| Trading Metrics calculated at close of trading on 24-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,142.0 |
3,134.0 |
-8.0 |
-0.3% |
3,036.0 |
| High |
3,144.0 |
3,150.0 |
6.0 |
0.2% |
3,117.0 |
| Low |
3,117.0 |
3,091.0 |
-26.0 |
-0.8% |
3,010.0 |
| Close |
3,121.0 |
3,127.0 |
6.0 |
0.2% |
3,097.0 |
| Range |
27.0 |
59.0 |
32.0 |
118.5% |
107.0 |
| ATR |
48.7 |
49.4 |
0.7 |
1.5% |
0.0 |
| Volume |
1,018,219 |
942,390 |
-75,829 |
-7.4% |
3,897,600 |
|
| Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,299.7 |
3,272.3 |
3,159.5 |
|
| R3 |
3,240.7 |
3,213.3 |
3,143.2 |
|
| R2 |
3,181.7 |
3,181.7 |
3,137.8 |
|
| R1 |
3,154.3 |
3,154.3 |
3,132.4 |
3,138.5 |
| PP |
3,122.7 |
3,122.7 |
3,122.7 |
3,114.8 |
| S1 |
3,095.3 |
3,095.3 |
3,121.6 |
3,079.5 |
| S2 |
3,063.7 |
3,063.7 |
3,116.2 |
|
| S3 |
3,004.7 |
3,036.3 |
3,110.8 |
|
| S4 |
2,945.7 |
2,977.3 |
3,094.6 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,395.7 |
3,353.3 |
3,155.9 |
|
| R3 |
3,288.7 |
3,246.3 |
3,126.4 |
|
| R2 |
3,181.7 |
3,181.7 |
3,116.6 |
|
| R1 |
3,139.3 |
3,139.3 |
3,106.8 |
3,160.5 |
| PP |
3,074.7 |
3,074.7 |
3,074.7 |
3,085.3 |
| S1 |
3,032.3 |
3,032.3 |
3,087.2 |
3,053.5 |
| S2 |
2,967.7 |
2,967.7 |
3,077.4 |
|
| S3 |
2,860.7 |
2,925.3 |
3,067.6 |
|
| S4 |
2,753.7 |
2,818.3 |
3,038.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,150.0 |
3,054.0 |
96.0 |
3.1% |
45.0 |
1.4% |
76% |
True |
False |
836,011 |
| 10 |
3,150.0 |
3,010.0 |
140.0 |
4.5% |
50.0 |
1.6% |
84% |
True |
False |
1,008,112 |
| 20 |
3,175.0 |
3,010.0 |
165.0 |
5.3% |
42.3 |
1.4% |
71% |
False |
False |
928,783 |
| 40 |
3,175.0 |
2,902.0 |
273.0 |
8.7% |
44.9 |
1.4% |
82% |
False |
False |
670,912 |
| 60 |
3,175.0 |
2,868.0 |
307.0 |
9.8% |
44.3 |
1.4% |
84% |
False |
False |
447,972 |
| 80 |
3,175.0 |
2,868.0 |
307.0 |
9.8% |
42.6 |
1.4% |
84% |
False |
False |
336,116 |
| 100 |
3,175.0 |
2,847.0 |
328.0 |
10.5% |
38.9 |
1.2% |
85% |
False |
False |
269,029 |
| 120 |
3,175.0 |
2,847.0 |
328.0 |
10.5% |
34.3 |
1.1% |
85% |
False |
False |
224,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,400.8 |
|
2.618 |
3,304.5 |
|
1.618 |
3,245.5 |
|
1.000 |
3,209.0 |
|
0.618 |
3,186.5 |
|
HIGH |
3,150.0 |
|
0.618 |
3,127.5 |
|
0.500 |
3,120.5 |
|
0.382 |
3,113.5 |
|
LOW |
3,091.0 |
|
0.618 |
3,054.5 |
|
1.000 |
3,032.0 |
|
1.618 |
2,995.5 |
|
2.618 |
2,936.5 |
|
4.250 |
2,840.3 |
|
|
| Fisher Pivots for day following 24-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,124.8 |
3,124.8 |
| PP |
3,122.7 |
3,122.7 |
| S1 |
3,120.5 |
3,120.5 |
|