| 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 |
1,861.00 |
1,840.00 |
-21.00 |
-1.1% |
1,855.00 |
| High |
1,861.75 |
1,849.00 |
-12.75 |
-0.7% |
1,892.50 |
| Low |
1,834.50 |
1,830.75 |
-3.75 |
-0.2% |
1,855.00 |
| Close |
1,838.00 |
1,845.00 |
7.00 |
0.4% |
1,860.00 |
| Range |
27.25 |
18.25 |
-9.00 |
-33.0% |
37.50 |
| ATR |
20.68 |
20.50 |
-0.17 |
-0.8% |
0.00 |
| Volume |
2,179,083 |
1,854,828 |
-324,255 |
-14.9% |
7,703,725 |
|
| Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,896.25 |
1,889.00 |
1,855.00 |
|
| R3 |
1,878.00 |
1,870.75 |
1,850.00 |
|
| R2 |
1,859.75 |
1,859.75 |
1,848.25 |
|
| R1 |
1,852.50 |
1,852.50 |
1,846.75 |
1,856.00 |
| PP |
1,841.50 |
1,841.50 |
1,841.50 |
1,843.50 |
| S1 |
1,834.25 |
1,834.25 |
1,843.25 |
1,838.00 |
| S2 |
1,823.25 |
1,823.25 |
1,841.75 |
|
| S3 |
1,805.00 |
1,816.00 |
1,840.00 |
|
| S4 |
1,786.75 |
1,797.75 |
1,835.00 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,981.75 |
1,958.25 |
1,880.50 |
|
| R3 |
1,944.25 |
1,920.75 |
1,870.25 |
|
| R2 |
1,906.75 |
1,906.75 |
1,867.00 |
|
| R1 |
1,883.25 |
1,883.25 |
1,863.50 |
1,895.00 |
| PP |
1,869.25 |
1,869.25 |
1,869.25 |
1,875.00 |
| S1 |
1,845.75 |
1,845.75 |
1,856.50 |
1,857.50 |
| S2 |
1,831.75 |
1,831.75 |
1,853.00 |
|
| S3 |
1,794.25 |
1,808.25 |
1,849.75 |
|
| S4 |
1,756.75 |
1,770.75 |
1,839.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,892.50 |
1,830.75 |
61.75 |
3.3% |
20.75 |
1.1% |
23% |
False |
True |
1,790,377 |
| 10 |
1,892.50 |
1,830.75 |
61.75 |
3.3% |
19.25 |
1.0% |
23% |
False |
True |
1,716,970 |
| 20 |
1,892.50 |
1,823.50 |
69.00 |
3.7% |
21.00 |
1.1% |
31% |
False |
False |
1,678,048 |
| 40 |
1,892.50 |
1,787.50 |
105.00 |
5.7% |
19.50 |
1.1% |
55% |
False |
False |
851,881 |
| 60 |
1,892.50 |
1,725.25 |
167.25 |
9.1% |
21.00 |
1.1% |
72% |
False |
False |
569,987 |
| 80 |
1,892.50 |
1,725.25 |
167.25 |
9.1% |
19.25 |
1.0% |
72% |
False |
False |
427,950 |
| 100 |
1,892.50 |
1,725.25 |
167.25 |
9.1% |
18.00 |
1.0% |
72% |
False |
False |
342,384 |
| 120 |
1,892.50 |
1,684.75 |
207.75 |
11.3% |
16.75 |
0.9% |
77% |
False |
False |
285,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,926.50 |
|
2.618 |
1,896.75 |
|
1.618 |
1,878.50 |
|
1.000 |
1,867.25 |
|
0.618 |
1,860.25 |
|
HIGH |
1,849.00 |
|
0.618 |
1,842.00 |
|
0.500 |
1,840.00 |
|
0.382 |
1,837.75 |
|
LOW |
1,830.75 |
|
0.618 |
1,819.50 |
|
1.000 |
1,812.50 |
|
1.618 |
1,801.25 |
|
2.618 |
1,783.00 |
|
4.250 |
1,753.25 |
|
|
| Fisher Pivots for day following 08-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,843.25 |
1,861.50 |
| PP |
1,841.50 |
1,856.00 |
| S1 |
1,840.00 |
1,850.50 |
|