| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,135.5 |
1,139.7 |
4.2 |
0.4% |
1,150.0 |
| High |
1,146.5 |
1,157.1 |
10.6 |
0.9% |
1,191.1 |
| Low |
1,126.2 |
1,138.5 |
12.3 |
1.1% |
1,144.7 |
| Close |
1,139.2 |
1,155.1 |
15.9 |
1.4% |
1,150.3 |
| Range |
20.3 |
18.6 |
-1.7 |
-8.4% |
46.4 |
| ATR |
20.7 |
20.5 |
-0.1 |
-0.7% |
0.0 |
| Volume |
137,825 |
111,913 |
-25,912 |
-18.8% |
652,505 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,206.0 |
1,199.3 |
1,165.3 |
|
| R3 |
1,187.5 |
1,180.5 |
1,160.3 |
|
| R2 |
1,168.8 |
1,168.8 |
1,158.5 |
|
| R1 |
1,162.0 |
1,162.0 |
1,156.8 |
1,165.5 |
| PP |
1,150.3 |
1,150.3 |
1,150.3 |
1,152.0 |
| S1 |
1,143.3 |
1,143.3 |
1,153.5 |
1,146.8 |
| S2 |
1,131.8 |
1,131.8 |
1,151.8 |
|
| S3 |
1,113.0 |
1,124.8 |
1,150.0 |
|
| S4 |
1,094.5 |
1,106.3 |
1,144.8 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,301.3 |
1,272.3 |
1,175.8 |
|
| R3 |
1,254.8 |
1,225.8 |
1,163.0 |
|
| R2 |
1,208.5 |
1,208.5 |
1,158.8 |
|
| R1 |
1,179.3 |
1,179.3 |
1,154.5 |
1,194.0 |
| PP |
1,162.0 |
1,162.0 |
1,162.0 |
1,169.3 |
| S1 |
1,133.0 |
1,133.0 |
1,146.0 |
1,147.5 |
| S2 |
1,115.8 |
1,115.8 |
1,141.8 |
|
| S3 |
1,069.3 |
1,086.5 |
1,137.5 |
|
| S4 |
1,022.8 |
1,040.3 |
1,124.8 |
|
|
| 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 |
1,125.2 |
65.9 |
5.7% |
25.3 |
2.2% |
45% |
False |
False |
141,055 |
| 10 |
1,191.1 |
1,125.2 |
65.9 |
5.7% |
21.5 |
1.9% |
45% |
False |
False |
132,895 |
| 20 |
1,204.8 |
1,125.2 |
79.6 |
6.9% |
22.3 |
1.9% |
38% |
False |
False |
139,232 |
| 40 |
1,208.2 |
1,120.0 |
88.2 |
7.6% |
17.0 |
1.5% |
40% |
False |
False |
70,634 |
| 60 |
1,208.2 |
1,085.1 |
123.1 |
10.7% |
12.0 |
1.0% |
57% |
False |
False |
47,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,236.3 |
|
2.618 |
1,205.8 |
|
1.618 |
1,187.3 |
|
1.000 |
1,175.8 |
|
0.618 |
1,168.5 |
|
HIGH |
1,157.0 |
|
0.618 |
1,150.0 |
|
0.500 |
1,147.8 |
|
0.382 |
1,145.5 |
|
LOW |
1,138.5 |
|
0.618 |
1,127.0 |
|
1.000 |
1,120.0 |
|
1.618 |
1,108.5 |
|
2.618 |
1,089.8 |
|
4.250 |
1,059.5 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,152.8 |
1,150.5 |
| PP |
1,150.3 |
1,145.8 |
| S1 |
1,147.8 |
1,141.3 |
|