| Trading Metrics calculated at close of trading on 25-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
25-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,503.39 |
16,503.26 |
-0.13 |
0.0% |
16,408.92 |
| High |
16,541.26 |
16,503.26 |
-38.00 |
-0.2% |
16,565.71 |
| Low |
16,452.30 |
16,333.78 |
-118.52 |
-0.7% |
16,333.78 |
| Close |
16,501.65 |
16,361.46 |
-140.19 |
-0.8% |
16,361.46 |
| Range |
88.96 |
169.48 |
80.52 |
90.5% |
231.93 |
| ATR |
139.34 |
141.49 |
2.15 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,907.94 |
16,804.18 |
16,454.67 |
|
| R3 |
16,738.46 |
16,634.70 |
16,408.07 |
|
| R2 |
16,568.98 |
16,568.98 |
16,392.53 |
|
| R1 |
16,465.22 |
16,465.22 |
16,377.00 |
16,432.36 |
| PP |
16,399.50 |
16,399.50 |
16,399.50 |
16,383.07 |
| S1 |
16,295.74 |
16,295.74 |
16,345.92 |
16,262.88 |
| S2 |
16,230.02 |
16,230.02 |
16,330.39 |
|
| S3 |
16,060.54 |
16,126.26 |
16,314.85 |
|
| S4 |
15,891.06 |
15,956.78 |
16,268.25 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,116.11 |
16,970.71 |
16,489.02 |
|
| R3 |
16,884.18 |
16,738.78 |
16,425.24 |
|
| R2 |
16,652.25 |
16,652.25 |
16,403.98 |
|
| R1 |
16,506.85 |
16,506.85 |
16,382.72 |
16,463.59 |
| PP |
16,420.32 |
16,420.32 |
16,420.32 |
16,398.68 |
| S1 |
16,274.92 |
16,274.92 |
16,340.20 |
16,231.66 |
| S2 |
16,188.39 |
16,188.39 |
16,318.94 |
|
| S3 |
15,956.46 |
16,042.99 |
16,297.68 |
|
| S4 |
15,724.53 |
15,811.06 |
16,233.90 |
|
|
| 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 |
16,333.78 |
231.93 |
1.4% |
96.24 |
0.6% |
12% |
False |
True |
|
| 10 |
16,565.71 |
16,015.32 |
550.39 |
3.4% |
125.19 |
0.8% |
63% |
False |
False |
|
| 20 |
16,631.63 |
16,015.32 |
616.31 |
3.8% |
142.00 |
0.9% |
56% |
False |
False |
|
| 40 |
16,631.63 |
16,015.32 |
616.31 |
3.8% |
152.34 |
0.9% |
56% |
False |
False |
|
| 60 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
154.43 |
0.9% |
79% |
False |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
153.05 |
0.9% |
79% |
False |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
146.05 |
0.9% |
79% |
False |
False |
|
| 120 |
16,631.63 |
15,340.69 |
1,290.94 |
7.9% |
138.92 |
0.8% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,223.55 |
|
2.618 |
16,946.96 |
|
1.618 |
16,777.48 |
|
1.000 |
16,672.74 |
|
0.618 |
16,608.00 |
|
HIGH |
16,503.26 |
|
0.618 |
16,438.52 |
|
0.500 |
16,418.52 |
|
0.382 |
16,398.52 |
|
LOW |
16,333.78 |
|
0.618 |
16,229.04 |
|
1.000 |
16,164.30 |
|
1.618 |
16,059.56 |
|
2.618 |
15,890.08 |
|
4.250 |
15,613.49 |
|
|
| Fisher Pivots for day following 25-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,418.52 |
16,437.52 |
| PP |
16,399.50 |
16,412.17 |
| S1 |
16,380.48 |
16,386.81 |
|