| Trading Metrics calculated at close of trading on 22-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
6,536.5 |
6,610.0 |
73.5 |
1.1% |
6,472.5 |
| High |
6,606.0 |
6,657.0 |
51.0 |
0.8% |
6,606.0 |
| Low |
6,500.0 |
6,595.5 |
95.5 |
1.5% |
6,452.0 |
| Close |
6,575.5 |
6,635.0 |
59.5 |
0.9% |
6,575.5 |
| Range |
106.0 |
61.5 |
-44.5 |
-42.0% |
154.0 |
| ATR |
81.0 |
81.0 |
0.0 |
0.0% |
0.0 |
| Volume |
99,055 |
66,279 |
-32,776 |
-33.1% |
405,054 |
|
| Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,813.5 |
6,786.0 |
6,669.0 |
|
| R3 |
6,752.0 |
6,724.5 |
6,652.0 |
|
| R2 |
6,690.5 |
6,690.5 |
6,646.5 |
|
| R1 |
6,663.0 |
6,663.0 |
6,640.5 |
6,677.0 |
| PP |
6,629.0 |
6,629.0 |
6,629.0 |
6,636.0 |
| S1 |
6,601.5 |
6,601.5 |
6,629.5 |
6,615.0 |
| S2 |
6,567.5 |
6,567.5 |
6,623.5 |
|
| S3 |
6,506.0 |
6,540.0 |
6,618.0 |
|
| S4 |
6,444.5 |
6,478.5 |
6,601.0 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,006.5 |
6,945.0 |
6,660.0 |
|
| R3 |
6,852.5 |
6,791.0 |
6,618.0 |
|
| R2 |
6,698.5 |
6,698.5 |
6,603.5 |
|
| R1 |
6,637.0 |
6,637.0 |
6,589.5 |
6,668.0 |
| PP |
6,544.5 |
6,544.5 |
6,544.5 |
6,560.0 |
| S1 |
6,483.0 |
6,483.0 |
6,561.5 |
6,514.0 |
| S2 |
6,390.5 |
6,390.5 |
6,547.5 |
|
| S3 |
6,236.5 |
6,329.0 |
6,533.0 |
|
| S4 |
6,082.5 |
6,175.0 |
6,491.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,657.0 |
6,452.0 |
205.0 |
3.1% |
78.5 |
1.2% |
89% |
True |
False |
94,266 |
| 10 |
6,657.0 |
6,452.0 |
205.0 |
3.1% |
83.0 |
1.3% |
89% |
True |
False |
102,312 |
| 20 |
6,657.0 |
6,445.5 |
211.5 |
3.2% |
72.5 |
1.1% |
90% |
True |
False |
100,101 |
| 40 |
6,800.0 |
6,431.5 |
368.5 |
5.6% |
74.5 |
1.1% |
55% |
False |
False |
77,594 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
67.5 |
1.0% |
66% |
False |
False |
51,780 |
| 80 |
6,800.0 |
6,310.5 |
489.5 |
7.4% |
56.0 |
0.8% |
66% |
False |
False |
38,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,918.5 |
|
2.618 |
6,818.0 |
|
1.618 |
6,756.5 |
|
1.000 |
6,718.5 |
|
0.618 |
6,695.0 |
|
HIGH |
6,657.0 |
|
0.618 |
6,633.5 |
|
0.500 |
6,626.0 |
|
0.382 |
6,619.0 |
|
LOW |
6,595.5 |
|
0.618 |
6,557.5 |
|
1.000 |
6,534.0 |
|
1.618 |
6,496.0 |
|
2.618 |
6,434.5 |
|
4.250 |
6,334.0 |
|
|
| Fisher Pivots for day following 22-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,632.0 |
6,616.0 |
| PP |
6,629.0 |
6,597.5 |
| S1 |
6,626.0 |
6,578.5 |
|