| Trading Metrics calculated at close of trading on 29-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
5,512.0 |
5,550.0 |
38.0 |
0.7% |
5,461.0 |
| High |
5,540.0 |
5,552.0 |
12.0 |
0.2% |
5,533.0 |
| Low |
5,503.0 |
5,456.0 |
-47.0 |
-0.9% |
5,443.0 |
| Close |
5,533.0 |
5,477.0 |
-56.0 |
-1.0% |
5,523.0 |
| Range |
37.0 |
96.0 |
59.0 |
159.5% |
90.0 |
| ATR |
44.6 |
48.3 |
3.7 |
8.2% |
0.0 |
| Volume |
20,548 |
32,226 |
11,678 |
56.8% |
54,555 |
|
| Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,783.0 |
5,726.0 |
5,529.8 |
|
| R3 |
5,687.0 |
5,630.0 |
5,503.4 |
|
| R2 |
5,591.0 |
5,591.0 |
5,494.6 |
|
| R1 |
5,534.0 |
5,534.0 |
5,485.8 |
5,514.5 |
| PP |
5,495.0 |
5,495.0 |
5,495.0 |
5,485.3 |
| S1 |
5,438.0 |
5,438.0 |
5,468.2 |
5,418.5 |
| S2 |
5,399.0 |
5,399.0 |
5,459.4 |
|
| S3 |
5,303.0 |
5,342.0 |
5,450.6 |
|
| S4 |
5,207.0 |
5,246.0 |
5,424.2 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,769.7 |
5,736.3 |
5,572.5 |
|
| R3 |
5,679.7 |
5,646.3 |
5,547.8 |
|
| R2 |
5,589.7 |
5,589.7 |
5,539.5 |
|
| R1 |
5,556.3 |
5,556.3 |
5,531.3 |
5,573.0 |
| PP |
5,499.7 |
5,499.7 |
5,499.7 |
5,508.0 |
| S1 |
5,466.3 |
5,466.3 |
5,514.8 |
5,483.0 |
| S2 |
5,409.7 |
5,409.7 |
5,506.5 |
|
| S3 |
5,319.7 |
5,376.3 |
5,498.3 |
|
| S4 |
5,229.7 |
5,286.3 |
5,473.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,552.0 |
5,443.0 |
109.0 |
2.0% |
42.6 |
0.8% |
31% |
True |
False |
21,465 |
| 10 |
5,552.0 |
5,337.0 |
215.0 |
3.9% |
42.9 |
0.8% |
65% |
True |
False |
22,733 |
| 20 |
5,552.0 |
5,333.0 |
219.0 |
4.0% |
39.4 |
0.7% |
66% |
True |
False |
21,365 |
| 40 |
5,552.0 |
5,286.0 |
266.0 |
4.9% |
38.2 |
0.7% |
72% |
True |
False |
21,888 |
| 60 |
5,552.0 |
4,998.0 |
554.0 |
10.1% |
29.9 |
0.5% |
86% |
True |
False |
14,624 |
| 80 |
5,552.0 |
4,998.0 |
554.0 |
10.1% |
25.3 |
0.5% |
86% |
True |
False |
10,979 |
| 100 |
5,552.0 |
4,998.0 |
554.0 |
10.1% |
22.5 |
0.4% |
86% |
True |
False |
8,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,960.0 |
|
2.618 |
5,803.3 |
|
1.618 |
5,707.3 |
|
1.000 |
5,648.0 |
|
0.618 |
5,611.3 |
|
HIGH |
5,552.0 |
|
0.618 |
5,515.3 |
|
0.500 |
5,504.0 |
|
0.382 |
5,492.7 |
|
LOW |
5,456.0 |
|
0.618 |
5,396.7 |
|
1.000 |
5,360.0 |
|
1.618 |
5,300.7 |
|
2.618 |
5,204.7 |
|
4.250 |
5,048.0 |
|
|
| Fisher Pivots for day following 29-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,504.0 |
5,504.0 |
| PP |
5,495.0 |
5,495.0 |
| S1 |
5,486.0 |
5,486.0 |
|