| Trading Metrics calculated at close of trading on 14-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
6,523.5 |
6,472.5 |
-51.0 |
-0.8% |
6,600.0 |
| High |
6,547.0 |
6,532.0 |
-15.0 |
-0.2% |
6,635.0 |
| Low |
6,475.0 |
6,453.0 |
-22.0 |
-0.3% |
6,475.0 |
| Close |
6,508.0 |
6,522.5 |
14.5 |
0.2% |
6,508.0 |
| Range |
72.0 |
79.0 |
7.0 |
9.7% |
160.0 |
| ATR |
79.1 |
79.1 |
0.0 |
0.0% |
0.0 |
| Volume |
105,675 |
110,993 |
5,318 |
5.0% |
551,790 |
|
| Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,739.5 |
6,710.0 |
6,566.0 |
|
| R3 |
6,660.5 |
6,631.0 |
6,544.0 |
|
| R2 |
6,581.5 |
6,581.5 |
6,537.0 |
|
| R1 |
6,552.0 |
6,552.0 |
6,529.5 |
6,567.0 |
| PP |
6,502.5 |
6,502.5 |
6,502.5 |
6,510.0 |
| S1 |
6,473.0 |
6,473.0 |
6,515.5 |
6,488.0 |
| S2 |
6,423.5 |
6,423.5 |
6,508.0 |
|
| S3 |
6,344.5 |
6,394.0 |
6,501.0 |
|
| S4 |
6,265.5 |
6,315.0 |
6,479.0 |
|
|
| 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 |
6,453.0 |
182.0 |
2.8% |
86.0 |
1.3% |
38% |
False |
True |
110,182 |
| 10 |
6,653.5 |
6,453.0 |
200.5 |
3.1% |
72.0 |
1.1% |
35% |
False |
True |
103,027 |
| 20 |
6,653.5 |
6,431.5 |
222.0 |
3.4% |
76.5 |
1.2% |
41% |
False |
False |
106,686 |
| 40 |
6,800.0 |
6,431.5 |
368.5 |
5.6% |
72.5 |
1.1% |
25% |
False |
False |
68,606 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
65.5 |
1.0% |
43% |
False |
False |
45,777 |
| 80 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
52.0 |
0.8% |
43% |
False |
False |
34,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,868.0 |
|
2.618 |
6,739.0 |
|
1.618 |
6,660.0 |
|
1.000 |
6,611.0 |
|
0.618 |
6,581.0 |
|
HIGH |
6,532.0 |
|
0.618 |
6,502.0 |
|
0.500 |
6,492.5 |
|
0.382 |
6,483.0 |
|
LOW |
6,453.0 |
|
0.618 |
6,404.0 |
|
1.000 |
6,374.0 |
|
1.618 |
6,325.0 |
|
2.618 |
6,246.0 |
|
4.250 |
6,117.0 |
|
|
| Fisher Pivots for day following 14-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,512.5 |
6,544.0 |
| PP |
6,502.5 |
6,537.0 |
| S1 |
6,492.5 |
6,529.5 |
|