| Trading Metrics calculated at close of trading on 14-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,061.0 |
3,036.0 |
-25.0 |
-0.8% |
3,137.0 |
| High |
3,076.0 |
3,075.0 |
-1.0 |
0.0% |
3,148.0 |
| Low |
3,033.0 |
3,023.0 |
-10.0 |
-0.3% |
3,033.0 |
| Close |
3,051.0 |
3,070.0 |
19.0 |
0.6% |
3,051.0 |
| Range |
43.0 |
52.0 |
9.0 |
20.9% |
115.0 |
| ATR |
47.6 |
48.0 |
0.3 |
0.7% |
0.0 |
| Volume |
990,851 |
1,253,860 |
263,009 |
26.5% |
5,364,468 |
|
| Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,212.0 |
3,193.0 |
3,098.6 |
|
| R3 |
3,160.0 |
3,141.0 |
3,084.3 |
|
| R2 |
3,108.0 |
3,108.0 |
3,079.5 |
|
| R1 |
3,089.0 |
3,089.0 |
3,074.8 |
3,098.5 |
| PP |
3,056.0 |
3,056.0 |
3,056.0 |
3,060.8 |
| S1 |
3,037.0 |
3,037.0 |
3,065.2 |
3,046.5 |
| S2 |
3,004.0 |
3,004.0 |
3,060.5 |
|
| S3 |
2,952.0 |
2,985.0 |
3,055.7 |
|
| S4 |
2,900.0 |
2,933.0 |
3,041.4 |
|
|
| 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 |
3,134.0 |
3,023.0 |
111.0 |
3.6% |
50.8 |
1.7% |
42% |
False |
True |
1,105,499 |
| 10 |
3,175.0 |
3,023.0 |
152.0 |
5.0% |
41.9 |
1.4% |
31% |
False |
True |
1,010,465 |
| 20 |
3,175.0 |
2,936.0 |
239.0 |
7.8% |
43.9 |
1.4% |
56% |
False |
False |
974,186 |
| 40 |
3,175.0 |
2,902.0 |
273.0 |
8.9% |
42.1 |
1.4% |
62% |
False |
False |
539,532 |
| 60 |
3,175.0 |
2,868.0 |
307.0 |
10.0% |
44.0 |
1.4% |
66% |
False |
False |
360,368 |
| 80 |
3,175.0 |
2,850.0 |
325.0 |
10.6% |
41.4 |
1.3% |
68% |
False |
False |
270,412 |
| 100 |
3,175.0 |
2,847.0 |
328.0 |
10.7% |
36.3 |
1.2% |
68% |
False |
False |
216,406 |
| 120 |
3,175.0 |
2,847.0 |
328.0 |
10.7% |
32.1 |
1.0% |
68% |
False |
False |
180,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,296.0 |
|
2.618 |
3,211.1 |
|
1.618 |
3,159.1 |
|
1.000 |
3,127.0 |
|
0.618 |
3,107.1 |
|
HIGH |
3,075.0 |
|
0.618 |
3,055.1 |
|
0.500 |
3,049.0 |
|
0.382 |
3,042.9 |
|
LOW |
3,023.0 |
|
0.618 |
2,990.9 |
|
1.000 |
2,971.0 |
|
1.618 |
2,938.9 |
|
2.618 |
2,886.9 |
|
4.250 |
2,802.0 |
|
|
| Fisher Pivots for day following 14-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,063.0 |
3,078.5 |
| PP |
3,056.0 |
3,075.7 |
| S1 |
3,049.0 |
3,072.8 |
|