| Trading Metrics calculated at close of trading on 23-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,289.2 |
1,284.3 |
-4.9 |
-0.4% |
1,320.1 |
| High |
1,291.6 |
1,287.7 |
-3.9 |
-0.3% |
1,330.0 |
| Low |
1,276.0 |
1,282.4 |
6.4 |
0.5% |
1,291.5 |
| Close |
1,280.6 |
1,284.2 |
3.6 |
0.3% |
1,293.4 |
| Range |
15.6 |
5.3 |
-10.3 |
-66.0% |
38.5 |
| ATR |
16.2 |
15.5 |
-0.6 |
-4.0% |
0.0 |
| Volume |
100 |
176 |
76 |
76.0% |
867 |
|
| Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,300.7 |
1,297.7 |
1,287.1 |
|
| R3 |
1,295.4 |
1,292.4 |
1,285.7 |
|
| R2 |
1,290.1 |
1,290.1 |
1,285.2 |
|
| R1 |
1,287.1 |
1,287.1 |
1,284.7 |
1,286.0 |
| PP |
1,284.8 |
1,284.8 |
1,284.8 |
1,284.2 |
| S1 |
1,281.8 |
1,281.8 |
1,283.7 |
1,280.7 |
| S2 |
1,279.5 |
1,279.5 |
1,283.2 |
|
| S3 |
1,274.2 |
1,276.5 |
1,282.7 |
|
| S4 |
1,268.9 |
1,271.2 |
1,281.3 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,420.5 |
1,395.4 |
1,314.6 |
|
| R3 |
1,382.0 |
1,356.9 |
1,304.0 |
|
| R2 |
1,343.5 |
1,343.5 |
1,300.5 |
|
| R1 |
1,318.4 |
1,318.4 |
1,296.9 |
1,311.7 |
| PP |
1,305.0 |
1,305.0 |
1,305.0 |
1,301.6 |
| S1 |
1,279.9 |
1,279.9 |
1,289.9 |
1,273.2 |
| S2 |
1,266.5 |
1,266.5 |
1,286.3 |
|
| S3 |
1,228.0 |
1,241.4 |
1,282.8 |
|
| S4 |
1,189.5 |
1,202.9 |
1,272.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,303.5 |
1,276.0 |
27.5 |
2.1% |
11.1 |
0.9% |
30% |
False |
False |
135 |
| 10 |
1,330.0 |
1,276.0 |
54.0 |
4.2% |
12.8 |
1.0% |
15% |
False |
False |
163 |
| 20 |
1,330.0 |
1,276.0 |
54.0 |
4.2% |
13.8 |
1.1% |
15% |
False |
False |
20,606 |
| 40 |
1,392.6 |
1,276.0 |
116.6 |
9.1% |
16.7 |
1.3% |
7% |
False |
False |
88,689 |
| 60 |
1,392.6 |
1,237.5 |
155.1 |
12.1% |
17.1 |
1.3% |
30% |
False |
False |
100,583 |
| 80 |
1,392.6 |
1,182.3 |
210.3 |
16.4% |
17.6 |
1.4% |
48% |
False |
False |
80,358 |
| 100 |
1,392.6 |
1,182.3 |
210.3 |
16.4% |
18.5 |
1.4% |
48% |
False |
False |
65,118 |
| 120 |
1,392.6 |
1,182.3 |
210.3 |
16.4% |
18.3 |
1.4% |
48% |
False |
False |
54,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,310.2 |
|
2.618 |
1,301.6 |
|
1.618 |
1,296.3 |
|
1.000 |
1,293.0 |
|
0.618 |
1,291.0 |
|
HIGH |
1,287.7 |
|
0.618 |
1,285.7 |
|
0.500 |
1,285.1 |
|
0.382 |
1,284.4 |
|
LOW |
1,282.4 |
|
0.618 |
1,279.1 |
|
1.000 |
1,277.1 |
|
1.618 |
1,273.8 |
|
2.618 |
1,268.5 |
|
4.250 |
1,259.9 |
|
|
| Fisher Pivots for day following 23-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,285.1 |
1,287.6 |
| PP |
1,284.8 |
1,286.5 |
| S1 |
1,284.5 |
1,285.3 |
|