| Trading Metrics calculated at close of trading on 28-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,503.26 |
16,363.20 |
-140.06 |
-0.8% |
16,408.92 |
| High |
16,503.26 |
16,500.37 |
-2.89 |
0.0% |
16,565.71 |
| Low |
16,333.78 |
16,312.66 |
-21.12 |
-0.1% |
16,333.78 |
| Close |
16,361.46 |
16,448.74 |
87.28 |
0.5% |
16,361.46 |
| Range |
169.48 |
187.71 |
18.23 |
10.8% |
231.93 |
| ATR |
141.49 |
144.79 |
3.30 |
2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,983.72 |
16,903.94 |
16,551.98 |
|
| R3 |
16,796.01 |
16,716.23 |
16,500.36 |
|
| R2 |
16,608.30 |
16,608.30 |
16,483.15 |
|
| R1 |
16,528.52 |
16,528.52 |
16,465.95 |
16,568.41 |
| PP |
16,420.59 |
16,420.59 |
16,420.59 |
16,440.54 |
| S1 |
16,340.81 |
16,340.81 |
16,431.53 |
16,380.70 |
| S2 |
16,232.88 |
16,232.88 |
16,414.33 |
|
| S3 |
16,045.17 |
16,153.10 |
16,397.12 |
|
| S4 |
15,857.46 |
15,965.39 |
16,345.50 |
|
|
| 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 |
16,312.66 |
253.05 |
1.5% |
122.24 |
0.7% |
54% |
False |
True |
|
| 10 |
16,565.71 |
16,028.29 |
537.42 |
3.3% |
128.61 |
0.8% |
78% |
False |
False |
|
| 20 |
16,631.63 |
16,015.32 |
616.31 |
3.7% |
144.03 |
0.9% |
70% |
False |
False |
|
| 40 |
16,631.63 |
16,015.32 |
616.31 |
3.7% |
152.71 |
0.9% |
70% |
False |
False |
|
| 60 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
154.66 |
0.9% |
86% |
False |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
154.43 |
0.9% |
86% |
False |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
146.81 |
0.9% |
86% |
False |
False |
|
| 120 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
139.59 |
0.8% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,298.14 |
|
2.618 |
16,991.79 |
|
1.618 |
16,804.08 |
|
1.000 |
16,688.08 |
|
0.618 |
16,616.37 |
|
HIGH |
16,500.37 |
|
0.618 |
16,428.66 |
|
0.500 |
16,406.52 |
|
0.382 |
16,384.37 |
|
LOW |
16,312.66 |
|
0.618 |
16,196.66 |
|
1.000 |
16,124.95 |
|
1.618 |
16,008.95 |
|
2.618 |
15,821.24 |
|
4.250 |
15,514.89 |
|
|
| Fisher Pivots for day following 28-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,434.67 |
16,441.48 |
| PP |
16,420.59 |
16,434.22 |
| S1 |
16,406.52 |
16,426.96 |
|