| 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 |
14,595 |
14,510 |
-85 |
-0.6% |
13,935 |
| High |
14,640 |
14,590 |
-50 |
-0.3% |
14,555 |
| Low |
14,380 |
14,460 |
80 |
0.6% |
13,860 |
| Close |
14,515 |
14,525 |
10 |
0.1% |
14,520 |
| Range |
260 |
130 |
-130 |
-50.0% |
695 |
| ATR |
293 |
281 |
-12 |
-4.0% |
0 |
| Volume |
11,149 |
9,143 |
-2,006 |
-18.0% |
60,274 |
|
| Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,915 |
14,850 |
14,597 |
|
| R3 |
14,785 |
14,720 |
14,561 |
|
| R2 |
14,655 |
14,655 |
14,549 |
|
| R1 |
14,590 |
14,590 |
14,537 |
14,623 |
| PP |
14,525 |
14,525 |
14,525 |
14,541 |
| S1 |
14,460 |
14,460 |
14,513 |
14,493 |
| S2 |
14,395 |
14,395 |
14,501 |
|
| S3 |
14,265 |
14,330 |
14,489 |
|
| S4 |
14,135 |
14,200 |
14,454 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,397 |
16,153 |
14,902 |
|
| R3 |
15,702 |
15,458 |
14,711 |
|
| R2 |
15,007 |
15,007 |
14,648 |
|
| R1 |
14,763 |
14,763 |
14,584 |
14,885 |
| PP |
14,312 |
14,312 |
14,312 |
14,373 |
| S1 |
14,068 |
14,068 |
14,456 |
14,190 |
| S2 |
13,617 |
13,617 |
14,393 |
|
| S3 |
12,922 |
13,373 |
14,329 |
|
| S4 |
12,227 |
12,678 |
14,138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,695 |
14,140 |
555 |
3.8% |
221 |
1.5% |
69% |
False |
False |
10,864 |
| 10 |
14,695 |
13,860 |
835 |
5.7% |
279 |
1.9% |
80% |
False |
False |
15,836 |
| 20 |
15,230 |
13,860 |
1,370 |
9.4% |
281 |
1.9% |
49% |
False |
False |
16,129 |
| 40 |
15,440 |
13,860 |
1,580 |
10.9% |
297 |
2.0% |
42% |
False |
False |
14,711 |
| 60 |
15,440 |
13,860 |
1,580 |
10.9% |
285 |
2.0% |
42% |
False |
False |
9,830 |
| 80 |
16,450 |
13,860 |
2,590 |
17.8% |
238 |
1.6% |
26% |
False |
False |
7,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,143 |
|
2.618 |
14,930 |
|
1.618 |
14,800 |
|
1.000 |
14,720 |
|
0.618 |
14,670 |
|
HIGH |
14,590 |
|
0.618 |
14,540 |
|
0.500 |
14,525 |
|
0.382 |
14,510 |
|
LOW |
14,460 |
|
0.618 |
14,380 |
|
1.000 |
14,330 |
|
1.618 |
14,250 |
|
2.618 |
14,120 |
|
4.250 |
13,908 |
|
|
| Fisher Pivots for day following 23-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
14,525 |
14,538 |
| PP |
14,525 |
14,533 |
| S1 |
14,525 |
14,529 |
|