| Trading Metrics calculated at close of trading on 15-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,036.0 |
3,073.0 |
37.0 |
1.2% |
3,137.0 |
| High |
3,075.0 |
3,081.0 |
6.0 |
0.2% |
3,148.0 |
| Low |
3,023.0 |
3,010.0 |
-13.0 |
-0.4% |
3,033.0 |
| Close |
3,070.0 |
3,033.0 |
-37.0 |
-1.2% |
3,051.0 |
| Range |
52.0 |
71.0 |
19.0 |
36.5% |
115.0 |
| ATR |
48.0 |
49.6 |
1.6 |
3.4% |
0.0 |
| Volume |
1,253,860 |
1,082,202 |
-171,658 |
-13.7% |
5,364,468 |
|
| Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,254.3 |
3,214.7 |
3,072.1 |
|
| R3 |
3,183.3 |
3,143.7 |
3,052.5 |
|
| R2 |
3,112.3 |
3,112.3 |
3,046.0 |
|
| R1 |
3,072.7 |
3,072.7 |
3,039.5 |
3,057.0 |
| PP |
3,041.3 |
3,041.3 |
3,041.3 |
3,033.5 |
| S1 |
3,001.7 |
3,001.7 |
3,026.5 |
2,986.0 |
| S2 |
2,970.3 |
2,970.3 |
3,020.0 |
|
| S3 |
2,899.3 |
2,930.7 |
3,013.5 |
|
| S4 |
2,828.3 |
2,859.7 |
2,994.0 |
|
|
| 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 |
3,010.0 |
124.0 |
4.1% |
55.0 |
1.8% |
19% |
False |
True |
1,180,214 |
| 10 |
3,175.0 |
3,010.0 |
165.0 |
5.4% |
46.2 |
1.5% |
14% |
False |
True |
1,062,972 |
| 20 |
3,175.0 |
2,961.0 |
214.0 |
7.1% |
44.9 |
1.5% |
34% |
False |
False |
972,319 |
| 40 |
3,175.0 |
2,902.0 |
273.0 |
9.0% |
43.5 |
1.4% |
48% |
False |
False |
566,586 |
| 60 |
3,175.0 |
2,868.0 |
307.0 |
10.1% |
44.9 |
1.5% |
54% |
False |
False |
378,404 |
| 80 |
3,175.0 |
2,868.0 |
307.0 |
10.1% |
41.6 |
1.4% |
54% |
False |
False |
283,940 |
| 100 |
3,175.0 |
2,847.0 |
328.0 |
10.8% |
36.9 |
1.2% |
57% |
False |
False |
227,228 |
| 120 |
3,175.0 |
2,847.0 |
328.0 |
10.8% |
32.7 |
1.1% |
57% |
False |
False |
189,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,382.8 |
|
2.618 |
3,266.9 |
|
1.618 |
3,195.9 |
|
1.000 |
3,152.0 |
|
0.618 |
3,124.9 |
|
HIGH |
3,081.0 |
|
0.618 |
3,053.9 |
|
0.500 |
3,045.5 |
|
0.382 |
3,037.1 |
|
LOW |
3,010.0 |
|
0.618 |
2,966.1 |
|
1.000 |
2,939.0 |
|
1.618 |
2,895.1 |
|
2.618 |
2,824.1 |
|
4.250 |
2,708.3 |
|
|
| Fisher Pivots for day following 15-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,045.5 |
3,045.5 |
| PP |
3,041.3 |
3,041.3 |
| S1 |
3,037.2 |
3,037.2 |
|