| Trading Metrics calculated at close of trading on 23-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
9,471.5 |
9,626.0 |
154.5 |
1.6% |
9,275.0 |
| High |
9,630.5 |
9,633.0 |
2.5 |
0.0% |
9,484.5 |
| Low |
9,453.0 |
9,555.5 |
102.5 |
1.1% |
9,102.5 |
| Close |
9,618.0 |
9,567.0 |
-51.0 |
-0.5% |
9,429.0 |
| Range |
177.5 |
77.5 |
-100.0 |
-56.3% |
382.0 |
| ATR |
163.8 |
157.7 |
-6.2 |
-3.8% |
0.0 |
| Volume |
74,607 |
123,559 |
48,952 |
65.6% |
463,295 |
|
| Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,817.7 |
9,769.8 |
9,609.6 |
|
| R3 |
9,740.2 |
9,692.3 |
9,588.3 |
|
| R2 |
9,662.7 |
9,662.7 |
9,581.2 |
|
| R1 |
9,614.8 |
9,614.8 |
9,574.1 |
9,600.0 |
| PP |
9,585.2 |
9,585.2 |
9,585.2 |
9,577.8 |
| S1 |
9,537.3 |
9,537.3 |
9,559.9 |
9,522.5 |
| S2 |
9,507.7 |
9,507.7 |
9,552.8 |
|
| S3 |
9,430.2 |
9,459.8 |
9,545.7 |
|
| S4 |
9,352.7 |
9,382.3 |
9,524.4 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,484.7 |
10,338.8 |
9,639.1 |
|
| R3 |
10,102.7 |
9,956.8 |
9,534.1 |
|
| R2 |
9,720.7 |
9,720.7 |
9,499.0 |
|
| R1 |
9,574.8 |
9,574.8 |
9,464.0 |
9,647.8 |
| PP |
9,338.7 |
9,338.7 |
9,338.7 |
9,375.1 |
| S1 |
9,192.8 |
9,192.8 |
9,394.0 |
9,265.8 |
| S2 |
8,956.7 |
8,956.7 |
9,359.0 |
|
| S3 |
8,574.7 |
8,810.8 |
9,324.0 |
|
| S4 |
8,192.7 |
8,428.8 |
9,218.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,633.0 |
9,102.5 |
530.5 |
5.5% |
168.4 |
1.8% |
88% |
True |
False |
97,937 |
| 10 |
9,633.0 |
9,102.5 |
530.5 |
5.5% |
158.4 |
1.7% |
88% |
True |
False |
113,866 |
| 20 |
9,741.0 |
9,102.5 |
638.5 |
6.7% |
134.0 |
1.4% |
73% |
False |
False |
107,005 |
| 40 |
9,755.5 |
8,934.5 |
821.0 |
8.6% |
141.8 |
1.5% |
77% |
False |
False |
66,395 |
| 60 |
9,755.5 |
8,934.5 |
821.0 |
8.6% |
137.7 |
1.4% |
77% |
False |
False |
44,316 |
| 80 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
130.2 |
1.4% |
72% |
False |
False |
33,271 |
| 100 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
119.8 |
1.3% |
72% |
False |
False |
26,633 |
| 120 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
108.5 |
1.1% |
72% |
False |
False |
22,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,962.4 |
|
2.618 |
9,835.9 |
|
1.618 |
9,758.4 |
|
1.000 |
9,710.5 |
|
0.618 |
9,680.9 |
|
HIGH |
9,633.0 |
|
0.618 |
9,603.4 |
|
0.500 |
9,594.3 |
|
0.382 |
9,585.1 |
|
LOW |
9,555.5 |
|
0.618 |
9,507.6 |
|
1.000 |
9,478.0 |
|
1.618 |
9,430.1 |
|
2.618 |
9,352.6 |
|
4.250 |
9,226.1 |
|
|
| Fisher Pivots for day following 23-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,594.3 |
9,532.2 |
| PP |
9,585.2 |
9,497.3 |
| S1 |
9,576.1 |
9,462.5 |
|