| Trading Metrics calculated at close of trading on 29-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,854.00 |
1,858.00 |
4.00 |
0.2% |
1,851.25 |
| High |
1,863.75 |
1,867.75 |
4.00 |
0.2% |
1,875.00 |
| Low |
1,836.75 |
1,858.00 |
21.25 |
1.2% |
1,846.00 |
| Close |
1,858.50 |
1,864.50 |
6.00 |
0.3% |
1,852.75 |
| Range |
27.00 |
9.75 |
-17.25 |
-63.9% |
29.00 |
| ATR |
20.24 |
19.49 |
-0.75 |
-3.7% |
0.00 |
| Volume |
2,203 |
3,820 |
1,617 |
73.4% |
13,278 |
|
| Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,892.75 |
1,888.25 |
1,869.75 |
|
| R3 |
1,883.00 |
1,878.50 |
1,867.25 |
|
| R2 |
1,873.25 |
1,873.25 |
1,866.25 |
|
| R1 |
1,868.75 |
1,868.75 |
1,865.50 |
1,871.00 |
| PP |
1,863.50 |
1,863.50 |
1,863.50 |
1,864.50 |
| S1 |
1,859.00 |
1,859.00 |
1,863.50 |
1,861.25 |
| S2 |
1,853.75 |
1,853.75 |
1,862.75 |
|
| S3 |
1,844.00 |
1,849.25 |
1,861.75 |
|
| S4 |
1,834.25 |
1,839.50 |
1,859.25 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,945.00 |
1,927.75 |
1,868.75 |
|
| R3 |
1,916.00 |
1,898.75 |
1,860.75 |
|
| R2 |
1,887.00 |
1,887.00 |
1,858.00 |
|
| R1 |
1,869.75 |
1,869.75 |
1,855.50 |
1,878.50 |
| PP |
1,858.00 |
1,858.00 |
1,858.00 |
1,862.25 |
| S1 |
1,840.75 |
1,840.75 |
1,850.00 |
1,849.50 |
| S2 |
1,829.00 |
1,829.00 |
1,847.50 |
|
| S3 |
1,800.00 |
1,811.75 |
1,844.75 |
|
| S4 |
1,771.00 |
1,782.75 |
1,836.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,875.00 |
1,836.75 |
38.25 |
2.1% |
17.50 |
0.9% |
73% |
False |
False |
2,590 |
| 10 |
1,875.00 |
1,802.50 |
72.50 |
3.9% |
17.75 |
1.0% |
86% |
False |
False |
3,018 |
| 20 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
20.25 |
1.1% |
77% |
False |
False |
3,281 |
| 40 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
19.50 |
1.0% |
77% |
False |
False |
2,064 |
| 60 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
19.00 |
1.0% |
88% |
False |
False |
1,472 |
| 80 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
18.00 |
1.0% |
88% |
False |
False |
1,153 |
| 100 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
15.25 |
0.8% |
88% |
False |
False |
926 |
| 120 |
1,885.25 |
1,719.25 |
166.00 |
8.9% |
13.00 |
0.7% |
88% |
False |
False |
776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,909.25 |
|
2.618 |
1,893.25 |
|
1.618 |
1,883.50 |
|
1.000 |
1,877.50 |
|
0.618 |
1,873.75 |
|
HIGH |
1,867.75 |
|
0.618 |
1,864.00 |
|
0.500 |
1,863.00 |
|
0.382 |
1,861.75 |
|
LOW |
1,858.00 |
|
0.618 |
1,852.00 |
|
1.000 |
1,848.25 |
|
1.618 |
1,842.25 |
|
2.618 |
1,832.50 |
|
4.250 |
1,816.50 |
|
|
| Fisher Pivots for day following 29-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,864.00 |
1,860.50 |
| PP |
1,863.50 |
1,856.25 |
| S1 |
1,863.00 |
1,852.25 |
|