| Trading Metrics calculated at close of trading on 15-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
6,472.5 |
6,524.5 |
52.0 |
0.8% |
6,600.0 |
| High |
6,532.0 |
6,541.5 |
9.5 |
0.1% |
6,635.0 |
| Low |
6,453.0 |
6,452.0 |
-1.0 |
0.0% |
6,475.0 |
| Close |
6,522.5 |
6,487.0 |
-35.5 |
-0.5% |
6,508.0 |
| Range |
79.0 |
89.5 |
10.5 |
13.3% |
160.0 |
| ATR |
79.1 |
79.9 |
0.7 |
0.9% |
0.0 |
| Volume |
110,993 |
103,623 |
-7,370 |
-6.6% |
551,790 |
|
| Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,762.0 |
6,714.0 |
6,536.0 |
|
| R3 |
6,672.5 |
6,624.5 |
6,511.5 |
|
| R2 |
6,583.0 |
6,583.0 |
6,503.5 |
|
| R1 |
6,535.0 |
6,535.0 |
6,495.0 |
6,514.0 |
| PP |
6,493.5 |
6,493.5 |
6,493.5 |
6,483.0 |
| S1 |
6,445.5 |
6,445.5 |
6,479.0 |
6,425.0 |
| S2 |
6,404.0 |
6,404.0 |
6,470.5 |
|
| S3 |
6,314.5 |
6,356.0 |
6,462.5 |
|
| S4 |
6,225.0 |
6,266.5 |
6,438.0 |
|
|
| 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 |
6,452.0 |
183.0 |
2.8% |
88.5 |
1.4% |
19% |
False |
True |
112,311 |
| 10 |
6,653.5 |
6,452.0 |
201.5 |
3.1% |
75.5 |
1.2% |
17% |
False |
True |
105,837 |
| 20 |
6,653.5 |
6,431.5 |
222.0 |
3.4% |
72.5 |
1.1% |
25% |
False |
False |
103,800 |
| 40 |
6,800.0 |
6,431.5 |
368.5 |
5.7% |
73.0 |
1.1% |
15% |
False |
False |
71,184 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
67.0 |
1.0% |
36% |
False |
False |
47,504 |
| 80 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
53.0 |
0.8% |
36% |
False |
False |
35,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,922.0 |
|
2.618 |
6,776.0 |
|
1.618 |
6,686.5 |
|
1.000 |
6,631.0 |
|
0.618 |
6,597.0 |
|
HIGH |
6,541.5 |
|
0.618 |
6,507.5 |
|
0.500 |
6,497.0 |
|
0.382 |
6,486.0 |
|
LOW |
6,452.0 |
|
0.618 |
6,396.5 |
|
1.000 |
6,362.5 |
|
1.618 |
6,307.0 |
|
2.618 |
6,217.5 |
|
4.250 |
6,071.5 |
|
|
| Fisher Pivots for day following 15-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,497.0 |
6,499.5 |
| PP |
6,493.5 |
6,495.5 |
| S1 |
6,490.0 |
6,491.0 |
|