| Trading Metrics calculated at close of trading on 22-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,135.0 |
1,139.0 |
4.0 |
0.4% |
1,106.1 |
| High |
1,139.7 |
1,155.0 |
15.3 |
1.3% |
1,138.6 |
| Low |
1,127.1 |
1,136.0 |
8.9 |
0.8% |
1,090.8 |
| Close |
1,138.3 |
1,151.2 |
12.9 |
1.1% |
1,134.4 |
| Range |
12.6 |
19.0 |
6.4 |
50.8% |
47.8 |
| ATR |
21.1 |
20.9 |
-0.1 |
-0.7% |
0.0 |
| Volume |
63,926 |
98,519 |
34,593 |
54.1% |
588,597 |
|
| Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,204.5 |
1,196.8 |
1,161.8 |
|
| R3 |
1,185.5 |
1,177.8 |
1,156.5 |
|
| R2 |
1,166.5 |
1,166.5 |
1,154.8 |
|
| R1 |
1,158.8 |
1,158.8 |
1,153.0 |
1,162.5 |
| PP |
1,147.5 |
1,147.5 |
1,147.5 |
1,149.3 |
| S1 |
1,139.8 |
1,139.8 |
1,149.5 |
1,143.5 |
| S2 |
1,128.5 |
1,128.5 |
1,147.8 |
|
| S3 |
1,109.5 |
1,120.8 |
1,146.0 |
|
| S4 |
1,090.5 |
1,101.8 |
1,140.8 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,264.8 |
1,247.3 |
1,160.8 |
|
| R3 |
1,216.8 |
1,199.5 |
1,147.5 |
|
| R2 |
1,169.0 |
1,169.0 |
1,143.3 |
|
| R1 |
1,151.8 |
1,151.8 |
1,138.8 |
1,160.5 |
| PP |
1,121.3 |
1,121.3 |
1,121.3 |
1,125.5 |
| S1 |
1,104.0 |
1,104.0 |
1,130.0 |
1,112.5 |
| S2 |
1,073.5 |
1,073.5 |
1,125.8 |
|
| S3 |
1,025.8 |
1,056.3 |
1,121.3 |
|
| S4 |
977.8 |
1,008.3 |
1,108.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,155.0 |
1,090.8 |
64.2 |
5.6% |
18.5 |
1.6% |
94% |
True |
False |
122,265 |
| 10 |
1,157.5 |
1,090.8 |
66.7 |
5.8% |
21.8 |
1.9% |
91% |
False |
False |
133,849 |
| 20 |
1,191.1 |
1,090.8 |
100.3 |
8.7% |
22.8 |
2.0% |
60% |
False |
False |
135,719 |
| 40 |
1,208.2 |
1,090.8 |
117.4 |
10.2% |
19.8 |
1.7% |
51% |
False |
False |
97,848 |
| 60 |
1,208.2 |
1,085.1 |
123.1 |
10.7% |
14.5 |
1.3% |
54% |
False |
False |
65,238 |
| 80 |
1,208.2 |
1,085.1 |
123.1 |
10.7% |
11.3 |
1.0% |
54% |
False |
False |
48,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,235.8 |
|
2.618 |
1,204.8 |
|
1.618 |
1,185.8 |
|
1.000 |
1,174.0 |
|
0.618 |
1,166.8 |
|
HIGH |
1,155.0 |
|
0.618 |
1,147.8 |
|
0.500 |
1,145.5 |
|
0.382 |
1,143.3 |
|
LOW |
1,136.0 |
|
0.618 |
1,124.3 |
|
1.000 |
1,117.0 |
|
1.618 |
1,105.3 |
|
2.618 |
1,086.3 |
|
4.250 |
1,055.3 |
|
|
| Fisher Pivots for day following 22-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,149.3 |
1,146.5 |
| PP |
1,147.5 |
1,142.0 |
| S1 |
1,145.5 |
1,137.5 |
|