| 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 |
14,950 |
15,125 |
175 |
1.2% |
14,255 |
| High |
15,140 |
15,230 |
90 |
0.6% |
14,895 |
| Low |
14,935 |
15,040 |
105 |
0.7% |
14,240 |
| Close |
15,135 |
15,125 |
-10 |
-0.1% |
14,840 |
| Range |
205 |
190 |
-15 |
-7.3% |
655 |
| ATR |
288 |
281 |
-7 |
-2.4% |
0 |
| Volume |
17,169 |
11,721 |
-5,448 |
-31.7% |
82,398 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,702 |
15,603 |
15,230 |
|
| R3 |
15,512 |
15,413 |
15,177 |
|
| R2 |
15,322 |
15,322 |
15,160 |
|
| R1 |
15,223 |
15,223 |
15,143 |
15,220 |
| PP |
15,132 |
15,132 |
15,132 |
15,130 |
| S1 |
15,033 |
15,033 |
15,108 |
15,030 |
| S2 |
14,942 |
14,942 |
15,090 |
|
| S3 |
14,752 |
14,843 |
15,073 |
|
| S4 |
14,562 |
14,653 |
15,021 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,623 |
16,387 |
15,200 |
|
| R3 |
15,968 |
15,732 |
15,020 |
|
| R2 |
15,313 |
15,313 |
14,960 |
|
| R1 |
15,077 |
15,077 |
14,900 |
15,195 |
| PP |
14,658 |
14,658 |
14,658 |
14,718 |
| S1 |
14,422 |
14,422 |
14,780 |
14,540 |
| S2 |
14,003 |
14,003 |
14,720 |
|
| S3 |
13,348 |
13,767 |
14,660 |
|
| S4 |
12,693 |
13,112 |
14,480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,230 |
14,575 |
655 |
4.3% |
210 |
1.4% |
84% |
True |
False |
12,902 |
| 10 |
15,230 |
14,240 |
990 |
6.5% |
241 |
1.6% |
89% |
True |
False |
14,462 |
| 20 |
15,440 |
14,110 |
1,330 |
8.8% |
295 |
2.0% |
76% |
False |
False |
18,003 |
| 40 |
15,440 |
14,110 |
1,330 |
8.8% |
282 |
1.9% |
76% |
False |
False |
9,242 |
| 60 |
16,100 |
13,970 |
2,130 |
14.1% |
247 |
1.6% |
54% |
False |
False |
6,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,038 |
|
2.618 |
15,728 |
|
1.618 |
15,538 |
|
1.000 |
15,420 |
|
0.618 |
15,348 |
|
HIGH |
15,230 |
|
0.618 |
15,158 |
|
0.500 |
15,135 |
|
0.382 |
15,113 |
|
LOW |
15,040 |
|
0.618 |
14,923 |
|
1.000 |
14,850 |
|
1.618 |
14,733 |
|
2.618 |
14,543 |
|
4.250 |
14,233 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,135 |
15,087 |
| PP |
15,132 |
15,048 |
| S1 |
15,128 |
15,010 |
|