| Trading Metrics calculated at close of trading on 08-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
14,915 |
14,745 |
-170 |
-1.1% |
14,810 |
| High |
14,955 |
14,815 |
-140 |
-0.9% |
15,230 |
| Low |
14,680 |
14,335 |
-345 |
-2.4% |
14,775 |
| Close |
14,760 |
14,400 |
-360 |
-2.4% |
14,920 |
| Range |
275 |
480 |
205 |
74.5% |
455 |
| ATR |
287 |
301 |
14 |
4.8% |
0 |
| Volume |
15,151 |
25,811 |
10,660 |
70.4% |
70,888 |
|
| Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,957 |
15,658 |
14,664 |
|
| R3 |
15,477 |
15,178 |
14,532 |
|
| R2 |
14,997 |
14,997 |
14,488 |
|
| R1 |
14,698 |
14,698 |
14,444 |
14,608 |
| PP |
14,517 |
14,517 |
14,517 |
14,471 |
| S1 |
14,218 |
14,218 |
14,356 |
14,128 |
| S2 |
14,037 |
14,037 |
14,312 |
|
| S3 |
13,557 |
13,738 |
14,268 |
|
| S4 |
13,077 |
13,258 |
14,136 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,340 |
16,085 |
15,170 |
|
| R3 |
15,885 |
15,630 |
15,045 |
|
| R2 |
15,430 |
15,430 |
15,004 |
|
| R1 |
15,175 |
15,175 |
14,962 |
15,303 |
| PP |
14,975 |
14,975 |
14,975 |
15,039 |
| S1 |
14,720 |
14,720 |
14,878 |
14,848 |
| S2 |
14,520 |
14,520 |
14,837 |
|
| S3 |
14,065 |
14,265 |
14,795 |
|
| S4 |
13,610 |
13,810 |
14,670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,230 |
14,335 |
895 |
6.2% |
304 |
2.1% |
7% |
False |
True |
18,120 |
| 10 |
15,230 |
14,280 |
950 |
6.6% |
284 |
2.0% |
13% |
False |
False |
16,422 |
| 20 |
15,230 |
14,110 |
1,120 |
7.8% |
312 |
2.2% |
26% |
False |
False |
17,892 |
| 40 |
15,440 |
14,110 |
1,330 |
9.2% |
294 |
2.0% |
22% |
False |
False |
10,781 |
| 60 |
15,980 |
13,970 |
2,010 |
14.0% |
266 |
1.8% |
21% |
False |
False |
7,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,855 |
|
2.618 |
16,072 |
|
1.618 |
15,592 |
|
1.000 |
15,295 |
|
0.618 |
15,112 |
|
HIGH |
14,815 |
|
0.618 |
14,632 |
|
0.500 |
14,575 |
|
0.382 |
14,518 |
|
LOW |
14,335 |
|
0.618 |
14,038 |
|
1.000 |
13,855 |
|
1.618 |
13,558 |
|
2.618 |
13,078 |
|
4.250 |
12,295 |
|
|
| Fisher Pivots for day following 08-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
14,575 |
14,780 |
| PP |
14,517 |
14,653 |
| S1 |
14,458 |
14,527 |
|