| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
6,509.5 |
6,536.5 |
27.0 |
0.4% |
6,600.0 |
| High |
6,556.0 |
6,606.0 |
50.0 |
0.8% |
6,635.0 |
| Low |
6,500.0 |
6,500.0 |
0.0 |
0.0% |
6,475.0 |
| Close |
6,537.0 |
6,575.5 |
38.5 |
0.6% |
6,508.0 |
| Range |
56.0 |
106.0 |
50.0 |
89.3% |
160.0 |
| ATR |
79.1 |
81.0 |
1.9 |
2.4% |
0.0 |
| Volume |
91,383 |
99,055 |
7,672 |
8.4% |
551,790 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,878.5 |
6,833.0 |
6,634.0 |
|
| R3 |
6,772.5 |
6,727.0 |
6,604.5 |
|
| R2 |
6,666.5 |
6,666.5 |
6,595.0 |
|
| R1 |
6,621.0 |
6,621.0 |
6,585.0 |
6,644.0 |
| PP |
6,560.5 |
6,560.5 |
6,560.5 |
6,572.0 |
| S1 |
6,515.0 |
6,515.0 |
6,566.0 |
6,538.0 |
| S2 |
6,454.5 |
6,454.5 |
6,556.0 |
|
| S3 |
6,348.5 |
6,409.0 |
6,546.5 |
|
| S4 |
6,242.5 |
6,303.0 |
6,517.0 |
|
|
| 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 |
6,606.0 |
6,452.0 |
154.0 |
2.3% |
80.5 |
1.2% |
80% |
True |
False |
102,145 |
| 10 |
6,653.5 |
6,452.0 |
201.5 |
3.1% |
83.0 |
1.3% |
61% |
False |
False |
107,100 |
| 20 |
6,653.5 |
6,445.5 |
208.0 |
3.2% |
73.0 |
1.1% |
63% |
False |
False |
102,137 |
| 40 |
6,800.0 |
6,431.5 |
368.5 |
5.6% |
74.0 |
1.1% |
39% |
False |
False |
75,939 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
69.0 |
1.0% |
54% |
False |
False |
50,678 |
| 80 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
55.0 |
0.8% |
54% |
False |
False |
38,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,056.5 |
|
2.618 |
6,883.5 |
|
1.618 |
6,777.5 |
|
1.000 |
6,712.0 |
|
0.618 |
6,671.5 |
|
HIGH |
6,606.0 |
|
0.618 |
6,565.5 |
|
0.500 |
6,553.0 |
|
0.382 |
6,540.5 |
|
LOW |
6,500.0 |
|
0.618 |
6,434.5 |
|
1.000 |
6,394.0 |
|
1.618 |
6,328.5 |
|
2.618 |
6,222.5 |
|
4.250 |
6,049.5 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,568.0 |
6,560.0 |
| PP |
6,560.5 |
6,544.5 |
| S1 |
6,553.0 |
6,529.0 |
|