| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,245.16 |
16,256.37 |
11.21 |
0.1% |
16,324.22 |
| High |
16,296.86 |
16,438.82 |
141.96 |
0.9% |
16,631.63 |
| Low |
16,180.28 |
16,256.37 |
76.09 |
0.5% |
16,324.22 |
| Close |
16,256.14 |
16,437.18 |
181.04 |
1.1% |
16,412.71 |
| Range |
116.58 |
182.45 |
65.87 |
56.5% |
307.41 |
| ATR |
150.52 |
152.82 |
2.30 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,924.81 |
16,863.44 |
16,537.53 |
|
| R3 |
16,742.36 |
16,680.99 |
16,487.35 |
|
| R2 |
16,559.91 |
16,559.91 |
16,470.63 |
|
| R1 |
16,498.54 |
16,498.54 |
16,453.90 |
16,529.23 |
| PP |
16,377.46 |
16,377.46 |
16,377.46 |
16,392.80 |
| S1 |
16,316.09 |
16,316.09 |
16,420.46 |
16,346.78 |
| S2 |
16,195.01 |
16,195.01 |
16,403.73 |
|
| S3 |
16,012.56 |
16,133.64 |
16,387.01 |
|
| S4 |
15,830.11 |
15,951.19 |
16,336.83 |
|
|
| 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 |
16,180.28 |
451.35 |
2.7% |
158.36 |
1.0% |
57% |
False |
False |
|
| 10 |
16,631.63 |
16,180.28 |
451.35 |
2.7% |
139.44 |
0.8% |
57% |
False |
False |
|
| 20 |
16,631.63 |
16,046.99 |
584.64 |
3.6% |
162.39 |
1.0% |
67% |
False |
False |
|
| 40 |
16,631.63 |
15,863.25 |
768.38 |
4.7% |
150.96 |
0.9% |
75% |
False |
False |
|
| 60 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
158.92 |
1.0% |
85% |
False |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
149.10 |
0.9% |
85% |
False |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
140.01 |
0.9% |
85% |
False |
False |
|
| 120 |
16,631.63 |
15,229.02 |
1,402.61 |
8.5% |
135.22 |
0.8% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,214.23 |
|
2.618 |
16,916.47 |
|
1.618 |
16,734.02 |
|
1.000 |
16,621.27 |
|
0.618 |
16,551.57 |
|
HIGH |
16,438.82 |
|
0.618 |
16,369.12 |
|
0.500 |
16,347.60 |
|
0.382 |
16,326.07 |
|
LOW |
16,256.37 |
|
0.618 |
16,143.62 |
|
1.000 |
16,073.92 |
|
1.618 |
15,961.17 |
|
2.618 |
15,778.72 |
|
4.250 |
15,480.96 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,407.32 |
16,394.64 |
| PP |
16,377.46 |
16,352.09 |
| S1 |
16,347.60 |
16,309.55 |
|