| 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 |
3,100.0 |
3,118.0 |
18.0 |
0.6% |
3,112.0 |
| High |
3,122.0 |
3,158.0 |
36.0 |
1.2% |
3,150.0 |
| Low |
3,081.0 |
3,113.0 |
32.0 |
1.0% |
3,080.0 |
| Close |
3,105.0 |
3,151.0 |
46.0 |
1.5% |
3,092.0 |
| Range |
41.0 |
45.0 |
4.0 |
9.8% |
70.0 |
| ATR |
48.7 |
49.0 |
0.3 |
0.6% |
0.0 |
| Volume |
888,493 |
730,135 |
-158,358 |
-17.8% |
3,423,911 |
|
| Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,275.7 |
3,258.3 |
3,175.8 |
|
| R3 |
3,230.7 |
3,213.3 |
3,163.4 |
|
| R2 |
3,185.7 |
3,185.7 |
3,159.3 |
|
| R1 |
3,168.3 |
3,168.3 |
3,155.1 |
3,177.0 |
| PP |
3,140.7 |
3,140.7 |
3,140.7 |
3,145.0 |
| S1 |
3,123.3 |
3,123.3 |
3,146.9 |
3,132.0 |
| S2 |
3,095.7 |
3,095.7 |
3,142.8 |
|
| S3 |
3,050.7 |
3,078.3 |
3,138.6 |
|
| S4 |
3,005.7 |
3,033.3 |
3,126.3 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,317.3 |
3,274.7 |
3,130.5 |
|
| R3 |
3,247.3 |
3,204.7 |
3,111.3 |
|
| R2 |
3,177.3 |
3,177.3 |
3,104.8 |
|
| R1 |
3,134.7 |
3,134.7 |
3,098.4 |
3,121.0 |
| PP |
3,107.3 |
3,107.3 |
3,107.3 |
3,100.5 |
| S1 |
3,064.7 |
3,064.7 |
3,085.6 |
3,051.0 |
| S2 |
3,037.3 |
3,037.3 |
3,079.2 |
|
| S3 |
2,967.3 |
2,994.7 |
3,072.8 |
|
| S4 |
2,897.3 |
2,924.7 |
3,053.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,158.0 |
3,080.0 |
78.0 |
2.5% |
43.4 |
1.4% |
91% |
True |
False |
876,926 |
| 10 |
3,158.0 |
3,010.0 |
148.0 |
4.7% |
47.9 |
1.5% |
95% |
True |
False |
894,013 |
| 20 |
3,175.0 |
3,010.0 |
165.0 |
5.2% |
43.9 |
1.4% |
85% |
False |
False |
924,248 |
| 40 |
3,175.0 |
2,902.0 |
273.0 |
8.7% |
45.7 |
1.4% |
91% |
False |
False |
731,161 |
| 60 |
3,175.0 |
2,868.0 |
307.0 |
9.7% |
43.4 |
1.4% |
92% |
False |
False |
488,042 |
| 80 |
3,175.0 |
2,868.0 |
307.0 |
9.7% |
42.8 |
1.4% |
92% |
False |
False |
366,412 |
| 100 |
3,175.0 |
2,847.0 |
328.0 |
10.4% |
40.3 |
1.3% |
93% |
False |
False |
293,199 |
| 120 |
3,175.0 |
2,847.0 |
328.0 |
10.4% |
35.0 |
1.1% |
93% |
False |
False |
244,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,349.3 |
|
2.618 |
3,275.8 |
|
1.618 |
3,230.8 |
|
1.000 |
3,203.0 |
|
0.618 |
3,185.8 |
|
HIGH |
3,158.0 |
|
0.618 |
3,140.8 |
|
0.500 |
3,135.5 |
|
0.382 |
3,130.2 |
|
LOW |
3,113.0 |
|
0.618 |
3,085.2 |
|
1.000 |
3,068.0 |
|
1.618 |
3,040.2 |
|
2.618 |
2,995.2 |
|
4.250 |
2,921.8 |
|
|
| Fisher Pivots for day following 29-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,145.8 |
3,140.3 |
| PP |
3,140.7 |
3,129.7 |
| S1 |
3,135.5 |
3,119.0 |
|