| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
14,205 |
14,460 |
255 |
1.8% |
14,915 |
| High |
14,505 |
14,555 |
50 |
0.3% |
14,955 |
| Low |
14,140 |
14,385 |
245 |
1.7% |
13,885 |
| Close |
14,490 |
14,520 |
30 |
0.2% |
13,935 |
| Range |
365 |
170 |
-195 |
-53.4% |
1,070 |
| ATR |
315 |
304 |
-10 |
-3.3% |
0 |
| Volume |
15,812 |
11,553 |
-4,259 |
-26.9% |
112,098 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,997 |
14,928 |
14,614 |
|
| R3 |
14,827 |
14,758 |
14,567 |
|
| R2 |
14,657 |
14,657 |
14,551 |
|
| R1 |
14,588 |
14,588 |
14,536 |
14,623 |
| PP |
14,487 |
14,487 |
14,487 |
14,504 |
| S1 |
14,418 |
14,418 |
14,505 |
14,453 |
| S2 |
14,317 |
14,317 |
14,489 |
|
| S3 |
14,147 |
14,248 |
14,473 |
|
| S4 |
13,977 |
14,078 |
14,427 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,468 |
16,772 |
14,524 |
|
| R3 |
16,398 |
15,702 |
14,229 |
|
| R2 |
15,328 |
15,328 |
14,131 |
|
| R1 |
14,632 |
14,632 |
14,033 |
14,445 |
| PP |
14,258 |
14,258 |
14,258 |
14,165 |
| S1 |
13,562 |
13,562 |
13,837 |
13,375 |
| S2 |
13,188 |
13,188 |
13,739 |
|
| S3 |
12,118 |
12,492 |
13,641 |
|
| S4 |
11,048 |
11,422 |
13,347 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,555 |
13,860 |
695 |
4.8% |
277 |
1.9% |
95% |
True |
False |
16,829 |
| 10 |
15,225 |
13,860 |
1,365 |
9.4% |
334 |
2.3% |
48% |
False |
False |
19,312 |
| 20 |
15,230 |
13,860 |
1,370 |
9.4% |
287 |
2.0% |
48% |
False |
False |
16,887 |
| 40 |
15,440 |
13,860 |
1,580 |
10.9% |
301 |
2.1% |
42% |
False |
False |
14,051 |
| 60 |
15,980 |
13,860 |
2,120 |
14.6% |
295 |
2.0% |
31% |
False |
False |
9,382 |
| 80 |
16,450 |
13,860 |
2,590 |
17.8% |
231 |
1.6% |
25% |
False |
False |
7,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,278 |
|
2.618 |
15,000 |
|
1.618 |
14,830 |
|
1.000 |
14,725 |
|
0.618 |
14,660 |
|
HIGH |
14,555 |
|
0.618 |
14,490 |
|
0.500 |
14,470 |
|
0.382 |
14,450 |
|
LOW |
14,385 |
|
0.618 |
14,280 |
|
1.000 |
14,215 |
|
1.618 |
14,110 |
|
2.618 |
13,940 |
|
4.250 |
13,663 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
14,503 |
14,428 |
| PP |
14,487 |
14,337 |
| S1 |
14,470 |
14,245 |
|