| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,266.23 |
16,424.14 |
157.91 |
1.0% |
16,414.15 |
| High |
16,424.85 |
16,460.49 |
35.64 |
0.2% |
16,456.12 |
| Low |
16,266.23 |
16,368.14 |
101.91 |
0.6% |
16,015.32 |
| Close |
16,424.85 |
16,408.54 |
-16.31 |
-0.1% |
16,026.75 |
| Range |
158.62 |
92.35 |
-66.27 |
-41.8% |
440.80 |
| ATR |
165.67 |
160.43 |
-5.24 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,689.44 |
16,641.34 |
16,459.33 |
|
| R3 |
16,597.09 |
16,548.99 |
16,433.94 |
|
| R2 |
16,504.74 |
16,504.74 |
16,425.47 |
|
| R1 |
16,456.64 |
16,456.64 |
16,417.01 |
16,434.52 |
| PP |
16,412.39 |
16,412.39 |
16,412.39 |
16,401.33 |
| S1 |
16,364.29 |
16,364.29 |
16,400.07 |
16,342.17 |
| S2 |
16,320.04 |
16,320.04 |
16,391.61 |
|
| S3 |
16,227.69 |
16,271.94 |
16,383.14 |
|
| S4 |
16,135.34 |
16,179.59 |
16,357.75 |
|
|
| 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 |
16,460.49 |
16,015.32 |
445.17 |
2.7% |
154.15 |
0.9% |
88% |
True |
False |
|
| 10 |
16,631.63 |
16,015.32 |
616.31 |
3.8% |
178.88 |
1.1% |
64% |
False |
False |
|
| 20 |
16,631.63 |
16,015.32 |
616.31 |
3.8% |
156.18 |
1.0% |
64% |
False |
False |
|
| 40 |
16,631.63 |
16,015.32 |
616.31 |
3.8% |
155.71 |
0.9% |
64% |
False |
False |
|
| 60 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
163.73 |
1.0% |
83% |
False |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
151.59 |
0.9% |
83% |
False |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
144.71 |
0.9% |
83% |
False |
False |
|
| 120 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
138.97 |
0.8% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,852.98 |
|
2.618 |
16,702.26 |
|
1.618 |
16,609.91 |
|
1.000 |
16,552.84 |
|
0.618 |
16,517.56 |
|
HIGH |
16,460.49 |
|
0.618 |
16,425.21 |
|
0.500 |
16,414.32 |
|
0.382 |
16,403.42 |
|
LOW |
16,368.14 |
|
0.618 |
16,311.07 |
|
1.000 |
16,275.79 |
|
1.618 |
16,218.72 |
|
2.618 |
16,126.37 |
|
4.250 |
15,975.65 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,414.32 |
16,359.64 |
| PP |
16,412.39 |
16,310.74 |
| S1 |
16,410.47 |
16,261.85 |
|