| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
5,393.0 |
5,429.0 |
36.0 |
0.7% |
5,374.0 |
| High |
5,416.0 |
5,476.0 |
60.0 |
1.1% |
5,424.0 |
| Low |
5,388.0 |
5,429.0 |
41.0 |
0.8% |
5,346.0 |
| Close |
5,404.0 |
5,464.0 |
60.0 |
1.1% |
5,422.0 |
| Range |
28.0 |
47.0 |
19.0 |
67.9% |
78.0 |
| ATR |
42.8 |
44.9 |
2.1 |
4.9% |
0.0 |
| Volume |
15,657 |
31,516 |
15,859 |
101.3% |
104,116 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,597.3 |
5,577.7 |
5,489.9 |
|
| R3 |
5,550.3 |
5,530.7 |
5,476.9 |
|
| R2 |
5,503.3 |
5,503.3 |
5,472.6 |
|
| R1 |
5,483.7 |
5,483.7 |
5,468.3 |
5,493.5 |
| PP |
5,456.3 |
5,456.3 |
5,456.3 |
5,461.3 |
| S1 |
5,436.7 |
5,436.7 |
5,459.7 |
5,446.5 |
| S2 |
5,409.3 |
5,409.3 |
5,455.4 |
|
| S3 |
5,362.3 |
5,389.7 |
5,451.1 |
|
| S4 |
5,315.3 |
5,342.7 |
5,438.2 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,631.3 |
5,604.7 |
5,464.9 |
|
| R3 |
5,553.3 |
5,526.7 |
5,443.5 |
|
| R2 |
5,475.3 |
5,475.3 |
5,436.3 |
|
| R1 |
5,448.7 |
5,448.7 |
5,429.2 |
5,462.0 |
| PP |
5,397.3 |
5,397.3 |
5,397.3 |
5,404.0 |
| S1 |
5,370.7 |
5,370.7 |
5,414.9 |
5,384.0 |
| S2 |
5,319.3 |
5,319.3 |
5,407.7 |
|
| S3 |
5,241.3 |
5,292.7 |
5,400.6 |
|
| S4 |
5,163.3 |
5,214.7 |
5,379.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,476.0 |
5,381.0 |
95.0 |
1.7% |
32.2 |
0.6% |
87% |
True |
False |
18,354 |
| 10 |
5,476.0 |
5,305.0 |
171.0 |
3.1% |
37.7 |
0.7% |
93% |
True |
False |
20,351 |
| 20 |
5,476.0 |
5,286.0 |
190.0 |
3.5% |
39.8 |
0.7% |
94% |
True |
False |
31,308 |
| 40 |
5,476.0 |
5,261.0 |
215.0 |
3.9% |
29.7 |
0.5% |
94% |
True |
False |
15,738 |
| 60 |
5,476.0 |
4,998.0 |
478.0 |
8.7% |
25.1 |
0.5% |
97% |
True |
False |
10,521 |
| 80 |
5,476.0 |
4,998.0 |
478.0 |
8.7% |
21.0 |
0.4% |
97% |
True |
False |
7,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,675.8 |
|
2.618 |
5,599.0 |
|
1.618 |
5,552.0 |
|
1.000 |
5,523.0 |
|
0.618 |
5,505.0 |
|
HIGH |
5,476.0 |
|
0.618 |
5,458.0 |
|
0.500 |
5,452.5 |
|
0.382 |
5,447.0 |
|
LOW |
5,429.0 |
|
0.618 |
5,400.0 |
|
1.000 |
5,382.0 |
|
1.618 |
5,353.0 |
|
2.618 |
5,306.0 |
|
4.250 |
5,229.3 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,460.2 |
5,452.2 |
| PP |
5,456.3 |
5,440.3 |
| S1 |
5,452.5 |
5,428.5 |
|