| 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 |
9,509.5 |
9,586.0 |
76.5 |
0.8% |
9,471.5 |
| High |
9,622.0 |
9,638.0 |
16.0 |
0.2% |
9,660.0 |
| Low |
9,495.5 |
9,572.5 |
77.0 |
0.8% |
9,382.0 |
| Close |
9,605.0 |
9,617.0 |
12.0 |
0.1% |
9,420.0 |
| Range |
126.5 |
65.5 |
-61.0 |
-48.2% |
278.0 |
| ATR |
161.5 |
154.7 |
-6.9 |
-4.2% |
0.0 |
| Volume |
86,391 |
91,653 |
5,262 |
6.1% |
416,839 |
|
| Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,805.7 |
9,776.8 |
9,653.0 |
|
| R3 |
9,740.2 |
9,711.3 |
9,635.0 |
|
| R2 |
9,674.7 |
9,674.7 |
9,629.0 |
|
| R1 |
9,645.8 |
9,645.8 |
9,623.0 |
9,660.3 |
| PP |
9,609.2 |
9,609.2 |
9,609.2 |
9,616.4 |
| S1 |
9,580.3 |
9,580.3 |
9,611.0 |
9,594.8 |
| S2 |
9,543.7 |
9,543.7 |
9,605.0 |
|
| S3 |
9,478.2 |
9,514.8 |
9,599.0 |
|
| S4 |
9,412.7 |
9,449.3 |
9,581.0 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,321.3 |
10,148.7 |
9,572.9 |
|
| R3 |
10,043.3 |
9,870.7 |
9,496.5 |
|
| R2 |
9,765.3 |
9,765.3 |
9,471.0 |
|
| R1 |
9,592.7 |
9,592.7 |
9,445.5 |
9,540.0 |
| PP |
9,487.3 |
9,487.3 |
9,487.3 |
9,461.0 |
| S1 |
9,314.7 |
9,314.7 |
9,394.5 |
9,262.0 |
| S2 |
9,209.3 |
9,209.3 |
9,369.0 |
|
| S3 |
8,931.3 |
9,036.7 |
9,343.6 |
|
| S4 |
8,653.3 |
8,758.7 |
9,267.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,660.0 |
9,382.0 |
278.0 |
2.9% |
141.6 |
1.5% |
85% |
False |
False |
101,258 |
| 10 |
9,660.0 |
9,102.5 |
557.5 |
5.8% |
155.0 |
1.6% |
92% |
False |
False |
99,597 |
| 20 |
9,741.0 |
9,102.5 |
638.5 |
6.6% |
138.3 |
1.4% |
81% |
False |
False |
107,894 |
| 40 |
9,741.0 |
8,934.5 |
806.5 |
8.4% |
144.1 |
1.5% |
85% |
False |
False |
78,970 |
| 60 |
9,755.5 |
8,934.5 |
821.0 |
8.5% |
134.7 |
1.4% |
83% |
False |
False |
52,740 |
| 80 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
133.2 |
1.4% |
77% |
False |
False |
39,591 |
| 100 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
124.7 |
1.3% |
77% |
False |
False |
31,693 |
| 120 |
9,819.0 |
8,934.5 |
884.5 |
9.2% |
112.8 |
1.2% |
77% |
False |
False |
26,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,916.4 |
|
2.618 |
9,809.5 |
|
1.618 |
9,744.0 |
|
1.000 |
9,703.5 |
|
0.618 |
9,678.5 |
|
HIGH |
9,638.0 |
|
0.618 |
9,613.0 |
|
0.500 |
9,605.3 |
|
0.382 |
9,597.5 |
|
LOW |
9,572.5 |
|
0.618 |
9,532.0 |
|
1.000 |
9,507.0 |
|
1.618 |
9,466.5 |
|
2.618 |
9,401.0 |
|
4.250 |
9,294.1 |
|
|
| Fisher Pivots for day following 30-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,613.1 |
9,582.3 |
| PP |
9,609.2 |
9,547.7 |
| S1 |
9,605.3 |
9,513.0 |
|