| Trading Metrics calculated at close of trading on 03-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,532.80 |
16,572.36 |
39.56 |
0.2% |
16,303.28 |
| High |
16,588.19 |
16,604.15 |
15.96 |
0.1% |
16,466.04 |
| Low |
16,506.60 |
16,527.60 |
21.00 |
0.1% |
16,191.79 |
| Close |
16,573.00 |
16,572.55 |
-0.45 |
0.0% |
16,323.06 |
| Range |
81.59 |
76.55 |
-5.04 |
-6.2% |
274.25 |
| ATR |
149.76 |
144.53 |
-5.23 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,797.75 |
16,761.70 |
16,614.65 |
|
| R3 |
16,721.20 |
16,685.15 |
16,593.60 |
|
| R2 |
16,644.65 |
16,644.65 |
16,586.58 |
|
| R1 |
16,608.60 |
16,608.60 |
16,579.57 |
16,626.63 |
| PP |
16,568.10 |
16,568.10 |
16,568.10 |
16,577.11 |
| S1 |
16,532.05 |
16,532.05 |
16,565.53 |
16,550.08 |
| S2 |
16,491.55 |
16,491.55 |
16,558.52 |
|
| S3 |
16,415.00 |
16,455.50 |
16,551.50 |
|
| S4 |
16,338.45 |
16,378.95 |
16,530.45 |
|
|
| 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 |
16,604.15 |
16,267.77 |
336.38 |
2.0% |
114.00 |
0.7% |
91% |
True |
False |
|
| 10 |
16,604.15 |
16,191.79 |
412.36 |
2.5% |
133.48 |
0.8% |
92% |
True |
False |
|
| 20 |
16,604.15 |
16,046.99 |
557.16 |
3.4% |
149.90 |
0.9% |
94% |
True |
False |
|
| 40 |
16,604.15 |
15,443.00 |
1,161.15 |
7.0% |
149.43 |
0.9% |
97% |
True |
False |
|
| 60 |
16,604.15 |
15,340.69 |
1,263.46 |
7.6% |
156.67 |
0.9% |
97% |
True |
False |
|
| 80 |
16,604.15 |
15,340.69 |
1,263.46 |
7.6% |
145.32 |
0.9% |
97% |
True |
False |
|
| 100 |
16,604.15 |
15,340.69 |
1,263.46 |
7.6% |
137.61 |
0.8% |
97% |
True |
False |
|
| 120 |
16,604.15 |
15,100.13 |
1,504.02 |
9.1% |
134.71 |
0.8% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,929.49 |
|
2.618 |
16,804.56 |
|
1.618 |
16,728.01 |
|
1.000 |
16,680.70 |
|
0.618 |
16,651.46 |
|
HIGH |
16,604.15 |
|
0.618 |
16,574.91 |
|
0.500 |
16,565.88 |
|
0.382 |
16,556.84 |
|
LOW |
16,527.60 |
|
0.618 |
16,480.29 |
|
1.000 |
16,451.05 |
|
1.618 |
16,403.74 |
|
2.618 |
16,327.19 |
|
4.250 |
16,202.26 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,570.33 |
16,558.66 |
| PP |
16,568.10 |
16,544.77 |
| S1 |
16,565.88 |
16,530.88 |
|