| Trading Metrics calculated at close of trading on 28-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
6,643.0 |
6,641.0 |
-2.0 |
0.0% |
6,610.0 |
| High |
6,652.5 |
6,678.0 |
25.5 |
0.4% |
6,682.0 |
| Low |
6,613.0 |
6,622.0 |
9.0 |
0.1% |
6,595.5 |
| Close |
6,637.5 |
6,653.5 |
16.0 |
0.2% |
6,637.5 |
| Range |
39.5 |
56.0 |
16.5 |
41.8% |
86.5 |
| ATR |
73.8 |
72.5 |
-1.3 |
-1.7% |
0.0 |
| Volume |
98,297 |
112,644 |
14,347 |
14.6% |
361,734 |
|
| Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,819.0 |
6,792.5 |
6,684.5 |
|
| R3 |
6,763.0 |
6,736.5 |
6,669.0 |
|
| R2 |
6,707.0 |
6,707.0 |
6,664.0 |
|
| R1 |
6,680.5 |
6,680.5 |
6,658.5 |
6,694.0 |
| PP |
6,651.0 |
6,651.0 |
6,651.0 |
6,658.0 |
| S1 |
6,624.5 |
6,624.5 |
6,648.5 |
6,638.0 |
| S2 |
6,595.0 |
6,595.0 |
6,643.0 |
|
| S3 |
6,539.0 |
6,568.5 |
6,638.0 |
|
| S4 |
6,483.0 |
6,512.5 |
6,622.5 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,898.0 |
6,854.0 |
6,685.0 |
|
| R3 |
6,811.5 |
6,767.5 |
6,661.5 |
|
| R2 |
6,725.0 |
6,725.0 |
6,653.5 |
|
| R1 |
6,681.0 |
6,681.0 |
6,645.5 |
6,703.0 |
| PP |
6,638.5 |
6,638.5 |
6,638.5 |
6,649.0 |
| S1 |
6,594.5 |
6,594.5 |
6,629.5 |
6,616.5 |
| S2 |
6,552.0 |
6,552.0 |
6,621.5 |
|
| S3 |
6,465.5 |
6,508.0 |
6,613.5 |
|
| S4 |
6,379.0 |
6,421.5 |
6,590.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,682.0 |
6,595.5 |
86.5 |
1.3% |
50.5 |
0.8% |
67% |
False |
False |
94,875 |
| 10 |
6,682.0 |
6,452.0 |
230.0 |
3.5% |
65.5 |
1.0% |
88% |
False |
False |
98,510 |
| 20 |
6,682.0 |
6,452.0 |
230.0 |
3.5% |
67.5 |
1.0% |
88% |
False |
False |
99,736 |
| 40 |
6,750.0 |
6,431.5 |
318.5 |
4.8% |
72.0 |
1.1% |
70% |
False |
False |
87,723 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
67.0 |
1.0% |
70% |
False |
False |
58,579 |
| 80 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
58.0 |
0.9% |
70% |
False |
False |
43,939 |
| 100 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
47.0 |
0.7% |
70% |
False |
False |
35,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,916.0 |
|
2.618 |
6,824.5 |
|
1.618 |
6,768.5 |
|
1.000 |
6,734.0 |
|
0.618 |
6,712.5 |
|
HIGH |
6,678.0 |
|
0.618 |
6,656.5 |
|
0.500 |
6,650.0 |
|
0.382 |
6,643.5 |
|
LOW |
6,622.0 |
|
0.618 |
6,587.5 |
|
1.000 |
6,566.0 |
|
1.618 |
6,531.5 |
|
2.618 |
6,475.5 |
|
4.250 |
6,384.0 |
|
|
| Fisher Pivots for day following 28-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,652.5 |
6,651.5 |
| PP |
6,651.0 |
6,649.5 |
| S1 |
6,650.0 |
6,647.5 |
|