| Trading Metrics calculated at close of trading on 29-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,363.20 |
16,451.18 |
87.98 |
0.5% |
16,408.92 |
| High |
16,500.37 |
16,559.39 |
59.02 |
0.4% |
16,565.71 |
| Low |
16,312.66 |
16,451.18 |
138.52 |
0.8% |
16,333.78 |
| Close |
16,448.74 |
16,535.37 |
86.63 |
0.5% |
16,361.46 |
| Range |
187.71 |
108.21 |
-79.50 |
-42.4% |
231.93 |
| ATR |
144.79 |
142.35 |
-2.44 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,839.94 |
16,795.87 |
16,594.89 |
|
| R3 |
16,731.73 |
16,687.66 |
16,565.13 |
|
| R2 |
16,623.52 |
16,623.52 |
16,555.21 |
|
| R1 |
16,579.45 |
16,579.45 |
16,545.29 |
16,601.49 |
| PP |
16,515.31 |
16,515.31 |
16,515.31 |
16,526.33 |
| S1 |
16,471.24 |
16,471.24 |
16,525.45 |
16,493.28 |
| S2 |
16,407.10 |
16,407.10 |
16,515.53 |
|
| S3 |
16,298.89 |
16,363.03 |
16,505.61 |
|
| S4 |
16,190.68 |
16,254.82 |
16,475.85 |
|
|
| 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 |
16,559.39 |
16,312.66 |
246.73 |
1.5% |
120.61 |
0.7% |
90% |
True |
False |
|
| 10 |
16,565.71 |
16,063.20 |
502.51 |
3.0% |
123.78 |
0.7% |
94% |
False |
False |
|
| 20 |
16,631.63 |
16,015.32 |
616.31 |
3.7% |
141.61 |
0.9% |
84% |
False |
False |
|
| 40 |
16,631.63 |
16,015.32 |
616.31 |
3.7% |
149.16 |
0.9% |
84% |
False |
False |
|
| 60 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
152.63 |
0.9% |
93% |
False |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
153.83 |
0.9% |
93% |
False |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
146.45 |
0.9% |
93% |
False |
False |
|
| 120 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
139.91 |
0.8% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,019.28 |
|
2.618 |
16,842.68 |
|
1.618 |
16,734.47 |
|
1.000 |
16,667.60 |
|
0.618 |
16,626.26 |
|
HIGH |
16,559.39 |
|
0.618 |
16,518.05 |
|
0.500 |
16,505.29 |
|
0.382 |
16,492.52 |
|
LOW |
16,451.18 |
|
0.618 |
16,384.31 |
|
1.000 |
16,342.97 |
|
1.618 |
16,276.10 |
|
2.618 |
16,167.89 |
|
4.250 |
15,991.29 |
|
|
| Fisher Pivots for day following 29-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,525.34 |
16,502.26 |
| PP |
16,515.31 |
16,469.14 |
| S1 |
16,505.29 |
16,436.03 |
|