| Trading Metrics calculated at close of trading on 24-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,513.73 |
16,503.39 |
-10.34 |
-0.1% |
16,028.29 |
| High |
16,525.99 |
16,541.26 |
15.27 |
0.1% |
16,460.49 |
| Low |
16,477.28 |
16,452.30 |
-24.98 |
-0.2% |
16,028.29 |
| Close |
16,501.65 |
16,501.65 |
0.00 |
0.0% |
16,408.54 |
| Range |
48.71 |
88.96 |
40.25 |
82.6% |
432.20 |
| ATR |
143.21 |
139.34 |
-3.88 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,765.28 |
16,722.43 |
16,550.58 |
|
| R3 |
16,676.32 |
16,633.47 |
16,526.11 |
|
| R2 |
16,587.36 |
16,587.36 |
16,517.96 |
|
| R1 |
16,544.51 |
16,544.51 |
16,509.80 |
16,521.46 |
| PP |
16,498.40 |
16,498.40 |
16,498.40 |
16,486.88 |
| S1 |
16,455.55 |
16,455.55 |
16,493.50 |
16,432.50 |
| S2 |
16,409.44 |
16,409.44 |
16,485.34 |
|
| S3 |
16,320.48 |
16,366.59 |
16,477.19 |
|
| S4 |
16,231.52 |
16,277.63 |
16,452.72 |
|
|
| 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 |
16,368.14 |
197.57 |
1.2% |
80.81 |
0.5% |
68% |
False |
False |
|
| 10 |
16,565.71 |
16,015.32 |
550.39 |
3.3% |
138.52 |
0.8% |
88% |
False |
False |
|
| 20 |
16,631.63 |
16,015.32 |
616.31 |
3.7% |
138.98 |
0.8% |
79% |
False |
False |
|
| 40 |
16,631.63 |
16,015.32 |
616.31 |
3.7% |
151.02 |
0.9% |
79% |
False |
False |
|
| 60 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
155.24 |
0.9% |
90% |
False |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
151.27 |
0.9% |
90% |
False |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
145.36 |
0.9% |
90% |
False |
False |
|
| 120 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
138.40 |
0.8% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,919.34 |
|
2.618 |
16,774.16 |
|
1.618 |
16,685.20 |
|
1.000 |
16,630.22 |
|
0.618 |
16,596.24 |
|
HIGH |
16,541.26 |
|
0.618 |
16,507.28 |
|
0.500 |
16,496.78 |
|
0.382 |
16,486.28 |
|
LOW |
16,452.30 |
|
0.618 |
16,397.32 |
|
1.000 |
16,363.34 |
|
1.618 |
16,308.36 |
|
2.618 |
16,219.40 |
|
4.250 |
16,074.22 |
|
|
| Fisher Pivots for day following 24-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,500.03 |
16,507.55 |
| PP |
16,498.40 |
16,505.58 |
| S1 |
16,496.78 |
16,503.62 |
|