| Trading Metrics calculated at close of trading on 11-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,312.0 |
1,318.7 |
6.7 |
0.5% |
1,305.0 |
| High |
1,324.8 |
1,323.3 |
-1.5 |
-0.1% |
1,324.8 |
| Low |
1,312.0 |
1,314.9 |
2.9 |
0.2% |
1,296.0 |
| Close |
1,320.7 |
1,319.2 |
-1.5 |
-0.1% |
1,319.2 |
| Range |
12.8 |
8.4 |
-4.4 |
-34.4% |
28.8 |
| ATR |
16.0 |
15.5 |
-0.5 |
-3.4% |
0.0 |
| Volume |
6,839 |
3,043 |
-3,796 |
-55.5% |
18,147 |
|
| Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,344.3 |
1,340.2 |
1,323.8 |
|
| R3 |
1,335.9 |
1,331.8 |
1,321.5 |
|
| R2 |
1,327.5 |
1,327.5 |
1,320.7 |
|
| R1 |
1,323.4 |
1,323.4 |
1,320.0 |
1,325.5 |
| PP |
1,319.1 |
1,319.1 |
1,319.1 |
1,320.2 |
| S1 |
1,315.0 |
1,315.0 |
1,318.4 |
1,317.1 |
| S2 |
1,310.7 |
1,310.7 |
1,317.7 |
|
| S3 |
1,302.3 |
1,306.6 |
1,316.9 |
|
| S4 |
1,293.9 |
1,298.2 |
1,314.6 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,399.7 |
1,388.3 |
1,335.0 |
|
| R3 |
1,370.9 |
1,359.5 |
1,327.1 |
|
| R2 |
1,342.1 |
1,342.1 |
1,324.5 |
|
| R1 |
1,330.7 |
1,330.7 |
1,321.8 |
1,336.4 |
| PP |
1,313.3 |
1,313.3 |
1,313.3 |
1,316.2 |
| S1 |
1,301.9 |
1,301.9 |
1,316.6 |
1,307.6 |
| S2 |
1,284.5 |
1,284.5 |
1,313.9 |
|
| S3 |
1,255.7 |
1,273.1 |
1,311.3 |
|
| S4 |
1,226.9 |
1,244.3 |
1,303.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,324.8 |
1,296.0 |
28.8 |
2.2% |
12.2 |
0.9% |
81% |
False |
False |
3,629 |
| 10 |
1,324.8 |
1,278.0 |
46.8 |
3.5% |
13.3 |
1.0% |
88% |
False |
False |
2,916 |
| 20 |
1,392.0 |
1,278.0 |
114.0 |
8.6% |
15.3 |
1.2% |
36% |
False |
False |
2,813 |
| 40 |
1,392.0 |
1,278.0 |
114.0 |
8.6% |
15.3 |
1.2% |
36% |
False |
False |
2,561 |
| 60 |
1,392.0 |
1,234.6 |
157.4 |
11.9% |
14.7 |
1.1% |
54% |
False |
False |
2,232 |
| 80 |
1,392.0 |
1,187.2 |
204.8 |
15.5% |
13.9 |
1.1% |
64% |
False |
False |
1,812 |
| 100 |
1,392.0 |
1,187.2 |
204.8 |
15.5% |
13.6 |
1.0% |
64% |
False |
False |
1,517 |
| 120 |
1,392.0 |
1,187.2 |
204.8 |
15.5% |
12.5 |
1.0% |
64% |
False |
False |
1,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,359.0 |
|
2.618 |
1,345.3 |
|
1.618 |
1,336.9 |
|
1.000 |
1,331.7 |
|
0.618 |
1,328.5 |
|
HIGH |
1,323.3 |
|
0.618 |
1,320.1 |
|
0.500 |
1,319.1 |
|
0.382 |
1,318.1 |
|
LOW |
1,314.9 |
|
0.618 |
1,309.7 |
|
1.000 |
1,306.5 |
|
1.618 |
1,301.3 |
|
2.618 |
1,292.9 |
|
4.250 |
1,279.2 |
|
|
| Fisher Pivots for day following 11-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,319.2 |
1,317.2 |
| PP |
1,319.1 |
1,315.1 |
| S1 |
1,319.1 |
1,313.1 |
|