| Trading Metrics calculated at close of trading on 21-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,424.14 |
16,408.92 |
-15.22 |
-0.1% |
16,028.29 |
| High |
16,460.49 |
16,459.78 |
-0.71 |
0.0% |
16,460.49 |
| Low |
16,368.14 |
16,402.08 |
33.94 |
0.2% |
16,028.29 |
| Close |
16,408.54 |
16,449.25 |
40.71 |
0.2% |
16,408.54 |
| Range |
92.35 |
57.70 |
-34.65 |
-37.5% |
432.20 |
| ATR |
160.43 |
153.10 |
-7.34 |
-4.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,610.14 |
16,587.39 |
16,480.99 |
|
| R3 |
16,552.44 |
16,529.69 |
16,465.12 |
|
| R2 |
16,494.74 |
16,494.74 |
16,459.83 |
|
| R1 |
16,471.99 |
16,471.99 |
16,454.54 |
16,483.37 |
| PP |
16,437.04 |
16,437.04 |
16,437.04 |
16,442.72 |
| S1 |
16,414.29 |
16,414.29 |
16,443.96 |
16,425.67 |
| S2 |
16,379.34 |
16,379.34 |
16,438.67 |
|
| S3 |
16,321.64 |
16,356.59 |
16,433.38 |
|
| S4 |
16,263.94 |
16,298.89 |
16,417.52 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,595.71 |
17,434.32 |
16,646.25 |
|
| R3 |
17,163.51 |
17,002.12 |
16,527.40 |
|
| R2 |
16,731.31 |
16,731.31 |
16,487.78 |
|
| R1 |
16,569.92 |
16,569.92 |
16,448.16 |
16,650.62 |
| PP |
16,299.11 |
16,299.11 |
16,299.11 |
16,339.45 |
| S1 |
16,137.72 |
16,137.72 |
16,368.92 |
16,218.42 |
| S2 |
15,866.91 |
15,866.91 |
16,329.30 |
|
| S3 |
15,434.71 |
15,705.52 |
16,289.69 |
|
| S4 |
15,002.51 |
15,273.32 |
16,170.83 |
|
|
| 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 |
16,028.29 |
432.20 |
2.6% |
134.98 |
0.8% |
97% |
False |
False |
|
| 10 |
16,460.49 |
16,015.32 |
445.17 |
2.7% |
160.76 |
1.0% |
97% |
False |
False |
|
| 20 |
16,631.63 |
16,015.32 |
616.31 |
3.7% |
150.78 |
0.9% |
70% |
False |
False |
|
| 40 |
16,631.63 |
16,015.32 |
616.31 |
3.7% |
154.70 |
0.9% |
70% |
False |
False |
|
| 60 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
160.82 |
1.0% |
86% |
False |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
151.16 |
0.9% |
86% |
False |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
144.36 |
0.9% |
86% |
False |
False |
|
| 120 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
138.97 |
0.8% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,705.01 |
|
2.618 |
16,610.84 |
|
1.618 |
16,553.14 |
|
1.000 |
16,517.48 |
|
0.618 |
16,495.44 |
|
HIGH |
16,459.78 |
|
0.618 |
16,437.74 |
|
0.500 |
16,430.93 |
|
0.382 |
16,424.12 |
|
LOW |
16,402.08 |
|
0.618 |
16,366.42 |
|
1.000 |
16,344.38 |
|
1.618 |
16,308.72 |
|
2.618 |
16,251.02 |
|
4.250 |
16,156.86 |
|
|
| Fisher Pivots for day following 21-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,443.14 |
16,420.62 |
| PP |
16,437.04 |
16,391.99 |
| S1 |
16,430.93 |
16,363.36 |
|