| Trading Metrics calculated at close of trading on 11-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,437.24 |
16,168.87 |
-268.37 |
-1.6% |
16,414.15 |
| High |
16,456.12 |
16,168.87 |
-287.25 |
-1.7% |
16,456.12 |
| Low |
16,153.34 |
16,015.32 |
-138.02 |
-0.9% |
16,015.32 |
| Close |
16,170.22 |
16,026.75 |
-143.47 |
-0.9% |
16,026.75 |
| Range |
302.78 |
153.55 |
-149.23 |
-49.3% |
440.80 |
| ATR |
163.53 |
162.91 |
-0.62 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,530.96 |
16,432.41 |
16,111.20 |
|
| R3 |
16,377.41 |
16,278.86 |
16,068.98 |
|
| R2 |
16,223.86 |
16,223.86 |
16,054.90 |
|
| R1 |
16,125.31 |
16,125.31 |
16,040.83 |
16,097.81 |
| PP |
16,070.31 |
16,070.31 |
16,070.31 |
16,056.57 |
| S1 |
15,971.76 |
15,971.76 |
16,012.67 |
15,944.26 |
| S2 |
15,916.76 |
15,916.76 |
15,998.60 |
|
| S3 |
15,763.21 |
15,818.21 |
15,984.52 |
|
| S4 |
15,609.66 |
15,664.66 |
15,942.30 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,488.46 |
17,198.41 |
16,269.19 |
|
| R3 |
17,047.66 |
16,757.61 |
16,147.97 |
|
| R2 |
16,606.86 |
16,606.86 |
16,107.56 |
|
| R1 |
16,316.81 |
16,316.81 |
16,067.16 |
16,241.44 |
| PP |
16,166.06 |
16,166.06 |
16,166.06 |
16,128.38 |
| S1 |
15,876.01 |
15,876.01 |
15,986.34 |
15,800.64 |
| S2 |
15,725.26 |
15,725.26 |
15,945.94 |
|
| S3 |
15,284.46 |
15,435.21 |
15,905.53 |
|
| S4 |
14,843.66 |
14,994.41 |
15,784.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,456.12 |
16,015.32 |
440.80 |
2.8% |
186.55 |
1.2% |
3% |
False |
True |
|
| 10 |
16,631.63 |
16,015.32 |
616.31 |
3.8% |
159.45 |
1.0% |
2% |
False |
True |
|
| 20 |
16,631.63 |
16,015.32 |
616.31 |
3.8% |
163.25 |
1.0% |
2% |
False |
True |
|
| 40 |
16,631.63 |
15,985.39 |
646.24 |
4.0% |
155.27 |
1.0% |
6% |
False |
False |
|
| 60 |
16,631.63 |
15,340.69 |
1,290.94 |
8.1% |
162.50 |
1.0% |
53% |
False |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
8.1% |
151.73 |
0.9% |
53% |
False |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
8.1% |
142.84 |
0.9% |
53% |
False |
False |
|
| 120 |
16,631.63 |
15,340.69 |
1,290.94 |
8.1% |
137.04 |
0.9% |
53% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,821.46 |
|
2.618 |
16,570.86 |
|
1.618 |
16,417.31 |
|
1.000 |
16,322.42 |
|
0.618 |
16,263.76 |
|
HIGH |
16,168.87 |
|
0.618 |
16,110.21 |
|
0.500 |
16,092.10 |
|
0.382 |
16,073.98 |
|
LOW |
16,015.32 |
|
0.618 |
15,920.43 |
|
1.000 |
15,861.77 |
|
1.618 |
15,766.88 |
|
2.618 |
15,613.33 |
|
4.250 |
15,362.73 |
|
|
| Fisher Pivots for day following 11-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,092.10 |
16,235.72 |
| PP |
16,070.31 |
16,166.06 |
| S1 |
16,048.53 |
16,096.41 |
|