| Trading Metrics calculated at close of trading on 08-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,137.0 |
3,122.0 |
-15.0 |
-0.5% |
3,117.0 |
| High |
3,148.0 |
3,130.0 |
-18.0 |
-0.6% |
3,175.0 |
| Low |
3,103.0 |
3,080.0 |
-23.0 |
-0.7% |
3,091.0 |
| Close |
3,122.0 |
3,109.0 |
-13.0 |
-0.4% |
3,162.0 |
| Range |
45.0 |
50.0 |
5.0 |
11.1% |
84.0 |
| ATR |
45.4 |
45.7 |
0.3 |
0.7% |
0.0 |
| Volume |
1,090,831 |
708,629 |
-382,202 |
-35.0% |
4,180,355 |
|
| Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,256.3 |
3,232.7 |
3,136.5 |
|
| R3 |
3,206.3 |
3,182.7 |
3,122.8 |
|
| R2 |
3,156.3 |
3,156.3 |
3,118.2 |
|
| R1 |
3,132.7 |
3,132.7 |
3,113.6 |
3,119.5 |
| PP |
3,106.3 |
3,106.3 |
3,106.3 |
3,099.8 |
| S1 |
3,082.7 |
3,082.7 |
3,104.4 |
3,069.5 |
| S2 |
3,056.3 |
3,056.3 |
3,099.8 |
|
| S3 |
3,006.3 |
3,032.7 |
3,095.3 |
|
| S4 |
2,956.3 |
2,982.7 |
3,081.5 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,394.7 |
3,362.3 |
3,208.2 |
|
| R3 |
3,310.7 |
3,278.3 |
3,185.1 |
|
| R2 |
3,226.7 |
3,226.7 |
3,177.4 |
|
| R1 |
3,194.3 |
3,194.3 |
3,169.7 |
3,210.5 |
| PP |
3,142.7 |
3,142.7 |
3,142.7 |
3,150.8 |
| S1 |
3,110.3 |
3,110.3 |
3,154.3 |
3,126.5 |
| S2 |
3,058.7 |
3,058.7 |
3,146.6 |
|
| S3 |
2,974.7 |
3,026.3 |
3,138.9 |
|
| S4 |
2,890.7 |
2,942.3 |
3,115.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,175.0 |
3,080.0 |
95.0 |
3.1% |
37.4 |
1.2% |
31% |
False |
True |
945,730 |
| 10 |
3,175.0 |
3,037.0 |
138.0 |
4.4% |
34.5 |
1.1% |
52% |
False |
False |
849,455 |
| 20 |
3,175.0 |
2,902.0 |
273.0 |
8.8% |
44.2 |
1.4% |
76% |
False |
False |
825,205 |
| 40 |
3,175.0 |
2,902.0 |
273.0 |
8.8% |
40.6 |
1.3% |
76% |
False |
False |
419,081 |
| 60 |
3,175.0 |
2,868.0 |
307.0 |
9.9% |
43.2 |
1.4% |
79% |
False |
False |
280,062 |
| 80 |
3,175.0 |
2,847.0 |
328.0 |
10.6% |
40.2 |
1.3% |
80% |
False |
False |
210,179 |
| 100 |
3,175.0 |
2,847.0 |
328.0 |
10.6% |
34.5 |
1.1% |
80% |
False |
False |
168,294 |
| 120 |
3,175.0 |
2,847.0 |
328.0 |
10.6% |
30.8 |
1.0% |
80% |
False |
False |
140,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,342.5 |
|
2.618 |
3,260.9 |
|
1.618 |
3,210.9 |
|
1.000 |
3,180.0 |
|
0.618 |
3,160.9 |
|
HIGH |
3,130.0 |
|
0.618 |
3,110.9 |
|
0.500 |
3,105.0 |
|
0.382 |
3,099.1 |
|
LOW |
3,080.0 |
|
0.618 |
3,049.1 |
|
1.000 |
3,030.0 |
|
1.618 |
2,999.1 |
|
2.618 |
2,949.1 |
|
4.250 |
2,867.5 |
|
|
| Fisher Pivots for day following 08-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,107.7 |
3,127.5 |
| PP |
3,106.3 |
3,121.3 |
| S1 |
3,105.0 |
3,115.2 |
|