| Trading Metrics calculated at close of trading on 03-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
9,656.0 |
9,656.5 |
0.5 |
0.0% |
9,336.5 |
| High |
9,666.5 |
9,712.0 |
45.5 |
0.5% |
9,611.5 |
| Low |
9,626.5 |
9,610.5 |
-16.0 |
-0.2% |
9,197.5 |
| Close |
9,651.5 |
9,645.0 |
-6.5 |
-0.1% |
9,603.0 |
| Range |
40.0 |
101.5 |
61.5 |
153.8% |
414.0 |
| ATR |
140.7 |
137.9 |
-2.8 |
-2.0% |
0.0 |
| Volume |
93,603 |
101,001 |
7,398 |
7.9% |
417,736 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,960.3 |
9,904.2 |
9,700.8 |
|
| R3 |
9,858.8 |
9,802.7 |
9,672.9 |
|
| R2 |
9,757.3 |
9,757.3 |
9,663.6 |
|
| R1 |
9,701.2 |
9,701.2 |
9,654.3 |
9,678.5 |
| PP |
9,655.8 |
9,655.8 |
9,655.8 |
9,644.5 |
| S1 |
9,599.7 |
9,599.7 |
9,635.7 |
9,577.0 |
| S2 |
9,554.3 |
9,554.3 |
9,626.4 |
|
| S3 |
9,452.8 |
9,498.2 |
9,617.1 |
|
| S4 |
9,351.3 |
9,396.7 |
9,589.2 |
|
|
| 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 |
9,712.0 |
9,473.0 |
239.0 |
2.5% |
85.9 |
0.9% |
72% |
True |
False |
84,167 |
| 10 |
9,712.0 |
9,173.0 |
539.0 |
5.6% |
107.8 |
1.1% |
88% |
True |
False |
93,551 |
| 20 |
9,712.0 |
8,934.5 |
777.5 |
8.1% |
137.7 |
1.4% |
91% |
True |
False |
62,680 |
| 40 |
9,755.5 |
8,934.5 |
821.0 |
8.5% |
128.2 |
1.3% |
87% |
False |
False |
31,676 |
| 60 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
131.6 |
1.4% |
80% |
False |
False |
21,170 |
| 80 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
119.1 |
1.2% |
80% |
False |
False |
15,902 |
| 100 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
108.7 |
1.1% |
80% |
False |
False |
12,738 |
| 120 |
9,819.0 |
8,624.0 |
1,195.0 |
12.4% |
98.3 |
1.0% |
85% |
False |
False |
10,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,143.4 |
|
2.618 |
9,977.7 |
|
1.618 |
9,876.2 |
|
1.000 |
9,813.5 |
|
0.618 |
9,774.7 |
|
HIGH |
9,712.0 |
|
0.618 |
9,673.2 |
|
0.500 |
9,661.3 |
|
0.382 |
9,649.3 |
|
LOW |
9,610.5 |
|
0.618 |
9,547.8 |
|
1.000 |
9,509.0 |
|
1.618 |
9,446.3 |
|
2.618 |
9,344.8 |
|
4.250 |
9,179.1 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,661.3 |
9,653.0 |
| PP |
9,655.8 |
9,650.3 |
| S1 |
9,650.4 |
9,647.7 |
|