| Trading Metrics calculated at close of trading on 04-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,572.36 |
16,576.02 |
3.66 |
0.0% |
16,324.22 |
| High |
16,604.15 |
16,631.63 |
27.48 |
0.2% |
16,631.63 |
| Low |
16,527.60 |
16,392.77 |
-134.83 |
-0.8% |
16,324.22 |
| Close |
16,572.55 |
16,412.71 |
-159.84 |
-1.0% |
16,412.71 |
| Range |
76.55 |
238.86 |
162.31 |
212.0% |
307.41 |
| ATR |
144.53 |
151.27 |
6.74 |
4.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,195.62 |
17,043.02 |
16,544.08 |
|
| R3 |
16,956.76 |
16,804.16 |
16,478.40 |
|
| R2 |
16,717.90 |
16,717.90 |
16,456.50 |
|
| R1 |
16,565.30 |
16,565.30 |
16,434.61 |
16,522.17 |
| PP |
16,479.04 |
16,479.04 |
16,479.04 |
16,457.47 |
| S1 |
16,326.44 |
16,326.44 |
16,390.81 |
16,283.31 |
| S2 |
16,240.18 |
16,240.18 |
16,368.92 |
|
| S3 |
16,001.32 |
16,087.58 |
16,347.02 |
|
| S4 |
15,762.46 |
15,848.72 |
16,281.34 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,378.42 |
17,202.97 |
16,581.79 |
|
| R3 |
17,071.01 |
16,895.56 |
16,497.25 |
|
| R2 |
16,763.60 |
16,763.60 |
16,469.07 |
|
| R1 |
16,588.15 |
16,588.15 |
16,440.89 |
16,675.88 |
| PP |
16,456.19 |
16,456.19 |
16,456.19 |
16,500.05 |
| S1 |
16,280.74 |
16,280.74 |
16,384.53 |
16,368.47 |
| S2 |
16,148.78 |
16,148.78 |
16,356.35 |
|
| S3 |
15,841.37 |
15,973.33 |
16,328.17 |
|
| S4 |
15,533.96 |
15,665.92 |
16,243.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,631.63 |
16,324.22 |
307.41 |
1.9% |
132.35 |
0.8% |
29% |
True |
False |
|
| 10 |
16,631.63 |
16,191.79 |
439.84 |
2.7% |
140.80 |
0.9% |
50% |
True |
False |
|
| 20 |
16,631.63 |
16,046.99 |
584.64 |
3.6% |
156.51 |
1.0% |
63% |
True |
False |
|
| 40 |
16,631.63 |
15,625.53 |
1,006.10 |
6.1% |
150.67 |
0.9% |
78% |
True |
False |
|
| 60 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
158.78 |
1.0% |
83% |
True |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
147.77 |
0.9% |
83% |
True |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
138.15 |
0.8% |
83% |
True |
False |
|
| 120 |
16,631.63 |
15,136.38 |
1,495.25 |
9.1% |
135.56 |
0.8% |
85% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,646.79 |
|
2.618 |
17,256.97 |
|
1.618 |
17,018.11 |
|
1.000 |
16,870.49 |
|
0.618 |
16,779.25 |
|
HIGH |
16,631.63 |
|
0.618 |
16,540.39 |
|
0.500 |
16,512.20 |
|
0.382 |
16,484.01 |
|
LOW |
16,392.77 |
|
0.618 |
16,245.15 |
|
1.000 |
16,153.91 |
|
1.618 |
16,006.29 |
|
2.618 |
15,767.43 |
|
4.250 |
15,377.62 |
|
|
| Fisher Pivots for day following 04-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,512.20 |
16,512.20 |
| PP |
16,479.04 |
16,479.04 |
| S1 |
16,445.87 |
16,445.87 |
|