3,096.3 |
3,058.9 |
|
| R1 |
3,073.7 |
3,073.7 |
3,054.9 |
3,063.5 |
| PP |
3,053.3 |
3,053.3 |
3,053.3 |
3,048.3 |
| S1 |
3,030.7 |
3,030.7 |
3,047.1 |
3,020.5 |
| S2 |
3,010.3 |
3,010.3 |
3,043.1 |
|
| S3 |
2,967.3 |
2,987.7 |
3,039.2 |
|
| S4 |
2,924.3 |
2,944.7 |
3,027.4 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,422.3 |
3,351.7 |
3,114.3 |
|
| R3 |
3,307.3 |
3,236.7 |
3,082.6 |
|
| R2 |
3,192.3 |
3,192.3 |
3,072.1 |
|
| R1 |
3,121.7 |
3,121.7 |
3,061.5 |
3,099.5 |
| PP |
3,077.3 |
3,077.3 |
3,077.3 |
3,066.3 |
| S1 |
3,006.7 |
3,006.7 |
3,040.5 |
2,984.5 |
| S2 |
2,962.3 |
2,962.3 |
3,029.9 |
|
| S3 |
2,847.3 |
2,891.7 |
3,019.4 |
|
| S4 |
2,732.3 |
2,776.7 |
2,987.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,148.0 |
3,033.0 |
115.0 |
3.8% |
49.4 |
1.6% |
16% |
False |
True |
1,072,893 |
| 10 |
3,175.0 |
3,033.0 |
142.0 |
4.7% |
39.8 |
1.3% |
13% |
False |
True |
954,482 |
| 20 |
3,175.0 |
2,902.0 |
273.0 |
8.9% |
43.6 |
1.4% |
55% |
False |
False |
945,056 |
| 40 |
3,175.0 |
2,902.0 |
273.0 |
8.9% |
41.5 |
1.4% |
55% |
False |
False |
508,190 |
| 60 |
3,175.0 |
2,868.0 |
307.0 |
10.1% |
43.5 |
1.4% |
60% |
False |
False |
339,471 |
| 80 |
3,175.0 |
2,847.0 |
328.0 |
10.8% |
41.0 |
1.3% |
62% |
False |
False |
254,740 |
| 100 |
3,175.0 |
2,847.0 |
328.0 |
10.8% |
35.8 |
1.2% |
62% |
False |
False |
203,868 |
| 120 |
3,175.0 |
2,847.0 |
328.0 |
10.8% |
31.8 |
1.0% |
62% |
False |
False |
169,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,258.8 |
|
2.618 |
3,188.6 |
|
1.618 |
3,145.6 |
|
1.000 |
3,119.0 |
|
0.618 |
3,102.6 |
|
HIGH |
3,076.0 |
|
0.618 |
3,059.6 |
|
0.500 |
3,054.5 |
|
0.382 |
3,049.4 |
|
LOW |
3,033.0 |
|
0.618 |
3,006.4 |
|
1.000 |
2,990.0 |
|
1.618 |
2,963.4 |
|
2.618 |
2,920.4 |
|
4.250 |
2,850.3 |
|
|
| Fisher Pivots for day following 11-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,054.5 |
3,083.5 |
| PP |
3,053.3 |
3,072.7 |
| S1 |
3,052.2 |
3,061.8 |
|