| Trading Metrics calculated at close of trading on 10-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,256.37 |
16,437.24 |
180.87 |
1.1% |
16,324.22 |
| High |
16,438.82 |
16,456.12 |
17.30 |
0.1% |
16,631.63 |
| Low |
16,256.37 |
16,153.34 |
-103.03 |
-0.6% |
16,324.22 |
| Close |
16,437.18 |
16,170.22 |
-266.96 |
-1.6% |
16,412.71 |
| Range |
182.45 |
302.78 |
120.33 |
66.0% |
307.41 |
| ATR |
152.82 |
163.53 |
10.71 |
7.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,168.23 |
16,972.01 |
16,336.75 |
|
| R3 |
16,865.45 |
16,669.23 |
16,253.48 |
|
| R2 |
16,562.67 |
16,562.67 |
16,225.73 |
|
| R1 |
16,366.45 |
16,366.45 |
16,197.97 |
16,313.17 |
| PP |
16,259.89 |
16,259.89 |
16,259.89 |
16,233.26 |
| S1 |
16,063.67 |
16,063.67 |
16,142.47 |
16,010.39 |
| S2 |
15,957.11 |
15,957.11 |
16,114.71 |
|
| S3 |
15,654.33 |
15,760.89 |
16,086.96 |
|
| S4 |
15,351.55 |
15,458.11 |
16,003.69 |
|
|
| 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 |
16,153.34 |
478.29 |
3.0% |
203.61 |
1.3% |
4% |
False |
True |
|
| 10 |
16,631.63 |
16,153.34 |
478.29 |
3.0% |
158.80 |
1.0% |
4% |
False |
True |
|
| 20 |
16,631.63 |
16,046.99 |
584.64 |
3.6% |
161.48 |
1.0% |
21% |
False |
False |
|
| 40 |
16,631.63 |
15,863.25 |
768.38 |
4.8% |
155.83 |
1.0% |
40% |
False |
False |
|
| 60 |
16,631.63 |
15,340.69 |
1,290.94 |
8.0% |
162.08 |
1.0% |
64% |
False |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
8.0% |
151.95 |
0.9% |
64% |
False |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
8.0% |
142.17 |
0.9% |
64% |
False |
False |
|
| 120 |
16,631.63 |
15,321.81 |
1,309.82 |
8.1% |
136.52 |
0.8% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,742.94 |
|
2.618 |
17,248.80 |
|
1.618 |
16,946.02 |
|
1.000 |
16,758.90 |
|
0.618 |
16,643.24 |
|
HIGH |
16,456.12 |
|
0.618 |
16,340.46 |
|
0.500 |
16,304.73 |
|
0.382 |
16,269.00 |
|
LOW |
16,153.34 |
|
0.618 |
15,966.22 |
|
1.000 |
15,850.56 |
|
1.618 |
15,663.44 |
|
2.618 |
15,360.66 |
|
4.250 |
14,866.53 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,304.73 |
16,304.73 |
| PP |
16,259.89 |
16,259.89 |
| S1 |
16,215.06 |
16,215.06 |
|