| Trading Metrics calculated at close of trading on 04-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,490 |
16,507 |
17 |
0.1% |
16,276 |
| High |
16,531 |
16,574 |
43 |
0.3% |
16,574 |
| Low |
16,451 |
16,312 |
-139 |
-0.8% |
16,276 |
| Close |
16,501 |
16,356 |
-145 |
-0.9% |
16,356 |
| Range |
80 |
262 |
182 |
227.5% |
298 |
| ATR |
155 |
163 |
8 |
4.9% |
0 |
| Volume |
116,779 |
245,035 |
128,256 |
109.8% |
722,742 |
|
| Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,200 |
17,040 |
16,500 |
|
| R3 |
16,938 |
16,778 |
16,428 |
|
| R2 |
16,676 |
16,676 |
16,404 |
|
| R1 |
16,516 |
16,516 |
16,380 |
16,465 |
| PP |
16,414 |
16,414 |
16,414 |
16,389 |
| S1 |
16,254 |
16,254 |
16,332 |
16,203 |
| S2 |
16,152 |
16,152 |
16,308 |
|
| S3 |
15,890 |
15,992 |
16,284 |
|
| S4 |
15,628 |
15,730 |
16,212 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,296 |
17,124 |
16,520 |
|
| R3 |
16,998 |
16,826 |
16,438 |
|
| R2 |
16,700 |
16,700 |
16,411 |
|
| R1 |
16,528 |
16,528 |
16,383 |
16,614 |
| PP |
16,402 |
16,402 |
16,402 |
16,445 |
| S1 |
16,230 |
16,230 |
16,329 |
16,316 |
| S2 |
16,104 |
16,104 |
16,301 |
|
| S3 |
15,806 |
15,932 |
16,274 |
|
| S4 |
15,508 |
15,634 |
16,192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,574 |
16,276 |
298 |
1.8% |
136 |
0.8% |
27% |
True |
False |
144,548 |
| 10 |
16,574 |
16,112 |
462 |
2.8% |
149 |
0.9% |
53% |
True |
False |
162,617 |
| 20 |
16,574 |
15,911 |
663 |
4.1% |
170 |
1.0% |
67% |
True |
False |
138,262 |
| 40 |
16,574 |
15,430 |
1,144 |
7.0% |
159 |
1.0% |
81% |
True |
False |
69,390 |
| 60 |
16,574 |
15,216 |
1,358 |
8.3% |
160 |
1.0% |
84% |
True |
False |
46,271 |
| 80 |
16,574 |
15,216 |
1,358 |
8.3% |
137 |
0.8% |
84% |
True |
False |
34,708 |
| 100 |
16,574 |
15,216 |
1,358 |
8.3% |
112 |
0.7% |
84% |
True |
False |
27,767 |
| 120 |
16,574 |
14,951 |
1,623 |
9.9% |
98 |
0.6% |
87% |
True |
False |
23,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,688 |
|
2.618 |
17,260 |
|
1.618 |
16,998 |
|
1.000 |
16,836 |
|
0.618 |
16,736 |
|
HIGH |
16,574 |
|
0.618 |
16,474 |
|
0.500 |
16,443 |
|
0.382 |
16,412 |
|
LOW |
16,312 |
|
0.618 |
16,150 |
|
1.000 |
16,050 |
|
1.618 |
15,888 |
|
2.618 |
15,626 |
|
4.250 |
15,199 |
|
|
| Fisher Pivots for day following 04-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,443 |
16,443 |
| PP |
16,414 |
16,414 |
| S1 |
16,385 |
16,385 |
|