| Trading Metrics calculated at close of trading on 29-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
6,641.0 |
6,671.5 |
30.5 |
0.5% |
6,610.0 |
| High |
6,678.0 |
6,732.5 |
54.5 |
0.8% |
6,682.0 |
| Low |
6,622.0 |
6,663.0 |
41.0 |
0.6% |
6,595.5 |
| Close |
6,653.5 |
6,716.0 |
62.5 |
0.9% |
6,637.5 |
| Range |
56.0 |
69.5 |
13.5 |
24.1% |
86.5 |
| ATR |
72.5 |
73.0 |
0.5 |
0.6% |
0.0 |
| Volume |
112,644 |
115,823 |
3,179 |
2.8% |
361,734 |
|
| Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,912.5 |
6,883.5 |
6,754.0 |
|
| R3 |
6,843.0 |
6,814.0 |
6,735.0 |
|
| R2 |
6,773.5 |
6,773.5 |
6,728.5 |
|
| R1 |
6,744.5 |
6,744.5 |
6,722.5 |
6,759.0 |
| PP |
6,704.0 |
6,704.0 |
6,704.0 |
6,711.0 |
| S1 |
6,675.0 |
6,675.0 |
6,709.5 |
6,689.5 |
| S2 |
6,634.5 |
6,634.5 |
6,703.5 |
|
| S3 |
6,565.0 |
6,605.5 |
6,697.0 |
|
| S4 |
6,495.5 |
6,536.0 |
6,678.0 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,898.0 |
6,854.0 |
6,685.0 |
|
| R3 |
6,811.5 |
6,767.5 |
6,661.5 |
|
| R2 |
6,725.0 |
6,725.0 |
6,653.5 |
|
| R1 |
6,681.0 |
6,681.0 |
6,645.5 |
6,703.0 |
| PP |
6,638.5 |
6,638.5 |
6,638.5 |
6,649.0 |
| S1 |
6,594.5 |
6,594.5 |
6,629.5 |
6,616.5 |
| S2 |
6,552.0 |
6,552.0 |
6,621.5 |
|
| S3 |
6,465.5 |
6,508.0 |
6,613.5 |
|
| S4 |
6,379.0 |
6,421.5 |
6,590.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,732.5 |
6,613.0 |
119.5 |
1.8% |
52.0 |
0.8% |
86% |
True |
False |
104,784 |
| 10 |
6,732.5 |
6,452.0 |
280.5 |
4.2% |
65.0 |
1.0% |
94% |
True |
False |
99,525 |
| 20 |
6,732.5 |
6,452.0 |
280.5 |
4.2% |
68.5 |
1.0% |
94% |
True |
False |
99,644 |
| 40 |
6,746.0 |
6,431.5 |
314.5 |
4.7% |
72.5 |
1.1% |
90% |
False |
False |
90,593 |
| 60 |
6,800.0 |
6,310.5 |
489.5 |
7.3% |
66.5 |
1.0% |
83% |
False |
False |
60,509 |
| 80 |
6,800.0 |
6,310.5 |
489.5 |
7.3% |
59.0 |
0.9% |
83% |
False |
False |
45,387 |
| 100 |
6,800.0 |
6,310.5 |
489.5 |
7.3% |
47.5 |
0.7% |
83% |
False |
False |
36,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,028.0 |
|
2.618 |
6,914.5 |
|
1.618 |
6,845.0 |
|
1.000 |
6,802.0 |
|
0.618 |
6,775.5 |
|
HIGH |
6,732.5 |
|
0.618 |
6,706.0 |
|
0.500 |
6,698.0 |
|
0.382 |
6,689.5 |
|
LOW |
6,663.0 |
|
0.618 |
6,620.0 |
|
1.000 |
6,593.5 |
|
1.618 |
6,550.5 |
|
2.618 |
6,481.0 |
|
4.250 |
6,367.5 |
|
|
| Fisher Pivots for day following 29-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,710.0 |
6,701.5 |
| PP |
6,704.0 |
6,687.0 |
| S1 |
6,698.0 |
6,673.0 |
|