| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
6,543.0 |
6,537.5 |
-5.5 |
-0.1% |
6,563.5 |
| High |
6,568.5 |
6,612.5 |
44.0 |
0.7% |
6,653.5 |
| Low |
6,492.5 |
6,531.5 |
39.0 |
0.6% |
6,523.0 |
| Close |
6,529.0 |
6,576.0 |
47.0 |
0.7% |
6,636.0 |
| Range |
76.0 |
81.0 |
5.0 |
6.6% |
130.5 |
| ATR |
72.7 |
73.5 |
0.8 |
1.1% |
0.0 |
| Volume |
92,976 |
113,579 |
20,603 |
22.2% |
445,849 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,816.5 |
6,777.0 |
6,620.5 |
|
| R3 |
6,735.5 |
6,696.0 |
6,598.5 |
|
| R2 |
6,654.5 |
6,654.5 |
6,591.0 |
|
| R1 |
6,615.0 |
6,615.0 |
6,583.5 |
6,635.0 |
| PP |
6,573.5 |
6,573.5 |
6,573.5 |
6,583.0 |
| S1 |
6,534.0 |
6,534.0 |
6,568.5 |
6,554.0 |
| S2 |
6,492.5 |
6,492.5 |
6,561.0 |
|
| S3 |
6,411.5 |
6,453.0 |
6,553.5 |
|
| S4 |
6,330.5 |
6,372.0 |
6,531.5 |
|
|
| 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 |
6,492.5 |
161.0 |
2.4% |
70.5 |
1.1% |
52% |
False |
False |
106,117 |
| 10 |
6,653.5 |
6,492.5 |
161.0 |
2.4% |
61.0 |
0.9% |
52% |
False |
False |
97,433 |
| 20 |
6,653.5 |
6,431.5 |
222.0 |
3.4% |
75.5 |
1.1% |
65% |
False |
False |
115,091 |
| 40 |
6,800.0 |
6,431.5 |
368.5 |
5.6% |
68.5 |
1.0% |
39% |
False |
False |
60,004 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
61.5 |
0.9% |
54% |
False |
False |
40,038 |
| 80 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
48.5 |
0.7% |
54% |
False |
False |
30,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,957.0 |
|
2.618 |
6,824.5 |
|
1.618 |
6,743.5 |
|
1.000 |
6,693.5 |
|
0.618 |
6,662.5 |
|
HIGH |
6,612.5 |
|
0.618 |
6,581.5 |
|
0.500 |
6,572.0 |
|
0.382 |
6,562.5 |
|
LOW |
6,531.5 |
|
0.618 |
6,481.5 |
|
1.000 |
6,450.5 |
|
1.618 |
6,400.5 |
|
2.618 |
6,319.5 |
|
4.250 |
6,187.0 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,574.5 |
6,569.5 |
| PP |
6,573.5 |
6,563.0 |
| S1 |
6,572.0 |
6,556.0 |
|