| Trading Metrics calculated at close of trading on 01-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
9,642.0 |
9,608.5 |
-33.5 |
-0.3% |
9,336.5 |
| High |
9,655.0 |
9,650.5 |
-4.5 |
0.0% |
9,611.5 |
| Low |
9,562.0 |
9,594.0 |
32.0 |
0.3% |
9,197.5 |
| Close |
9,586.5 |
9,610.0 |
23.5 |
0.2% |
9,603.0 |
| Range |
93.0 |
56.5 |
-36.5 |
-39.2% |
414.0 |
| ATR |
153.6 |
147.2 |
-6.4 |
-4.2% |
0.0 |
| Volume |
70,790 |
66,335 |
-4,455 |
-6.3% |
417,736 |
|
| Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,787.7 |
9,755.3 |
9,641.1 |
|
| R3 |
9,731.2 |
9,698.8 |
9,625.5 |
|
| R2 |
9,674.7 |
9,674.7 |
9,620.4 |
|
| R1 |
9,642.3 |
9,642.3 |
9,615.2 |
9,658.5 |
| PP |
9,618.2 |
9,618.2 |
9,618.2 |
9,626.3 |
| S1 |
9,585.8 |
9,585.8 |
9,604.8 |
9,602.0 |
| S2 |
9,561.7 |
9,561.7 |
9,599.6 |
|
| S3 |
9,505.2 |
9,529.3 |
9,594.5 |
|
| S4 |
9,448.7 |
9,472.8 |
9,578.9 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,712.7 |
10,571.8 |
9,830.7 |
|
| R3 |
10,298.7 |
10,157.8 |
9,716.9 |
|
| R2 |
9,884.7 |
9,884.7 |
9,678.9 |
|
| R1 |
9,743.8 |
9,743.8 |
9,641.0 |
9,814.3 |
| PP |
9,470.7 |
9,470.7 |
9,470.7 |
9,505.9 |
| S1 |
9,329.8 |
9,329.8 |
9,565.1 |
9,400.3 |
| S2 |
9,056.7 |
9,056.7 |
9,527.1 |
|
| S3 |
8,642.7 |
8,915.8 |
9,489.2 |
|
| S4 |
8,228.7 |
8,501.8 |
9,375.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,655.0 |
9,378.5 |
276.5 |
2.9% |
98.8 |
1.0% |
84% |
False |
False |
86,002 |
| 10 |
9,655.0 |
9,125.0 |
530.0 |
5.5% |
130.4 |
1.4% |
92% |
False |
False |
90,287 |
| 20 |
9,655.0 |
8,934.5 |
720.5 |
7.5% |
142.2 |
1.5% |
94% |
False |
False |
53,184 |
| 40 |
9,755.5 |
8,934.5 |
821.0 |
8.5% |
128.1 |
1.3% |
82% |
False |
False |
26,816 |
| 60 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
131.5 |
1.4% |
76% |
False |
False |
17,928 |
| 80 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
121.7 |
1.3% |
76% |
False |
False |
13,471 |
| 100 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
108.1 |
1.1% |
76% |
False |
False |
10,792 |
| 120 |
9,819.0 |
8,521.5 |
1,297.5 |
13.5% |
97.8 |
1.0% |
84% |
False |
False |
9,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,890.6 |
|
2.618 |
9,798.4 |
|
1.618 |
9,741.9 |
|
1.000 |
9,707.0 |
|
0.618 |
9,685.4 |
|
HIGH |
9,650.5 |
|
0.618 |
9,628.9 |
|
0.500 |
9,622.3 |
|
0.382 |
9,615.6 |
|
LOW |
9,594.0 |
|
0.618 |
9,559.1 |
|
1.000 |
9,537.5 |
|
1.618 |
9,502.6 |
|
2.618 |
9,446.1 |
|
4.250 |
9,353.9 |
|
|
| Fisher Pivots for day following 01-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,622.3 |
9,594.7 |
| PP |
9,618.2 |
9,579.3 |
| S1 |
9,614.1 |
9,564.0 |
|