| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,068.0 |
3,081.0 |
13.0 |
0.4% |
3,137.0 |
| High |
3,093.0 |
3,117.0 |
24.0 |
0.8% |
3,148.0 |
| Low |
3,054.0 |
3,063.0 |
9.0 |
0.3% |
3,033.0 |
| Close |
3,078.0 |
3,097.0 |
19.0 |
0.6% |
3,051.0 |
| Range |
39.0 |
54.0 |
15.0 |
38.5% |
115.0 |
| ATR |
50.3 |
50.6 |
0.3 |
0.5% |
0.0 |
| Volume |
839,317 |
722,221 |
-117,096 |
-14.0% |
5,364,468 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,254.3 |
3,229.7 |
3,126.7 |
|
| R3 |
3,200.3 |
3,175.7 |
3,111.9 |
|
| R2 |
3,146.3 |
3,146.3 |
3,106.9 |
|
| R1 |
3,121.7 |
3,121.7 |
3,102.0 |
3,134.0 |
| PP |
3,092.3 |
3,092.3 |
3,092.3 |
3,098.5 |
| S1 |
3,067.7 |
3,067.7 |
3,092.1 |
3,080.0 |
| S2 |
3,038.3 |
3,038.3 |
3,087.1 |
|
| S3 |
2,984.3 |
3,013.7 |
3,082.2 |
|
| S4 |
2,930.3 |
2,959.7 |
3,067.3 |
|
|
| 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 |
3,117.0 |
3,010.0 |
107.0 |
3.5% |
51.8 |
1.7% |
81% |
True |
False |
977,690 |
| 10 |
3,175.0 |
3,010.0 |
165.0 |
5.3% |
50.2 |
1.6% |
53% |
False |
False |
1,033,193 |
| 20 |
3,175.0 |
2,970.0 |
205.0 |
6.6% |
43.4 |
1.4% |
62% |
False |
False |
943,826 |
| 40 |
3,175.0 |
2,902.0 |
273.0 |
8.8% |
44.2 |
1.4% |
71% |
False |
False |
605,614 |
| 60 |
3,175.0 |
2,868.0 |
307.0 |
9.9% |
45.5 |
1.5% |
75% |
False |
False |
404,343 |
| 80 |
3,175.0 |
2,868.0 |
307.0 |
9.9% |
41.9 |
1.4% |
75% |
False |
False |
303,431 |
| 100 |
3,175.0 |
2,847.0 |
328.0 |
10.6% |
37.8 |
1.2% |
76% |
False |
False |
242,844 |
| 120 |
3,175.0 |
2,847.0 |
328.0 |
10.6% |
33.4 |
1.1% |
76% |
False |
False |
202,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,346.5 |
|
2.618 |
3,258.4 |
|
1.618 |
3,204.4 |
|
1.000 |
3,171.0 |
|
0.618 |
3,150.4 |
|
HIGH |
3,117.0 |
|
0.618 |
3,096.4 |
|
0.500 |
3,090.0 |
|
0.382 |
3,083.6 |
|
LOW |
3,063.0 |
|
0.618 |
3,029.6 |
|
1.000 |
3,009.0 |
|
1.618 |
2,975.6 |
|
2.618 |
2,921.6 |
|
4.250 |
2,833.5 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,094.7 |
3,085.8 |
| PP |
3,092.3 |
3,074.7 |
| S1 |
3,090.0 |
3,063.5 |
|