| Trading Metrics calculated at close of trading on 16-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,176.25 |
16,266.23 |
89.98 |
0.6% |
16,414.15 |
| High |
16,272.95 |
16,424.85 |
151.90 |
0.9% |
16,456.12 |
| Low |
16,063.20 |
16,266.23 |
203.03 |
1.3% |
16,015.32 |
| Close |
16,262.56 |
16,424.85 |
162.29 |
1.0% |
16,026.75 |
| Range |
209.75 |
158.62 |
-51.13 |
-24.4% |
440.80 |
| ATR |
165.93 |
165.67 |
-0.26 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,847.84 |
16,794.96 |
16,512.09 |
|
| R3 |
16,689.22 |
16,636.34 |
16,468.47 |
|
| R2 |
16,530.60 |
16,530.60 |
16,453.93 |
|
| R1 |
16,477.72 |
16,477.72 |
16,439.39 |
16,504.16 |
| PP |
16,371.98 |
16,371.98 |
16,371.98 |
16,385.20 |
| S1 |
16,319.10 |
16,319.10 |
16,410.31 |
16,345.54 |
| S2 |
16,213.36 |
16,213.36 |
16,395.77 |
|
| S3 |
16,054.74 |
16,160.48 |
16,381.23 |
|
| S4 |
15,896.12 |
16,001.86 |
16,337.61 |
|
|
| 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% |
196.23 |
1.2% |
93% |
False |
False |
|
| 10 |
16,631.63 |
16,015.32 |
616.31 |
3.8% |
177.30 |
1.1% |
66% |
False |
False |
|
| 20 |
16,631.63 |
16,015.32 |
616.31 |
3.8% |
161.24 |
1.0% |
66% |
False |
False |
|
| 40 |
16,631.63 |
16,006.59 |
625.04 |
3.8% |
157.28 |
1.0% |
67% |
False |
False |
|
| 60 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
164.20 |
1.0% |
84% |
False |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
151.81 |
0.9% |
84% |
False |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
144.87 |
0.9% |
84% |
False |
False |
|
| 120 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
139.15 |
0.8% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,098.99 |
|
2.618 |
16,840.12 |
|
1.618 |
16,681.50 |
|
1.000 |
16,583.47 |
|
0.618 |
16,522.88 |
|
HIGH |
16,424.85 |
|
0.618 |
16,364.26 |
|
0.500 |
16,345.54 |
|
0.382 |
16,326.82 |
|
LOW |
16,266.23 |
|
0.618 |
16,168.20 |
|
1.000 |
16,107.61 |
|
1.618 |
16,009.58 |
|
2.618 |
15,850.96 |
|
4.250 |
15,592.10 |
|
|
| Fisher Pivots for day following 16-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,398.41 |
16,358.76 |
| PP |
16,371.98 |
16,292.66 |
| S1 |
16,345.54 |
16,226.57 |
|