| Trading Metrics calculated at close of trading on 14-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,123.7 |
1,106.1 |
-17.6 |
-1.6% |
1,151.0 |
| High |
1,126.4 |
1,123.9 |
-2.5 |
-0.2% |
1,157.5 |
| Low |
1,102.7 |
1,101.0 |
-1.7 |
-0.2% |
1,102.7 |
| Close |
1,108.4 |
1,111.1 |
2.7 |
0.2% |
1,108.4 |
| Range |
23.7 |
22.9 |
-0.8 |
-3.4% |
54.8 |
| ATR |
22.0 |
22.1 |
0.1 |
0.3% |
0.0 |
| Volume |
169,936 |
139,716 |
-30,220 |
-17.8% |
746,755 |
|
| Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,180.8 |
1,168.8 |
1,123.8 |
|
| R3 |
1,157.8 |
1,146.0 |
1,117.5 |
|
| R2 |
1,135.0 |
1,135.0 |
1,115.3 |
|
| R1 |
1,123.0 |
1,123.0 |
1,113.3 |
1,129.0 |
| PP |
1,112.0 |
1,112.0 |
1,112.0 |
1,115.0 |
| S1 |
1,100.0 |
1,100.0 |
1,109.0 |
1,106.0 |
| S2 |
1,089.0 |
1,089.0 |
1,107.0 |
|
| S3 |
1,066.3 |
1,077.3 |
1,104.8 |
|
| S4 |
1,043.3 |
1,054.3 |
1,098.5 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,287.3 |
1,252.8 |
1,138.5 |
|
| R3 |
1,232.5 |
1,197.8 |
1,123.5 |
|
| R2 |
1,177.8 |
1,177.8 |
1,118.5 |
|
| R1 |
1,143.0 |
1,143.0 |
1,113.5 |
1,133.0 |
| PP |
1,122.8 |
1,122.8 |
1,122.8 |
1,117.8 |
| S1 |
1,088.3 |
1,088.3 |
1,103.5 |
1,078.3 |
| S2 |
1,068.0 |
1,068.0 |
1,098.3 |
|
| S3 |
1,013.3 |
1,033.5 |
1,093.3 |
|
| S4 |
958.5 |
978.8 |
1,078.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,157.5 |
1,101.0 |
56.5 |
5.1% |
25.0 |
2.2% |
18% |
False |
True |
145,434 |
| 10 |
1,191.1 |
1,101.0 |
90.1 |
8.1% |
24.3 |
2.2% |
11% |
False |
True |
139,045 |
| 20 |
1,204.8 |
1,101.0 |
103.8 |
9.3% |
23.3 |
2.1% |
10% |
False |
True |
139,977 |
| 40 |
1,208.2 |
1,101.0 |
107.2 |
9.6% |
18.5 |
1.7% |
9% |
False |
True |
82,570 |
| 60 |
1,208.2 |
1,085.1 |
123.1 |
11.1% |
13.3 |
1.2% |
21% |
False |
False |
55,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,221.3 |
|
2.618 |
1,183.8 |
|
1.618 |
1,161.0 |
|
1.000 |
1,146.8 |
|
0.618 |
1,138.0 |
|
HIGH |
1,124.0 |
|
0.618 |
1,115.3 |
|
0.500 |
1,112.5 |
|
0.382 |
1,109.8 |
|
LOW |
1,101.0 |
|
0.618 |
1,086.8 |
|
1.000 |
1,078.0 |
|
1.618 |
1,064.0 |
|
2.618 |
1,041.0 |
|
4.250 |
1,003.8 |
|
|
| Fisher Pivots for day following 14-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,112.5 |
1,129.3 |
| PP |
1,112.0 |
1,123.3 |
| S1 |
1,111.5 |
1,117.3 |
|