| Trading Metrics calculated at close of trading on 02-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
9,608.5 |
9,656.0 |
47.5 |
0.5% |
9,336.5 |
| High |
9,650.5 |
9,666.5 |
16.0 |
0.2% |
9,611.5 |
| Low |
9,594.0 |
9,626.5 |
32.5 |
0.3% |
9,197.5 |
| Close |
9,610.0 |
9,651.5 |
41.5 |
0.4% |
9,603.0 |
| Range |
56.5 |
40.0 |
-16.5 |
-29.2% |
414.0 |
| ATR |
147.2 |
140.7 |
-6.5 |
-4.4% |
0.0 |
| Volume |
66,335 |
93,603 |
27,268 |
41.1% |
417,736 |
|
| Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,768.2 |
9,749.8 |
9,673.5 |
|
| R3 |
9,728.2 |
9,709.8 |
9,662.5 |
|
| R2 |
9,688.2 |
9,688.2 |
9,658.8 |
|
| R1 |
9,669.8 |
9,669.8 |
9,655.2 |
9,659.0 |
| PP |
9,648.2 |
9,648.2 |
9,648.2 |
9,642.8 |
| S1 |
9,629.8 |
9,629.8 |
9,647.8 |
9,619.0 |
| S2 |
9,608.2 |
9,608.2 |
9,644.2 |
|
| S3 |
9,568.2 |
9,589.8 |
9,640.5 |
|
| S4 |
9,528.2 |
9,549.8 |
9,629.5 |
|
|
| 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 |
9,666.5 |
9,415.5 |
251.0 |
2.6% |
80.6 |
0.8% |
94% |
True |
False |
83,875 |
| 10 |
9,666.5 |
9,173.0 |
493.5 |
5.1% |
113.1 |
1.2% |
97% |
True |
False |
91,890 |
| 20 |
9,666.5 |
8,934.5 |
732.0 |
7.6% |
136.0 |
1.4% |
98% |
True |
False |
57,675 |
| 40 |
9,755.5 |
8,934.5 |
821.0 |
8.5% |
127.1 |
1.3% |
87% |
False |
False |
29,153 |
| 60 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
130.8 |
1.4% |
81% |
False |
False |
19,487 |
| 80 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
119.8 |
1.2% |
81% |
False |
False |
14,640 |
| 100 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
108.1 |
1.1% |
81% |
False |
False |
11,728 |
| 120 |
9,819.0 |
8,521.5 |
1,297.5 |
13.4% |
98.1 |
1.0% |
87% |
False |
False |
9,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,836.5 |
|
2.618 |
9,771.2 |
|
1.618 |
9,731.2 |
|
1.000 |
9,706.5 |
|
0.618 |
9,691.2 |
|
HIGH |
9,666.5 |
|
0.618 |
9,651.2 |
|
0.500 |
9,646.5 |
|
0.382 |
9,641.8 |
|
LOW |
9,626.5 |
|
0.618 |
9,601.8 |
|
1.000 |
9,586.5 |
|
1.618 |
9,561.8 |
|
2.618 |
9,521.8 |
|
4.250 |
9,456.5 |
|
|
| Fisher Pivots for day following 02-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,649.8 |
9,639.1 |
| PP |
9,648.2 |
9,626.7 |
| S1 |
9,646.5 |
9,614.3 |
|