| Trading Metrics calculated at close of trading on 23-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,449.38 |
16,513.73 |
64.35 |
0.4% |
16,028.29 |
| High |
16,565.71 |
16,525.99 |
-39.72 |
-0.2% |
16,460.49 |
| Low |
16,449.38 |
16,477.28 |
27.90 |
0.2% |
16,028.29 |
| Close |
16,514.37 |
16,501.65 |
-12.72 |
-0.1% |
16,408.54 |
| Range |
116.33 |
48.71 |
-67.62 |
-58.1% |
432.20 |
| ATR |
150.48 |
143.21 |
-7.27 |
-4.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,647.77 |
16,623.42 |
16,528.44 |
|
| R3 |
16,599.06 |
16,574.71 |
16,515.05 |
|
| R2 |
16,550.35 |
16,550.35 |
16,510.58 |
|
| R1 |
16,526.00 |
16,526.00 |
16,506.12 |
16,513.82 |
| PP |
16,501.64 |
16,501.64 |
16,501.64 |
16,495.55 |
| S1 |
16,477.29 |
16,477.29 |
16,497.18 |
16,465.11 |
| S2 |
16,452.93 |
16,452.93 |
16,492.72 |
|
| S3 |
16,404.22 |
16,428.58 |
16,488.25 |
|
| S4 |
16,355.51 |
16,379.87 |
16,474.86 |
|
|
| 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 |
16,565.71 |
16,266.23 |
299.48 |
1.8% |
94.74 |
0.6% |
79% |
False |
False |
|
| 10 |
16,565.71 |
16,015.32 |
550.39 |
3.3% |
147.87 |
0.9% |
88% |
False |
False |
|
| 20 |
16,631.63 |
16,015.32 |
616.31 |
3.7% |
144.39 |
0.9% |
79% |
False |
False |
|
| 40 |
16,631.63 |
16,015.32 |
616.31 |
3.7% |
151.21 |
0.9% |
79% |
False |
False |
|
| 60 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
155.51 |
0.9% |
90% |
False |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
151.01 |
0.9% |
90% |
False |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
144.98 |
0.9% |
90% |
False |
False |
|
| 120 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
138.88 |
0.8% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,733.01 |
|
2.618 |
16,653.51 |
|
1.618 |
16,604.80 |
|
1.000 |
16,574.70 |
|
0.618 |
16,556.09 |
|
HIGH |
16,525.99 |
|
0.618 |
16,507.38 |
|
0.500 |
16,501.64 |
|
0.382 |
16,495.89 |
|
LOW |
16,477.28 |
|
0.618 |
16,447.18 |
|
1.000 |
16,428.57 |
|
1.618 |
16,398.47 |
|
2.618 |
16,349.76 |
|
4.250 |
16,270.26 |
|
|
| Fisher Pivots for day following 23-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,501.65 |
16,495.73 |
| PP |
16,501.64 |
16,489.81 |
| S1 |
16,501.64 |
16,483.90 |
|