| Trading Metrics calculated at close of trading on 03-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,185.3 |
1,188.5 |
3.2 |
0.3% |
1,185.3 |
| High |
1,190.4 |
1,191.1 |
0.7 |
0.1% |
1,193.8 |
| Low |
1,182.1 |
1,171.8 |
-10.3 |
-0.9% |
1,141.1 |
| Close |
1,188.9 |
1,178.1 |
-10.8 |
-0.9% |
1,147.0 |
| Range |
8.3 |
19.3 |
11.0 |
132.5% |
52.7 |
| ATR |
18.6 |
18.7 |
0.0 |
0.3% |
0.0 |
| Volume |
98,411 |
104,860 |
6,449 |
6.6% |
696,552 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,238.3 |
1,227.5 |
1,188.8 |
|
| R3 |
1,219.0 |
1,208.3 |
1,183.5 |
|
| R2 |
1,199.8 |
1,199.8 |
1,181.8 |
|
| R1 |
1,188.8 |
1,188.8 |
1,179.8 |
1,184.5 |
| PP |
1,180.3 |
1,180.3 |
1,180.3 |
1,178.3 |
| S1 |
1,169.5 |
1,169.5 |
1,176.3 |
1,165.3 |
| S2 |
1,161.0 |
1,161.0 |
1,174.5 |
|
| S3 |
1,141.8 |
1,150.3 |
1,172.8 |
|
| S4 |
1,122.5 |
1,131.0 |
1,167.5 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,318.8 |
1,285.5 |
1,176.0 |
|
| R3 |
1,266.0 |
1,232.8 |
1,161.5 |
|
| R2 |
1,213.3 |
1,213.3 |
1,156.8 |
|
| R1 |
1,180.3 |
1,180.3 |
1,151.8 |
1,170.5 |
| PP |
1,160.8 |
1,160.8 |
1,160.8 |
1,155.8 |
| S1 |
1,127.5 |
1,127.5 |
1,142.3 |
1,117.8 |
| S2 |
1,108.0 |
1,108.0 |
1,137.3 |
|
| S3 |
1,055.3 |
1,074.8 |
1,132.5 |
|
| S4 |
1,002.5 |
1,022.0 |
1,118.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,191.1 |
1,144.0 |
47.1 |
4.0% |
18.5 |
1.6% |
72% |
True |
False |
116,271 |
| 10 |
1,204.8 |
1,141.1 |
63.7 |
5.4% |
21.5 |
1.8% |
58% |
False |
False |
128,630 |
| 20 |
1,208.2 |
1,141.1 |
67.1 |
5.7% |
20.3 |
1.7% |
55% |
False |
False |
110,981 |
| 40 |
1,208.2 |
1,109.6 |
98.6 |
8.4% |
14.8 |
1.2% |
69% |
False |
False |
55,625 |
| 60 |
1,208.2 |
1,085.1 |
123.1 |
10.4% |
10.3 |
0.9% |
76% |
False |
False |
37,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,273.0 |
|
2.618 |
1,241.8 |
|
1.618 |
1,222.3 |
|
1.000 |
1,210.5 |
|
0.618 |
1,203.0 |
|
HIGH |
1,191.0 |
|
0.618 |
1,183.8 |
|
0.500 |
1,181.5 |
|
0.382 |
1,179.3 |
|
LOW |
1,171.8 |
|
0.618 |
1,159.8 |
|
1.000 |
1,152.5 |
|
1.618 |
1,140.5 |
|
2.618 |
1,121.3 |
|
4.250 |
1,089.8 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,181.5 |
1,178.3 |
| PP |
1,180.3 |
1,178.3 |
| S1 |
1,179.3 |
1,178.3 |
|