| Trading Metrics calculated at close of trading on 07-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,576.02 |
16,414.15 |
-161.87 |
-1.0% |
16,324.22 |
| High |
16,631.63 |
16,421.38 |
-210.25 |
-1.3% |
16,631.63 |
| Low |
16,392.77 |
16,244.01 |
-148.76 |
-0.9% |
16,324.22 |
| Close |
16,412.71 |
16,245.87 |
-166.84 |
-1.0% |
16,412.71 |
| Range |
238.86 |
177.37 |
-61.49 |
-25.7% |
307.41 |
| ATR |
151.27 |
153.13 |
1.86 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,835.86 |
16,718.24 |
16,343.42 |
|
| R3 |
16,658.49 |
16,540.87 |
16,294.65 |
|
| R2 |
16,481.12 |
16,481.12 |
16,278.39 |
|
| R1 |
16,363.50 |
16,363.50 |
16,262.13 |
16,333.63 |
| PP |
16,303.75 |
16,303.75 |
16,303.75 |
16,288.82 |
| S1 |
16,186.13 |
16,186.13 |
16,229.61 |
16,156.26 |
| S2 |
16,126.38 |
16,126.38 |
16,213.35 |
|
| S3 |
15,949.01 |
16,008.76 |
16,197.09 |
|
| S4 |
15,771.64 |
15,831.39 |
16,148.32 |
|
|
| 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 |
16,244.01 |
387.62 |
2.4% |
136.50 |
0.8% |
0% |
False |
True |
|
| 10 |
16,631.63 |
16,191.79 |
439.84 |
2.7% |
142.04 |
0.9% |
12% |
False |
False |
|
| 20 |
16,631.63 |
16,046.99 |
584.64 |
3.6% |
159.43 |
1.0% |
34% |
False |
False |
|
| 40 |
16,631.63 |
15,733.69 |
897.94 |
5.5% |
150.78 |
0.9% |
57% |
False |
False |
|
| 60 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
159.29 |
1.0% |
70% |
False |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
149.24 |
0.9% |
70% |
False |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
139.38 |
0.9% |
70% |
False |
False |
|
| 120 |
16,631.63 |
15,161.33 |
1,470.30 |
9.1% |
135.60 |
0.8% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,175.20 |
|
2.618 |
16,885.73 |
|
1.618 |
16,708.36 |
|
1.000 |
16,598.75 |
|
0.618 |
16,530.99 |
|
HIGH |
16,421.38 |
|
0.618 |
16,353.62 |
|
0.500 |
16,332.70 |
|
0.382 |
16,311.77 |
|
LOW |
16,244.01 |
|
0.618 |
16,134.40 |
|
1.000 |
16,066.64 |
|
1.618 |
15,957.03 |
|
2.618 |
15,779.66 |
|
4.250 |
15,490.19 |
|
|
| Fisher Pivots for day following 07-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,332.70 |
16,437.82 |
| PP |
16,303.75 |
16,373.84 |
| S1 |
16,274.81 |
16,309.85 |
|