| Trading Metrics calculated at close of trading on 30-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
6,671.5 |
6,715.0 |
43.5 |
0.7% |
6,610.0 |
| High |
6,732.5 |
6,765.5 |
33.0 |
0.5% |
6,682.0 |
| Low |
6,663.0 |
6,707.0 |
44.0 |
0.7% |
6,595.5 |
| Close |
6,716.0 |
6,744.5 |
28.5 |
0.4% |
6,637.5 |
| Range |
69.5 |
58.5 |
-11.0 |
-15.8% |
86.5 |
| ATR |
73.0 |
72.0 |
-1.0 |
-1.4% |
0.0 |
| Volume |
115,823 |
45,484 |
-70,339 |
-60.7% |
361,734 |
|
| Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,914.5 |
6,888.0 |
6,776.5 |
|
| R3 |
6,856.0 |
6,829.5 |
6,760.5 |
|
| R2 |
6,797.5 |
6,797.5 |
6,755.0 |
|
| R1 |
6,771.0 |
6,771.0 |
6,750.0 |
6,784.0 |
| PP |
6,739.0 |
6,739.0 |
6,739.0 |
6,745.5 |
| S1 |
6,712.5 |
6,712.5 |
6,739.0 |
6,726.0 |
| S2 |
6,680.5 |
6,680.5 |
6,734.0 |
|
| S3 |
6,622.0 |
6,654.0 |
6,728.5 |
|
| S4 |
6,563.5 |
6,595.5 |
6,712.5 |
|
|
| 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 |
6,765.5 |
6,613.0 |
152.5 |
2.3% |
56.5 |
0.8% |
86% |
True |
False |
93,211 |
| 10 |
6,765.5 |
6,452.0 |
313.5 |
4.6% |
63.0 |
0.9% |
93% |
True |
False |
92,974 |
| 20 |
6,765.5 |
6,452.0 |
313.5 |
4.6% |
67.5 |
1.0% |
93% |
True |
False |
98,001 |
| 40 |
6,765.5 |
6,431.5 |
334.0 |
5.0% |
72.0 |
1.1% |
94% |
True |
False |
91,681 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.3% |
66.0 |
1.0% |
89% |
False |
False |
61,262 |
| 80 |
6,800.0 |
6,310.5 |
489.5 |
7.3% |
59.5 |
0.9% |
89% |
False |
False |
45,956 |
| 100 |
6,800.0 |
6,310.5 |
489.5 |
7.3% |
48.0 |
0.7% |
89% |
False |
False |
36,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,014.0 |
|
2.618 |
6,918.5 |
|
1.618 |
6,860.0 |
|
1.000 |
6,824.0 |
|
0.618 |
6,801.5 |
|
HIGH |
6,765.5 |
|
0.618 |
6,743.0 |
|
0.500 |
6,736.0 |
|
0.382 |
6,729.5 |
|
LOW |
6,707.0 |
|
0.618 |
6,671.0 |
|
1.000 |
6,648.5 |
|
1.618 |
6,612.5 |
|
2.618 |
6,554.0 |
|
4.250 |
6,458.5 |
|
|
| Fisher Pivots for day following 30-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,742.0 |
6,727.5 |
| PP |
6,739.0 |
6,710.5 |
| S1 |
6,736.0 |
6,694.0 |
|