| Trading Metrics calculated at close of trading on 04-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
6,616.0 |
6,610.5 |
-5.5 |
-0.1% |
6,563.5 |
| High |
6,628.0 |
6,653.5 |
25.5 |
0.4% |
6,653.5 |
| Low |
6,582.5 |
6,592.0 |
9.5 |
0.1% |
6,523.0 |
| Close |
6,586.5 |
6,636.0 |
49.5 |
0.8% |
6,636.0 |
| Range |
45.5 |
61.5 |
16.0 |
35.2% |
130.5 |
| ATR |
70.2 |
69.9 |
-0.2 |
-0.3% |
0.0 |
| Volume |
98,004 |
114,158 |
16,154 |
16.5% |
445,849 |
|
| Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,811.5 |
6,785.5 |
6,670.0 |
|
| R3 |
6,750.0 |
6,724.0 |
6,653.0 |
|
| R2 |
6,688.5 |
6,688.5 |
6,647.5 |
|
| R1 |
6,662.5 |
6,662.5 |
6,641.5 |
6,675.5 |
| PP |
6,627.0 |
6,627.0 |
6,627.0 |
6,634.0 |
| S1 |
6,601.0 |
6,601.0 |
6,630.5 |
6,614.0 |
| S2 |
6,565.5 |
6,565.5 |
6,624.5 |
|
| S3 |
6,504.0 |
6,539.5 |
6,619.0 |
|
| S4 |
6,442.5 |
6,478.0 |
6,602.0 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,995.5 |
6,946.5 |
6,708.0 |
|
| R3 |
6,865.0 |
6,816.0 |
6,672.0 |
|
| R2 |
6,734.5 |
6,734.5 |
6,660.0 |
|
| R1 |
6,685.5 |
6,685.5 |
6,648.0 |
6,710.0 |
| PP |
6,604.0 |
6,604.0 |
6,604.0 |
6,616.5 |
| S1 |
6,555.0 |
6,555.0 |
6,624.0 |
6,579.5 |
| S2 |
6,473.5 |
6,473.5 |
6,612.0 |
|
| S3 |
6,343.0 |
6,424.5 |
6,600.0 |
|
| S4 |
6,212.5 |
6,294.0 |
6,564.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,653.5 |
6,523.0 |
130.5 |
2.0% |
56.0 |
0.8% |
87% |
True |
False |
89,169 |
| 10 |
6,653.5 |
6,445.5 |
208.0 |
3.1% |
62.0 |
0.9% |
92% |
True |
False |
97,891 |
| 20 |
6,683.5 |
6,431.5 |
252.0 |
3.8% |
73.0 |
1.1% |
81% |
False |
False |
102,416 |
| 40 |
6,800.0 |
6,431.5 |
368.5 |
5.6% |
65.0 |
1.0% |
55% |
False |
False |
52,053 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
58.5 |
0.9% |
66% |
False |
False |
34,731 |
| 80 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
46.0 |
0.7% |
66% |
False |
False |
26,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,915.0 |
|
2.618 |
6,814.5 |
|
1.618 |
6,753.0 |
|
1.000 |
6,715.0 |
|
0.618 |
6,691.5 |
|
HIGH |
6,653.5 |
|
0.618 |
6,630.0 |
|
0.500 |
6,623.0 |
|
0.382 |
6,615.5 |
|
LOW |
6,592.0 |
|
0.618 |
6,554.0 |
|
1.000 |
6,530.5 |
|
1.618 |
6,492.5 |
|
2.618 |
6,431.0 |
|
4.250 |
6,330.5 |
|
|
| Fisher Pivots for day following 04-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,631.5 |
6,630.0 |
| PP |
6,627.0 |
6,624.0 |
| S1 |
6,623.0 |
6,618.0 |
|