| Trading Metrics calculated at close of trading on 24-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,150.8 |
1,151.2 |
0.4 |
0.0% |
1,106.1 |
| High |
1,152.6 |
1,153.5 |
0.9 |
0.1% |
1,138.6 |
| Low |
1,142.5 |
1,131.3 |
-11.2 |
-1.0% |
1,090.8 |
| Close |
1,146.2 |
1,141.0 |
-5.2 |
-0.5% |
1,134.4 |
| Range |
10.1 |
22.2 |
12.1 |
119.8% |
47.8 |
| ATR |
20.1 |
20.3 |
0.1 |
0.7% |
0.0 |
| Volume |
100,840 |
128,916 |
28,076 |
27.8% |
588,597 |
|
| Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,208.5 |
1,197.0 |
1,153.3 |
|
| R3 |
1,186.3 |
1,174.8 |
1,147.0 |
|
| R2 |
1,164.3 |
1,164.3 |
1,145.0 |
|
| R1 |
1,152.5 |
1,152.5 |
1,143.0 |
1,147.3 |
| PP |
1,142.0 |
1,142.0 |
1,142.0 |
1,139.3 |
| S1 |
1,130.3 |
1,130.3 |
1,139.0 |
1,125.0 |
| S2 |
1,119.8 |
1,119.8 |
1,137.0 |
|
| S3 |
1,097.5 |
1,108.3 |
1,135.0 |
|
| S4 |
1,075.3 |
1,086.0 |
1,128.8 |
|
|
| 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 |
1,119.9 |
35.1 |
3.1% |
16.5 |
1.4% |
60% |
False |
False |
99,757 |
| 10 |
1,157.5 |
1,090.8 |
66.7 |
5.8% |
21.3 |
1.9% |
75% |
False |
False |
131,851 |
| 20 |
1,191.1 |
1,090.8 |
100.3 |
8.8% |
21.3 |
1.9% |
50% |
False |
False |
132,373 |
| 40 |
1,208.2 |
1,090.8 |
117.4 |
10.3% |
20.0 |
1.8% |
43% |
False |
False |
103,586 |
| 60 |
1,208.2 |
1,085.1 |
123.1 |
10.8% |
15.0 |
1.3% |
45% |
False |
False |
69,067 |
| 80 |
1,208.2 |
1,085.1 |
123.1 |
10.8% |
11.8 |
1.0% |
45% |
False |
False |
51,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,247.8 |
|
2.618 |
1,211.5 |
|
1.618 |
1,189.5 |
|
1.000 |
1,175.8 |
|
0.618 |
1,167.3 |
|
HIGH |
1,153.5 |
|
0.618 |
1,145.0 |
|
0.500 |
1,142.5 |
|
0.382 |
1,139.8 |
|
LOW |
1,131.3 |
|
0.618 |
1,117.5 |
|
1.000 |
1,109.0 |
|
1.618 |
1,095.5 |
|
2.618 |
1,073.3 |
|
4.250 |
1,037.0 |
|
|
| Fisher Pivots for day following 24-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,142.5 |
1,143.3 |
| PP |
1,142.0 |
1,142.5 |
| S1 |
1,141.5 |
1,141.8 |
|