| Trading Metrics calculated at close of trading on 02-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,458.05 |
16,532.80 |
74.75 |
0.5% |
16,303.28 |
| High |
16,565.73 |
16,588.19 |
22.46 |
0.1% |
16,466.04 |
| Low |
16,457.60 |
16,506.60 |
49.00 |
0.3% |
16,191.79 |
| Close |
16,532.61 |
16,573.00 |
40.39 |
0.2% |
16,323.06 |
| Range |
108.13 |
81.59 |
-26.54 |
-24.5% |
274.25 |
| ATR |
155.00 |
149.76 |
-5.24 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,800.70 |
16,768.44 |
16,617.87 |
|
| R3 |
16,719.11 |
16,686.85 |
16,595.44 |
|
| R2 |
16,637.52 |
16,637.52 |
16,587.96 |
|
| R1 |
16,605.26 |
16,605.26 |
16,580.48 |
16,621.39 |
| PP |
16,555.93 |
16,555.93 |
16,555.93 |
16,564.00 |
| S1 |
16,523.67 |
16,523.67 |
16,565.52 |
16,539.80 |
| S2 |
16,474.34 |
16,474.34 |
16,558.04 |
|
| S3 |
16,392.75 |
16,442.08 |
16,550.56 |
|
| S4 |
16,311.16 |
16,360.49 |
16,528.13 |
|
|
| 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 |
16,588.19 |
16,191.79 |
396.40 |
2.4% |
120.52 |
0.7% |
96% |
True |
False |
|
| 10 |
16,588.19 |
16,160.33 |
427.86 |
2.6% |
145.19 |
0.9% |
96% |
True |
False |
|
| 20 |
16,588.19 |
16,046.99 |
541.20 |
3.3% |
150.56 |
0.9% |
97% |
True |
False |
|
| 40 |
16,588.19 |
15,340.69 |
1,247.50 |
7.5% |
150.95 |
0.9% |
99% |
True |
False |
|
| 60 |
16,588.19 |
15,340.69 |
1,247.50 |
7.5% |
157.62 |
1.0% |
99% |
True |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.5% |
146.83 |
0.9% |
99% |
False |
False |
|
| 100 |
16,588.25 |
15,340.69 |
1,247.56 |
7.5% |
138.95 |
0.8% |
99% |
False |
False |
|
| 120 |
16,588.25 |
14,806.39 |
1,781.86 |
10.8% |
136.74 |
0.8% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,934.95 |
|
2.618 |
16,801.79 |
|
1.618 |
16,720.20 |
|
1.000 |
16,669.78 |
|
0.618 |
16,638.61 |
|
HIGH |
16,588.19 |
|
0.618 |
16,557.02 |
|
0.500 |
16,547.40 |
|
0.382 |
16,537.77 |
|
LOW |
16,506.60 |
|
0.618 |
16,456.18 |
|
1.000 |
16,425.01 |
|
1.618 |
16,374.59 |
|
2.618 |
16,293.00 |
|
4.250 |
16,159.84 |
|
|
| Fisher Pivots for day following 02-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,564.47 |
16,534.07 |
| PP |
16,555.93 |
16,495.14 |
| S1 |
16,547.40 |
16,456.21 |
|