| Trading Metrics calculated at close of trading on 30-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
5,550.0 |
5,499.0 |
-51.0 |
-0.9% |
5,461.0 |
| High |
5,552.0 |
5,513.0 |
-39.0 |
-0.7% |
5,533.0 |
| Low |
5,456.0 |
5,451.0 |
-5.0 |
-0.1% |
5,443.0 |
| Close |
5,477.0 |
5,469.0 |
-8.0 |
-0.1% |
5,523.0 |
| Range |
96.0 |
62.0 |
-34.0 |
-35.4% |
90.0 |
| ATR |
48.3 |
49.2 |
1.0 |
2.0% |
0.0 |
| Volume |
32,226 |
27,294 |
-4,932 |
-15.3% |
54,555 |
|
| Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,663.7 |
5,628.3 |
5,503.1 |
|
| R3 |
5,601.7 |
5,566.3 |
5,486.1 |
|
| R2 |
5,539.7 |
5,539.7 |
5,480.4 |
|
| R1 |
5,504.3 |
5,504.3 |
5,474.7 |
5,491.0 |
| PP |
5,477.7 |
5,477.7 |
5,477.7 |
5,471.0 |
| S1 |
5,442.3 |
5,442.3 |
5,463.3 |
5,429.0 |
| S2 |
5,415.7 |
5,415.7 |
5,457.6 |
|
| S3 |
5,353.7 |
5,380.3 |
5,452.0 |
|
| S4 |
5,291.7 |
5,318.3 |
5,434.9 |
|
|
| 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 |
5,451.0 |
101.0 |
1.8% |
48.8 |
0.9% |
18% |
False |
True |
23,301 |
| 10 |
5,552.0 |
5,337.0 |
215.0 |
3.9% |
46.7 |
0.9% |
61% |
False |
False |
23,468 |
| 20 |
5,552.0 |
5,337.0 |
215.0 |
3.9% |
40.6 |
0.7% |
61% |
False |
False |
22,020 |
| 40 |
5,552.0 |
5,286.0 |
266.0 |
4.9% |
38.8 |
0.7% |
69% |
False |
False |
22,566 |
| 60 |
5,552.0 |
4,998.0 |
554.0 |
10.1% |
30.6 |
0.6% |
85% |
False |
False |
15,072 |
| 80 |
5,552.0 |
4,998.0 |
554.0 |
10.1% |
26.1 |
0.5% |
85% |
False |
False |
11,320 |
| 100 |
5,552.0 |
4,998.0 |
554.0 |
10.1% |
23.1 |
0.4% |
85% |
False |
False |
9,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,776.5 |
|
2.618 |
5,675.3 |
|
1.618 |
5,613.3 |
|
1.000 |
5,575.0 |
|
0.618 |
5,551.3 |
|
HIGH |
5,513.0 |
|
0.618 |
5,489.3 |
|
0.500 |
5,482.0 |
|
0.382 |
5,474.7 |
|
LOW |
5,451.0 |
|
0.618 |
5,412.7 |
|
1.000 |
5,389.0 |
|
1.618 |
5,350.7 |
|
2.618 |
5,288.7 |
|
4.250 |
5,187.5 |
|
|
| Fisher Pivots for day following 30-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,482.0 |
5,501.5 |
| PP |
5,477.7 |
5,490.7 |
| S1 |
5,473.3 |
5,479.8 |
|