| Trading Metrics calculated at close of trading on 10-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
6,537.5 |
6,610.5 |
73.0 |
1.1% |
6,563.5 |
| High |
6,612.5 |
6,635.0 |
22.5 |
0.3% |
6,653.5 |
| Low |
6,531.5 |
6,513.0 |
-18.5 |
-0.3% |
6,523.0 |
| Close |
6,576.0 |
6,582.5 |
6.5 |
0.1% |
6,636.0 |
| Range |
81.0 |
122.0 |
41.0 |
50.6% |
130.5 |
| ATR |
73.5 |
77.0 |
3.5 |
4.7% |
0.0 |
| Volume |
113,579 |
127,688 |
14,109 |
12.4% |
445,849 |
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,943.0 |
6,884.5 |
6,649.5 |
|
| R3 |
6,821.0 |
6,762.5 |
6,616.0 |
|
| R2 |
6,699.0 |
6,699.0 |
6,605.0 |
|
| R1 |
6,640.5 |
6,640.5 |
6,593.5 |
6,609.0 |
| PP |
6,577.0 |
6,577.0 |
6,577.0 |
6,561.0 |
| S1 |
6,518.5 |
6,518.5 |
6,571.5 |
6,487.0 |
| S2 |
6,455.0 |
6,455.0 |
6,560.0 |
|
| S3 |
6,333.0 |
6,396.5 |
6,549.0 |
|
| S4 |
6,211.0 |
6,274.5 |
6,515.5 |
|
|
| 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% |
86.0 |
1.3% |
56% |
False |
False |
112,054 |
| 10 |
6,653.5 |
6,492.5 |
161.0 |
2.4% |
70.0 |
1.1% |
56% |
False |
False |
100,962 |
| 20 |
6,653.5 |
6,431.5 |
222.0 |
3.4% |
75.0 |
1.1% |
68% |
False |
False |
119,292 |
| 40 |
6,800.0 |
6,431.5 |
368.5 |
5.6% |
70.5 |
1.1% |
41% |
False |
False |
63,193 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
63.5 |
1.0% |
56% |
False |
False |
42,166 |
| 80 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
50.0 |
0.8% |
56% |
False |
False |
31,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,153.5 |
|
2.618 |
6,954.5 |
|
1.618 |
6,832.5 |
|
1.000 |
6,757.0 |
|
0.618 |
6,710.5 |
|
HIGH |
6,635.0 |
|
0.618 |
6,588.5 |
|
0.500 |
6,574.0 |
|
0.382 |
6,559.5 |
|
LOW |
6,513.0 |
|
0.618 |
6,437.5 |
|
1.000 |
6,391.0 |
|
1.618 |
6,315.5 |
|
2.618 |
6,193.5 |
|
4.250 |
5,994.5 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,579.5 |
6,576.0 |
| PP |
6,577.0 |
6,570.0 |
| S1 |
6,574.0 |
6,564.0 |
|