| Trading Metrics calculated at close of trading on 11-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
6,610.5 |
6,523.5 |
-87.0 |
-1.3% |
6,600.0 |
| High |
6,635.0 |
6,547.0 |
-88.0 |
-1.3% |
6,635.0 |
| Low |
6,513.0 |
6,475.0 |
-38.0 |
-0.6% |
6,475.0 |
| Close |
6,582.5 |
6,508.0 |
-74.5 |
-1.1% |
6,508.0 |
| Range |
122.0 |
72.0 |
-50.0 |
-41.0% |
160.0 |
| ATR |
77.0 |
79.1 |
2.2 |
2.8% |
0.0 |
| Volume |
127,688 |
105,675 |
-22,013 |
-17.2% |
551,790 |
|
| Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,726.0 |
6,689.0 |
6,547.5 |
|
| R3 |
6,654.0 |
6,617.0 |
6,528.0 |
|
| R2 |
6,582.0 |
6,582.0 |
6,521.0 |
|
| R1 |
6,545.0 |
6,545.0 |
6,514.5 |
6,527.5 |
| PP |
6,510.0 |
6,510.0 |
6,510.0 |
6,501.0 |
| S1 |
6,473.0 |
6,473.0 |
6,501.5 |
6,455.5 |
| S2 |
6,438.0 |
6,438.0 |
6,495.0 |
|
| S3 |
6,366.0 |
6,401.0 |
6,488.0 |
|
| S4 |
6,294.0 |
6,329.0 |
6,468.5 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,019.5 |
6,923.5 |
6,596.0 |
|
| R3 |
6,859.5 |
6,763.5 |
6,552.0 |
|
| R2 |
6,699.5 |
6,699.5 |
6,537.5 |
|
| R1 |
6,603.5 |
6,603.5 |
6,522.5 |
6,571.5 |
| PP |
6,539.5 |
6,539.5 |
6,539.5 |
6,523.0 |
| S1 |
6,443.5 |
6,443.5 |
6,493.5 |
6,411.5 |
| S2 |
6,379.5 |
6,379.5 |
6,478.5 |
|
| S3 |
6,219.5 |
6,283.5 |
6,464.0 |
|
| S4 |
6,059.5 |
6,123.5 |
6,420.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,635.0 |
6,475.0 |
160.0 |
2.5% |
88.0 |
1.4% |
21% |
False |
True |
110,358 |
| 10 |
6,653.5 |
6,475.0 |
178.5 |
2.7% |
72.0 |
1.1% |
18% |
False |
True |
99,763 |
| 20 |
6,653.5 |
6,431.5 |
222.0 |
3.4% |
76.5 |
1.2% |
34% |
False |
False |
117,543 |
| 40 |
6,800.0 |
6,431.5 |
368.5 |
5.7% |
72.0 |
1.1% |
21% |
False |
False |
65,834 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
64.5 |
1.0% |
40% |
False |
False |
43,927 |
| 80 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
51.0 |
0.8% |
40% |
False |
False |
32,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,853.0 |
|
2.618 |
6,735.5 |
|
1.618 |
6,663.5 |
|
1.000 |
6,619.0 |
|
0.618 |
6,591.5 |
|
HIGH |
6,547.0 |
|
0.618 |
6,519.5 |
|
0.500 |
6,511.0 |
|
0.382 |
6,502.5 |
|
LOW |
6,475.0 |
|
0.618 |
6,430.5 |
|
1.000 |
6,403.0 |
|
1.618 |
6,358.5 |
|
2.618 |
6,286.5 |
|
4.250 |
6,169.0 |
|
|
| Fisher Pivots for day following 11-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,511.0 |
6,555.0 |
| PP |
6,510.0 |
6,539.5 |
| S1 |
6,509.0 |
6,523.5 |
|