| Trading Metrics calculated at close of trading on 01-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,324.22 |
16,458.05 |
133.83 |
0.8% |
16,303.28 |
| High |
16,480.85 |
16,565.73 |
84.88 |
0.5% |
16,466.04 |
| Low |
16,324.22 |
16,457.60 |
133.38 |
0.8% |
16,191.79 |
| Close |
16,457.66 |
16,532.61 |
74.95 |
0.5% |
16,323.06 |
| Range |
156.63 |
108.13 |
-48.50 |
-31.0% |
274.25 |
| ATR |
158.61 |
155.00 |
-3.61 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,843.04 |
16,795.95 |
16,592.08 |
|
| R3 |
16,734.91 |
16,687.82 |
16,562.35 |
|
| R2 |
16,626.78 |
16,626.78 |
16,552.43 |
|
| R1 |
16,579.69 |
16,579.69 |
16,542.52 |
16,603.24 |
| PP |
16,518.65 |
16,518.65 |
16,518.65 |
16,530.42 |
| S1 |
16,471.56 |
16,471.56 |
16,522.70 |
16,495.11 |
| S2 |
16,410.52 |
16,410.52 |
16,512.79 |
|
| S3 |
16,302.39 |
16,363.43 |
16,502.87 |
|
| S4 |
16,194.26 |
16,255.30 |
16,473.14 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,149.71 |
17,010.64 |
16,473.90 |
|
| R3 |
16,875.46 |
16,736.39 |
16,398.48 |
|
| R2 |
16,601.21 |
16,601.21 |
16,373.34 |
|
| R1 |
16,462.14 |
16,462.14 |
16,348.20 |
16,531.68 |
| PP |
16,326.96 |
16,326.96 |
16,326.96 |
16,361.73 |
| S1 |
16,187.89 |
16,187.89 |
16,297.92 |
16,257.43 |
| S2 |
16,052.71 |
16,052.71 |
16,272.78 |
|
| S3 |
15,778.46 |
15,913.64 |
16,247.64 |
|
| S4 |
15,504.21 |
15,639.39 |
16,172.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,565.73 |
16,191.79 |
373.94 |
2.3% |
143.61 |
0.9% |
91% |
True |
False |
|
| 10 |
16,565.73 |
16,126.29 |
439.44 |
2.7% |
160.73 |
1.0% |
92% |
True |
False |
|
| 20 |
16,565.73 |
16,046.99 |
518.74 |
3.1% |
149.61 |
0.9% |
94% |
True |
False |
|
| 40 |
16,565.73 |
15,340.69 |
1,225.04 |
7.4% |
152.04 |
0.9% |
97% |
True |
False |
|
| 60 |
16,565.73 |
15,340.69 |
1,225.04 |
7.4% |
158.38 |
1.0% |
97% |
True |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.5% |
146.89 |
0.9% |
96% |
False |
False |
|
| 100 |
16,588.25 |
15,340.69 |
1,247.56 |
7.5% |
139.35 |
0.8% |
96% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.3% |
137.17 |
0.8% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,025.28 |
|
2.618 |
16,848.81 |
|
1.618 |
16,740.68 |
|
1.000 |
16,673.86 |
|
0.618 |
16,632.55 |
|
HIGH |
16,565.73 |
|
0.618 |
16,524.42 |
|
0.500 |
16,511.67 |
|
0.382 |
16,498.91 |
|
LOW |
16,457.60 |
|
0.618 |
16,390.78 |
|
1.000 |
16,349.47 |
|
1.618 |
16,282.65 |
|
2.618 |
16,174.52 |
|
4.250 |
15,998.05 |
|
|
| Fisher Pivots for day following 01-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,525.63 |
16,493.99 |
| PP |
16,518.65 |
16,455.37 |
| S1 |
16,511.67 |
16,416.75 |
|