| Trading Metrics calculated at close of trading on 07-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
6,610.5 |
6,600.0 |
-10.5 |
-0.2% |
6,563.5 |
| High |
6,653.5 |
6,620.0 |
-33.5 |
-0.5% |
6,653.5 |
| Low |
6,592.0 |
6,530.5 |
-61.5 |
-0.9% |
6,523.0 |
| Close |
6,636.0 |
6,565.0 |
-71.0 |
-1.1% |
6,636.0 |
| Range |
61.5 |
89.5 |
28.0 |
45.5% |
130.5 |
| ATR |
69.9 |
72.5 |
2.5 |
3.6% |
0.0 |
| Volume |
114,158 |
111,872 |
-2,286 |
-2.0% |
445,849 |
|
| Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,840.5 |
6,792.0 |
6,614.0 |
|
| R3 |
6,751.0 |
6,702.5 |
6,589.5 |
|
| R2 |
6,661.5 |
6,661.5 |
6,581.5 |
|
| R1 |
6,613.0 |
6,613.0 |
6,573.0 |
6,592.5 |
| PP |
6,572.0 |
6,572.0 |
6,572.0 |
6,561.5 |
| S1 |
6,523.5 |
6,523.5 |
6,557.0 |
6,503.0 |
| S2 |
6,482.5 |
6,482.5 |
6,548.5 |
|
| S3 |
6,393.0 |
6,434.0 |
6,540.5 |
|
| S4 |
6,303.5 |
6,344.5 |
6,516.0 |
|
|
| 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 |
6,530.5 |
123.0 |
1.9% |
58.5 |
0.9% |
28% |
False |
True |
95,873 |
| 10 |
6,653.5 |
6,467.0 |
186.5 |
2.8% |
64.5 |
1.0% |
53% |
False |
False |
97,653 |
| 20 |
6,653.5 |
6,431.5 |
222.0 |
3.4% |
73.0 |
1.1% |
60% |
False |
False |
107,227 |
| 40 |
6,800.0 |
6,431.5 |
368.5 |
5.6% |
67.0 |
1.0% |
36% |
False |
False |
54,843 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
60.0 |
0.9% |
52% |
False |
False |
36,596 |
| 80 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
46.5 |
0.7% |
52% |
False |
False |
27,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,000.5 |
|
2.618 |
6,854.5 |
|
1.618 |
6,765.0 |
|
1.000 |
6,709.5 |
|
0.618 |
6,675.5 |
|
HIGH |
6,620.0 |
|
0.618 |
6,586.0 |
|
0.500 |
6,575.0 |
|
0.382 |
6,564.5 |
|
LOW |
6,530.5 |
|
0.618 |
6,475.0 |
|
1.000 |
6,441.0 |
|
1.618 |
6,385.5 |
|
2.618 |
6,296.0 |
|
4.250 |
6,150.0 |
|
|
| Fisher Pivots for day following 07-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,575.0 |
6,592.0 |
| PP |
6,572.0 |
6,583.0 |
| S1 |
6,568.5 |
6,574.0 |
|