| Trading Metrics calculated at close of trading on 22-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,859.25 |
1,864.25 |
5.00 |
0.3% |
1,806.00 |
| High |
1,865.50 |
1,878.75 |
13.25 |
0.7% |
1,863.75 |
| Low |
1,856.50 |
1,860.75 |
4.25 |
0.2% |
1,803.25 |
| Close |
1,864.50 |
1,874.00 |
9.50 |
0.5% |
1,858.00 |
| Range |
9.00 |
18.00 |
9.00 |
100.0% |
60.50 |
| ATR |
21.64 |
21.38 |
-0.26 |
-1.2% |
0.00 |
| Volume |
533,891 |
1,106,460 |
572,569 |
107.2% |
7,394,255 |
|
| Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,925.25 |
1,917.50 |
1,884.00 |
|
| R3 |
1,907.25 |
1,899.50 |
1,879.00 |
|
| R2 |
1,889.25 |
1,889.25 |
1,877.25 |
|
| R1 |
1,881.50 |
1,881.50 |
1,875.75 |
1,885.50 |
| PP |
1,871.25 |
1,871.25 |
1,871.25 |
1,873.00 |
| S1 |
1,863.50 |
1,863.50 |
1,872.25 |
1,867.50 |
| S2 |
1,853.25 |
1,853.25 |
1,870.75 |
|
| S3 |
1,835.25 |
1,845.50 |
1,869.00 |
|
| S4 |
1,817.25 |
1,827.50 |
1,864.00 |
|
|
| 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 |
1,878.75 |
1,809.25 |
69.50 |
3.7% |
19.00 |
1.0% |
93% |
True |
False |
1,429,814 |
| 10 |
1,878.75 |
1,803.25 |
75.50 |
4.0% |
23.00 |
1.2% |
94% |
True |
False |
1,720,925 |
| 20 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
21.00 |
1.1% |
79% |
False |
False |
1,709,088 |
| 40 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
20.50 |
1.1% |
79% |
False |
False |
1,233,996 |
| 60 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
21.50 |
1.1% |
89% |
False |
False |
825,373 |
| 80 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
20.00 |
1.1% |
89% |
False |
False |
619,798 |
| 100 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
18.75 |
1.0% |
89% |
False |
False |
495,924 |
| 120 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
17.75 |
0.9% |
89% |
False |
False |
413,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,955.25 |
|
2.618 |
1,925.75 |
|
1.618 |
1,907.75 |
|
1.000 |
1,896.75 |
|
0.618 |
1,889.75 |
|
HIGH |
1,878.75 |
|
0.618 |
1,871.75 |
|
0.500 |
1,869.75 |
|
0.382 |
1,867.75 |
|
LOW |
1,860.75 |
|
0.618 |
1,849.75 |
|
1.000 |
1,842.75 |
|
1.618 |
1,831.75 |
|
2.618 |
1,813.75 |
|
4.250 |
1,784.25 |
|
|
| Fisher Pivots for day following 22-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,872.50 |
1,870.25 |
| PP |
1,871.25 |
1,866.75 |
| S1 |
1,869.75 |
1,863.00 |
|