| Trading Metrics calculated at close of trading on 24-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,873.00 |
1,879.00 |
6.00 |
0.3% |
1,806.00 |
| High |
1,880.75 |
1,882.50 |
1.75 |
0.1% |
1,863.75 |
| Low |
1,867.50 |
1,863.75 |
-3.75 |
-0.2% |
1,803.25 |
| Close |
1,873.00 |
1,873.00 |
0.00 |
0.0% |
1,858.00 |
| Range |
13.25 |
18.75 |
5.50 |
41.5% |
60.50 |
| ATR |
20.80 |
20.65 |
-0.15 |
-0.7% |
0.00 |
| Volume |
1,000,557 |
1,577,086 |
576,529 |
57.6% |
7,394,255 |
|
| Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,929.25 |
1,920.00 |
1,883.25 |
|
| R3 |
1,910.50 |
1,901.25 |
1,878.25 |
|
| R2 |
1,891.75 |
1,891.75 |
1,876.50 |
|
| R1 |
1,882.50 |
1,882.50 |
1,874.75 |
1,877.75 |
| PP |
1,873.00 |
1,873.00 |
1,873.00 |
1,870.75 |
| S1 |
1,863.75 |
1,863.75 |
1,871.25 |
1,859.00 |
| S2 |
1,854.25 |
1,854.25 |
1,869.50 |
|
| S3 |
1,835.50 |
1,845.00 |
1,867.75 |
|
| S4 |
1,816.75 |
1,826.25 |
1,862.75 |
|
|
| 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 |
1,882.50 |
1,847.25 |
35.25 |
1.9% |
15.00 |
0.8% |
73% |
True |
False |
1,094,667 |
| 10 |
1,882.50 |
1,803.25 |
79.25 |
4.2% |
22.00 |
1.2% |
88% |
True |
False |
1,651,785 |
| 20 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
20.50 |
1.1% |
78% |
False |
False |
1,660,151 |
| 40 |
1,892.50 |
1,803.25 |
89.25 |
4.8% |
20.50 |
1.1% |
78% |
False |
False |
1,298,132 |
| 60 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
21.25 |
1.1% |
88% |
False |
False |
868,017 |
| 80 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
20.25 |
1.1% |
88% |
False |
False |
652,010 |
| 100 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
19.00 |
1.0% |
88% |
False |
False |
521,699 |
| 120 |
1,892.50 |
1,725.25 |
167.25 |
8.9% |
18.00 |
1.0% |
88% |
False |
False |
434,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,962.25 |
|
2.618 |
1,931.50 |
|
1.618 |
1,912.75 |
|
1.000 |
1,901.25 |
|
0.618 |
1,894.00 |
|
HIGH |
1,882.50 |
|
0.618 |
1,875.25 |
|
0.500 |
1,873.00 |
|
0.382 |
1,871.00 |
|
LOW |
1,863.75 |
|
0.618 |
1,852.25 |
|
1.000 |
1,845.00 |
|
1.618 |
1,833.50 |
|
2.618 |
1,814.75 |
|
4.250 |
1,784.00 |
|
|
| Fisher Pivots for day following 24-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,873.00 |
1,872.50 |
| PP |
1,873.00 |
1,872.00 |
| S1 |
1,873.00 |
1,871.50 |
|