| Trading Metrics calculated at close of trading on 24-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
14,510 |
14,580 |
70 |
0.5% |
13,935 |
| High |
14,590 |
14,605 |
15 |
0.1% |
14,555 |
| Low |
14,460 |
14,300 |
-160 |
-1.1% |
13,860 |
| Close |
14,525 |
14,440 |
-85 |
-0.6% |
14,520 |
| Range |
130 |
305 |
175 |
134.6% |
695 |
| ATR |
281 |
283 |
2 |
0.6% |
0 |
| Volume |
9,143 |
16,845 |
7,702 |
84.2% |
60,274 |
|
| Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,363 |
15,207 |
14,608 |
|
| R3 |
15,058 |
14,902 |
14,524 |
|
| R2 |
14,753 |
14,753 |
14,496 |
|
| R1 |
14,597 |
14,597 |
14,468 |
14,523 |
| PP |
14,448 |
14,448 |
14,448 |
14,411 |
| S1 |
14,292 |
14,292 |
14,412 |
14,218 |
| S2 |
14,143 |
14,143 |
14,384 |
|
| S3 |
13,838 |
13,987 |
14,356 |
|
| S4 |
13,533 |
13,682 |
14,272 |
|
|
| 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 |
14,300 |
395 |
2.7% |
209 |
1.4% |
35% |
False |
True |
11,071 |
| 10 |
14,695 |
13,860 |
835 |
5.8% |
283 |
2.0% |
69% |
False |
False |
15,390 |
| 20 |
15,230 |
13,860 |
1,370 |
9.5% |
286 |
2.0% |
42% |
False |
False |
16,068 |
| 40 |
15,440 |
13,860 |
1,580 |
10.9% |
300 |
2.1% |
37% |
False |
False |
15,131 |
| 60 |
15,440 |
13,860 |
1,580 |
10.9% |
287 |
2.0% |
37% |
False |
False |
10,111 |
| 80 |
16,450 |
13,860 |
2,590 |
17.9% |
242 |
1.7% |
22% |
False |
False |
7,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,901 |
|
2.618 |
15,404 |
|
1.618 |
15,099 |
|
1.000 |
14,910 |
|
0.618 |
14,794 |
|
HIGH |
14,605 |
|
0.618 |
14,489 |
|
0.500 |
14,453 |
|
0.382 |
14,417 |
|
LOW |
14,300 |
|
0.618 |
14,112 |
|
1.000 |
13,995 |
|
1.618 |
13,807 |
|
2.618 |
13,502 |
|
4.250 |
13,004 |
|
|
| Fisher Pivots for day following 24-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
14,453 |
14,470 |
| PP |
14,448 |
14,460 |
| S1 |
14,444 |
14,450 |
|