| Trading Metrics calculated at close of trading on 15-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,028.29 |
16,176.25 |
147.96 |
0.9% |
16,414.15 |
| High |
16,184.76 |
16,272.95 |
88.19 |
0.5% |
16,456.12 |
| Low |
16,028.29 |
16,063.20 |
34.91 |
0.2% |
16,015.32 |
| Close |
16,173.24 |
16,262.56 |
89.32 |
0.6% |
16,026.75 |
| Range |
156.47 |
209.75 |
53.28 |
34.1% |
440.80 |
| ATR |
162.56 |
165.93 |
3.37 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,828.82 |
16,755.44 |
16,377.92 |
|
| R3 |
16,619.07 |
16,545.69 |
16,320.24 |
|
| R2 |
16,409.32 |
16,409.32 |
16,301.01 |
|
| R1 |
16,335.94 |
16,335.94 |
16,281.79 |
16,372.63 |
| PP |
16,199.57 |
16,199.57 |
16,199.57 |
16,217.92 |
| S1 |
16,126.19 |
16,126.19 |
16,243.33 |
16,162.88 |
| S2 |
15,989.82 |
15,989.82 |
16,224.11 |
|
| S3 |
15,780.07 |
15,916.44 |
16,204.88 |
|
| S4 |
15,570.32 |
15,706.69 |
16,147.20 |
|
|
| 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 |
2.7% |
201.00 |
1.2% |
56% |
False |
False |
|
| 10 |
16,631.63 |
16,015.32 |
616.31 |
3.8% |
169.60 |
1.0% |
40% |
False |
False |
|
| 20 |
16,631.63 |
16,015.32 |
616.31 |
3.8% |
165.16 |
1.0% |
40% |
False |
False |
|
| 40 |
16,631.63 |
16,006.59 |
625.04 |
3.8% |
158.16 |
1.0% |
41% |
False |
False |
|
| 60 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
164.96 |
1.0% |
71% |
False |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
150.74 |
0.9% |
71% |
False |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
144.80 |
0.9% |
71% |
False |
False |
|
| 120 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
138.66 |
0.9% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,164.39 |
|
2.618 |
16,822.08 |
|
1.618 |
16,612.33 |
|
1.000 |
16,482.70 |
|
0.618 |
16,402.58 |
|
HIGH |
16,272.95 |
|
0.618 |
16,192.83 |
|
0.500 |
16,168.08 |
|
0.382 |
16,143.32 |
|
LOW |
16,063.20 |
|
0.618 |
15,933.57 |
|
1.000 |
15,853.45 |
|
1.618 |
15,723.82 |
|
2.618 |
15,514.07 |
|
4.250 |
15,171.76 |
|
|
| Fisher Pivots for day following 15-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,231.07 |
16,223.09 |
| PP |
16,199.57 |
16,183.61 |
| S1 |
16,168.08 |
16,144.14 |
|