| Trading Metrics calculated at close of trading on 16-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,073.0 |
3,068.0 |
-5.0 |
-0.2% |
3,137.0 |
| High |
3,081.0 |
3,093.0 |
12.0 |
0.4% |
3,148.0 |
| Low |
3,010.0 |
3,054.0 |
44.0 |
1.5% |
3,033.0 |
| Close |
3,033.0 |
3,078.0 |
45.0 |
1.5% |
3,051.0 |
| Range |
71.0 |
39.0 |
-32.0 |
-45.1% |
115.0 |
| ATR |
49.6 |
50.3 |
0.7 |
1.5% |
0.0 |
| Volume |
1,082,202 |
839,317 |
-242,885 |
-22.4% |
5,364,468 |
|
| Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,192.0 |
3,174.0 |
3,099.5 |
|
| R3 |
3,153.0 |
3,135.0 |
3,088.7 |
|
| R2 |
3,114.0 |
3,114.0 |
3,085.2 |
|
| R1 |
3,096.0 |
3,096.0 |
3,081.6 |
3,105.0 |
| PP |
3,075.0 |
3,075.0 |
3,075.0 |
3,079.5 |
| S1 |
3,057.0 |
3,057.0 |
3,074.4 |
3,066.0 |
| S2 |
3,036.0 |
3,036.0 |
3,070.9 |
|
| S3 |
2,997.0 |
3,018.0 |
3,067.3 |
|
| S4 |
2,958.0 |
2,979.0 |
3,056.6 |
|
|
| 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 |
4.0% |
57.6 |
1.9% |
55% |
False |
False |
1,105,624 |
| 10 |
3,175.0 |
3,010.0 |
165.0 |
5.4% |
48.8 |
1.6% |
41% |
False |
False |
1,057,044 |
| 20 |
3,175.0 |
2,968.0 |
207.0 |
6.7% |
43.4 |
1.4% |
53% |
False |
False |
955,047 |
| 40 |
3,175.0 |
2,902.0 |
273.0 |
8.9% |
43.7 |
1.4% |
64% |
False |
False |
587,563 |
| 60 |
3,175.0 |
2,868.0 |
307.0 |
10.0% |
45.0 |
1.5% |
68% |
False |
False |
392,390 |
| 80 |
3,175.0 |
2,868.0 |
307.0 |
10.0% |
41.7 |
1.4% |
68% |
False |
False |
294,431 |
| 100 |
3,175.0 |
2,847.0 |
328.0 |
10.7% |
37.3 |
1.2% |
70% |
False |
False |
235,621 |
| 120 |
3,175.0 |
2,847.0 |
328.0 |
10.7% |
33.0 |
1.1% |
70% |
False |
False |
196,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,258.8 |
|
2.618 |
3,195.1 |
|
1.618 |
3,156.1 |
|
1.000 |
3,132.0 |
|
0.618 |
3,117.1 |
|
HIGH |
3,093.0 |
|
0.618 |
3,078.1 |
|
0.500 |
3,073.5 |
|
0.382 |
3,068.9 |
|
LOW |
3,054.0 |
|
0.618 |
3,029.9 |
|
1.000 |
3,015.0 |
|
1.618 |
2,990.9 |
|
2.618 |
2,951.9 |
|
4.250 |
2,888.3 |
|
|
| Fisher Pivots for day following 16-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,076.5 |
3,069.2 |
| PP |
3,075.0 |
3,060.3 |
| S1 |
3,073.5 |
3,051.5 |
|