| Trading Metrics calculated at close of trading on 03-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
6,598.0 |
6,616.0 |
18.0 |
0.3% |
6,457.0 |
| High |
6,621.5 |
6,628.0 |
6.5 |
0.1% |
6,587.5 |
| Low |
6,583.5 |
6,582.5 |
-1.0 |
0.0% |
6,445.5 |
| Close |
6,607.5 |
6,586.5 |
-21.0 |
-0.3% |
6,555.0 |
| Range |
38.0 |
45.5 |
7.5 |
19.7% |
142.0 |
| ATR |
72.0 |
70.2 |
-1.9 |
-2.6% |
0.0 |
| Volume |
79,806 |
98,004 |
18,198 |
22.8% |
533,063 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,735.5 |
6,706.5 |
6,611.5 |
|
| R3 |
6,690.0 |
6,661.0 |
6,599.0 |
|
| R2 |
6,644.5 |
6,644.5 |
6,595.0 |
|
| R1 |
6,615.5 |
6,615.5 |
6,590.5 |
6,607.0 |
| PP |
6,599.0 |
6,599.0 |
6,599.0 |
6,595.0 |
| S1 |
6,570.0 |
6,570.0 |
6,582.5 |
6,562.0 |
| S2 |
6,553.5 |
6,553.5 |
6,578.0 |
|
| S3 |
6,508.0 |
6,524.5 |
6,574.0 |
|
| S4 |
6,462.5 |
6,479.0 |
6,561.5 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,955.5 |
6,897.0 |
6,633.0 |
|
| R3 |
6,813.5 |
6,755.0 |
6,594.0 |
|
| R2 |
6,671.5 |
6,671.5 |
6,581.0 |
|
| R1 |
6,613.0 |
6,613.0 |
6,568.0 |
6,642.0 |
| PP |
6,529.5 |
6,529.5 |
6,529.5 |
6,544.0 |
| S1 |
6,471.0 |
6,471.0 |
6,542.0 |
6,500.0 |
| S2 |
6,387.5 |
6,387.5 |
6,529.0 |
|
| S3 |
6,245.5 |
6,329.0 |
6,516.0 |
|
| S4 |
6,103.5 |
6,187.0 |
6,477.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,628.0 |
6,523.0 |
105.0 |
1.6% |
53.5 |
0.8% |
60% |
True |
False |
89,870 |
| 10 |
6,628.0 |
6,445.5 |
182.5 |
2.8% |
62.5 |
0.9% |
77% |
True |
False |
97,175 |
| 20 |
6,717.5 |
6,431.5 |
286.0 |
4.3% |
74.0 |
1.1% |
54% |
False |
False |
97,739 |
| 40 |
6,800.0 |
6,431.5 |
368.5 |
5.6% |
65.0 |
1.0% |
42% |
False |
False |
49,203 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
57.5 |
0.9% |
56% |
False |
False |
32,829 |
| 80 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
45.0 |
0.7% |
56% |
False |
False |
24,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,821.5 |
|
2.618 |
6,747.0 |
|
1.618 |
6,701.5 |
|
1.000 |
6,673.5 |
|
0.618 |
6,656.0 |
|
HIGH |
6,628.0 |
|
0.618 |
6,610.5 |
|
0.500 |
6,605.0 |
|
0.382 |
6,600.0 |
|
LOW |
6,582.5 |
|
0.618 |
6,554.5 |
|
1.000 |
6,537.0 |
|
1.618 |
6,509.0 |
|
2.618 |
6,463.5 |
|
4.250 |
6,389.0 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,605.0 |
6,587.0 |
| PP |
6,599.0 |
6,587.0 |
| S1 |
6,593.0 |
6,586.5 |
|