| Trading Metrics calculated at close of trading on 16-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
6,524.5 |
6,509.5 |
-15.0 |
-0.2% |
6,600.0 |
| High |
6,541.5 |
6,556.0 |
14.5 |
0.2% |
6,635.0 |
| Low |
6,452.0 |
6,500.0 |
48.0 |
0.7% |
6,475.0 |
| Close |
6,487.0 |
6,537.0 |
50.0 |
0.8% |
6,508.0 |
| Range |
89.5 |
56.0 |
-33.5 |
-37.4% |
160.0 |
| ATR |
79.9 |
79.1 |
-0.8 |
-1.0% |
0.0 |
| Volume |
103,623 |
91,383 |
-12,240 |
-11.8% |
551,790 |
|
| Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,699.0 |
6,674.0 |
6,568.0 |
|
| R3 |
6,643.0 |
6,618.0 |
6,552.5 |
|
| R2 |
6,587.0 |
6,587.0 |
6,547.5 |
|
| R1 |
6,562.0 |
6,562.0 |
6,542.0 |
6,574.5 |
| PP |
6,531.0 |
6,531.0 |
6,531.0 |
6,537.0 |
| S1 |
6,506.0 |
6,506.0 |
6,532.0 |
6,518.5 |
| S2 |
6,475.0 |
6,475.0 |
6,526.5 |
|
| S3 |
6,419.0 |
6,450.0 |
6,521.5 |
|
| S4 |
6,363.0 |
6,394.0 |
6,506.0 |
|
|
| 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% |
83.5 |
1.3% |
46% |
False |
False |
107,872 |
| 10 |
6,653.5 |
6,452.0 |
201.5 |
3.1% |
77.0 |
1.2% |
42% |
False |
False |
106,995 |
| 20 |
6,653.5 |
6,431.5 |
222.0 |
3.4% |
70.5 |
1.1% |
48% |
False |
False |
103,271 |
| 40 |
6,800.0 |
6,431.5 |
368.5 |
5.6% |
73.5 |
1.1% |
29% |
False |
False |
73,466 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
68.0 |
1.0% |
46% |
False |
False |
49,027 |
| 80 |
6,800.0 |
6,310.5 |
489.5 |
7.5% |
53.5 |
0.8% |
46% |
False |
False |
36,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,794.0 |
|
2.618 |
6,702.5 |
|
1.618 |
6,646.5 |
|
1.000 |
6,612.0 |
|
0.618 |
6,590.5 |
|
HIGH |
6,556.0 |
|
0.618 |
6,534.5 |
|
0.500 |
6,528.0 |
|
0.382 |
6,521.5 |
|
LOW |
6,500.0 |
|
0.618 |
6,465.5 |
|
1.000 |
6,444.0 |
|
1.618 |
6,409.5 |
|
2.618 |
6,353.5 |
|
4.250 |
6,262.0 |
|
|
| Fisher Pivots for day following 16-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,534.0 |
6,526.0 |
| PP |
6,531.0 |
6,515.0 |
| S1 |
6,528.0 |
6,504.0 |
|