| Trading Metrics calculated at close of trading on 21-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,852.50 |
1,859.25 |
6.75 |
0.4% |
1,806.00 |
| High |
1,863.75 |
1,865.50 |
1.75 |
0.1% |
1,863.75 |
| Low |
1,847.25 |
1,856.50 |
9.25 |
0.5% |
1,803.25 |
| Close |
1,858.00 |
1,864.50 |
6.50 |
0.3% |
1,858.00 |
| Range |
16.50 |
9.00 |
-7.50 |
-45.5% |
60.50 |
| ATR |
22.61 |
21.64 |
-0.97 |
-4.3% |
0.00 |
| Volume |
1,255,343 |
533,891 |
-721,452 |
-57.5% |
7,394,255 |
|
| Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,889.25 |
1,885.75 |
1,869.50 |
|
| R3 |
1,880.25 |
1,876.75 |
1,867.00 |
|
| R2 |
1,871.25 |
1,871.25 |
1,866.25 |
|
| R1 |
1,867.75 |
1,867.75 |
1,865.25 |
1,869.50 |
| PP |
1,862.25 |
1,862.25 |
1,862.25 |
1,863.00 |
| S1 |
1,858.75 |
1,858.75 |
1,863.75 |
1,860.50 |
| S2 |
1,853.25 |
1,853.25 |
1,862.75 |
|
| S3 |
1,844.25 |
1,849.75 |
1,862.00 |
|
| S4 |
1,835.25 |
1,840.75 |
1,859.50 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,023.25 |
2,001.00 |
1,891.25 |
|
| R3 |
1,962.75 |
1,940.50 |
1,874.75 |
|
| R2 |
1,902.25 |
1,902.25 |
1,869.00 |
|
| R1 |
1,880.00 |
1,880.00 |
1,863.50 |
1,891.00 |
| PP |
1,841.75 |
1,841.75 |
1,841.75 |
1,847.25 |
| S1 |
1,819.50 |
1,819.50 |
1,852.50 |
1,830.50 |
| S2 |
1,781.25 |
1,781.25 |
1,847.00 |
|
| S3 |
1,720.75 |
1,759.00 |
1,841.25 |
|
| S4 |
1,660.25 |
1,698.50 |
1,824.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,865.50 |
1,803.25 |
62.25 |
3.3% |
20.25 |
1.1% |
98% |
True |
False |
1,585,629 |
| 10 |
1,867.50 |
1,803.25 |
64.25 |
3.4% |
23.75 |
1.3% |
95% |
False |
False |
1,828,187 |
| 20 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
21.50 |
1.1% |
69% |
False |
False |
1,745,559 |
| 40 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
20.75 |
1.1% |
69% |
False |
False |
1,206,501 |
| 60 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
22.00 |
1.2% |
83% |
False |
False |
807,027 |
| 80 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
20.00 |
1.1% |
83% |
False |
False |
605,980 |
| 100 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
18.75 |
1.0% |
83% |
False |
False |
484,860 |
| 120 |
1,892.50 |
1,725.25 |
167.25 |
9.0% |
17.75 |
0.9% |
83% |
False |
False |
404,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,903.75 |
|
2.618 |
1,889.00 |
|
1.618 |
1,880.00 |
|
1.000 |
1,874.50 |
|
0.618 |
1,871.00 |
|
HIGH |
1,865.50 |
|
0.618 |
1,862.00 |
|
0.500 |
1,861.00 |
|
0.382 |
1,860.00 |
|
LOW |
1,856.50 |
|
0.618 |
1,851.00 |
|
1.000 |
1,847.50 |
|
1.618 |
1,842.00 |
|
2.618 |
1,833.00 |
|
4.250 |
1,818.25 |
|
|
| Fisher Pivots for day following 21-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,863.25 |
1,860.75 |
| PP |
1,862.25 |
1,856.75 |
| S1 |
1,861.00 |
1,853.00 |
|