| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,118.3 |
1,122.0 |
3.7 |
0.3% |
1,151.0 |
| High |
1,128.7 |
1,138.6 |
9.9 |
0.9% |
1,157.5 |
| Low |
1,116.5 |
1,119.9 |
3.4 |
0.3% |
1,102.7 |
| Close |
1,124.3 |
1,134.4 |
10.1 |
0.9% |
1,108.4 |
| Range |
12.2 |
18.7 |
6.5 |
53.3% |
54.8 |
| ATR |
21.9 |
21.7 |
-0.2 |
-1.1% |
0.0 |
| Volume |
145,354 |
106,587 |
-38,767 |
-26.7% |
746,755 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,187.0 |
1,179.5 |
1,144.8 |
|
| R3 |
1,168.3 |
1,160.8 |
1,139.5 |
|
| R2 |
1,149.8 |
1,149.8 |
1,137.8 |
|
| R1 |
1,142.0 |
1,142.0 |
1,136.0 |
1,145.8 |
| PP |
1,131.0 |
1,131.0 |
1,131.0 |
1,133.0 |
| S1 |
1,123.3 |
1,123.3 |
1,132.8 |
1,127.3 |
| S2 |
1,112.3 |
1,112.3 |
1,131.0 |
|
| S3 |
1,093.5 |
1,104.8 |
1,129.3 |
|
| S4 |
1,074.8 |
1,086.0 |
1,124.0 |
|
|
| 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 |
1,138.6 |
1,090.8 |
47.8 |
4.2% |
21.5 |
1.9% |
91% |
True |
False |
151,706 |
| 10 |
1,186.4 |
1,090.8 |
95.6 |
8.4% |
25.5 |
2.2% |
46% |
False |
False |
152,673 |
| 20 |
1,204.8 |
1,090.8 |
114.0 |
10.0% |
23.5 |
2.1% |
38% |
False |
False |
140,651 |
| 40 |
1,208.2 |
1,090.8 |
117.4 |
10.3% |
19.8 |
1.7% |
37% |
False |
False |
93,791 |
| 60 |
1,208.2 |
1,085.1 |
123.1 |
10.9% |
14.3 |
1.3% |
40% |
False |
False |
62,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,218.0 |
|
2.618 |
1,187.5 |
|
1.618 |
1,168.8 |
|
1.000 |
1,157.3 |
|
0.618 |
1,150.3 |
|
HIGH |
1,138.5 |
|
0.618 |
1,131.5 |
|
0.500 |
1,129.3 |
|
0.382 |
1,127.0 |
|
LOW |
1,120.0 |
|
0.618 |
1,108.3 |
|
1.000 |
1,101.3 |
|
1.618 |
1,089.8 |
|
2.618 |
1,071.0 |
|
4.250 |
1,040.5 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,132.8 |
1,127.8 |
| PP |
1,131.0 |
1,121.3 |
| S1 |
1,129.3 |
1,114.8 |
|