| 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 |
6,600.0 |
6,543.0 |
-57.0 |
-0.9% |
6,563.5 |
| High |
6,620.0 |
6,568.5 |
-51.5 |
-0.8% |
6,653.5 |
| Low |
6,530.5 |
6,492.5 |
-38.0 |
-0.6% |
6,523.0 |
| Close |
6,565.0 |
6,529.0 |
-36.0 |
-0.5% |
6,636.0 |
| Range |
89.5 |
76.0 |
-13.5 |
-15.1% |
130.5 |
| ATR |
72.5 |
72.7 |
0.3 |
0.3% |
0.0 |
| Volume |
111,872 |
92,976 |
-18,896 |
-16.9% |
445,849 |
|
| Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,758.0 |
6,719.5 |
6,571.0 |
|
| R3 |
6,682.0 |
6,643.5 |
6,550.0 |
|
| R2 |
6,606.0 |
6,606.0 |
6,543.0 |
|
| R1 |
6,567.5 |
6,567.5 |
6,536.0 |
6,549.0 |
| PP |
6,530.0 |
6,530.0 |
6,530.0 |
6,520.5 |
| S1 |
6,491.5 |
6,491.5 |
6,522.0 |
6,473.0 |
| S2 |
6,454.0 |
6,454.0 |
6,515.0 |
|
| S3 |
6,378.0 |
6,415.5 |
6,508.0 |
|
| S4 |
6,302.0 |
6,339.5 |
6,487.0 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,995.5 |
6,946.5 |
6,708.0 |
|
| R3 |
6,865.0 |
6,816.0 |
6,672.0 |
|
| R2 |
6,734.5 |
6,734.5 |
6,660.0 |
|
| R1 |
6,685.5 |
6,685.5 |
6,648.0 |
6,710.0 |
| PP |
6,604.0 |
6,604.0 |
6,604.0 |
6,616.5 |
| S1 |
6,555.0 |
6,555.0 |
6,624.0 |
6,579.5 |
| S2 |
6,473.5 |
6,473.5 |
6,612.0 |
|
| S3 |
6,343.0 |
6,424.5 |
6,600.0 |
|
| S4 |
6,212.5 |
6,294.0 |
6,564.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,653.5 |
6,492.5 |
161.0 |
2.5% |
62.0 |
1.0% |
23% |
False |
True |
99,363 |
| 10 |
6,653.5 |
6,492.5 |
161.0 |
2.5% |
62.0 |
0.9% |
23% |
False |
True |
95,695 |
| 20 |
6,653.5 |
6,431.5 |
222.0 |
3.4% |
74.0 |
1.1% |
44% |
False |
False |
111,203 |
| 40 |
6,800.0 |
6,431.5 |
368.5 |
5.6% |
67.0 |
1.0% |
26% |
False |
False |
57,166 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
60.5 |
0.9% |
45% |
False |
False |
38,145 |
| 80 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
47.5 |
0.7% |
45% |
False |
False |
28,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,891.5 |
|
2.618 |
6,767.5 |
|
1.618 |
6,691.5 |
|
1.000 |
6,644.5 |
|
0.618 |
6,615.5 |
|
HIGH |
6,568.5 |
|
0.618 |
6,539.5 |
|
0.500 |
6,530.5 |
|
0.382 |
6,521.5 |
|
LOW |
6,492.5 |
|
0.618 |
6,445.5 |
|
1.000 |
6,416.5 |
|
1.618 |
6,369.5 |
|
2.618 |
6,293.5 |
|
4.250 |
6,169.5 |
|
|
| Fisher Pivots for day following 08-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,530.5 |
6,573.0 |
| PP |
6,530.0 |
6,558.5 |
| S1 |
6,529.5 |
6,543.5 |
|