| Trading Metrics calculated at close of trading on 30-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,451.18 |
16,534.86 |
83.68 |
0.5% |
16,408.92 |
| High |
16,559.39 |
16,592.28 |
32.89 |
0.2% |
16,565.71 |
| Low |
16,451.18 |
16,510.87 |
59.69 |
0.4% |
16,333.78 |
| Close |
16,535.37 |
16,580.84 |
45.47 |
0.3% |
16,361.46 |
| Range |
108.21 |
81.41 |
-26.80 |
-24.8% |
231.93 |
| ATR |
142.35 |
138.00 |
-4.35 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,805.56 |
16,774.61 |
16,625.62 |
|
| R3 |
16,724.15 |
16,693.20 |
16,603.23 |
|
| R2 |
16,642.74 |
16,642.74 |
16,595.77 |
|
| R1 |
16,611.79 |
16,611.79 |
16,588.30 |
16,627.27 |
| PP |
16,561.33 |
16,561.33 |
16,561.33 |
16,569.07 |
| S1 |
16,530.38 |
16,530.38 |
16,573.38 |
16,545.86 |
| S2 |
16,479.92 |
16,479.92 |
16,565.91 |
|
| S3 |
16,398.51 |
16,448.97 |
16,558.45 |
|
| S4 |
16,317.10 |
16,367.56 |
16,536.06 |
|
|
| 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 |
16,592.28 |
16,312.66 |
279.62 |
1.7% |
127.15 |
0.8% |
96% |
True |
False |
|
| 10 |
16,592.28 |
16,266.23 |
326.05 |
2.0% |
110.95 |
0.7% |
96% |
True |
False |
|
| 20 |
16,631.63 |
16,015.32 |
616.31 |
3.7% |
140.27 |
0.8% |
92% |
False |
False |
|
| 40 |
16,631.63 |
16,015.32 |
616.31 |
3.7% |
144.94 |
0.9% |
92% |
False |
False |
|
| 60 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
148.12 |
0.9% |
96% |
False |
False |
|
| 80 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
153.85 |
0.9% |
96% |
False |
False |
|
| 100 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
145.57 |
0.9% |
96% |
False |
False |
|
| 120 |
16,631.63 |
15,340.69 |
1,290.94 |
7.8% |
139.51 |
0.8% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,938.27 |
|
2.618 |
16,805.41 |
|
1.618 |
16,724.00 |
|
1.000 |
16,673.69 |
|
0.618 |
16,642.59 |
|
HIGH |
16,592.28 |
|
0.618 |
16,561.18 |
|
0.500 |
16,551.58 |
|
0.382 |
16,541.97 |
|
LOW |
16,510.87 |
|
0.618 |
16,460.56 |
|
1.000 |
16,429.46 |
|
1.618 |
16,379.15 |
|
2.618 |
16,297.74 |
|
4.250 |
16,164.88 |
|
|
| Fisher Pivots for day following 30-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,571.09 |
16,538.05 |
| PP |
16,561.33 |
16,495.26 |
| S1 |
16,551.58 |
16,452.47 |
|