| Trading Metrics calculated at close of trading on 25-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
25-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,151.2 |
1,141.0 |
-10.2 |
-0.9% |
1,135.0 |
| High |
1,153.5 |
1,141.6 |
-11.9 |
-1.0% |
1,155.0 |
| Low |
1,131.3 |
1,116.3 |
-15.0 |
-1.3% |
1,116.3 |
| Close |
1,141.0 |
1,120.4 |
-20.6 |
-1.8% |
1,120.4 |
| Range |
22.2 |
25.3 |
3.1 |
14.0% |
38.7 |
| ATR |
20.3 |
20.6 |
0.4 |
1.8% |
0.0 |
| Volume |
128,916 |
127,033 |
-1,883 |
-1.5% |
519,234 |
|
| Daily Pivots for day following 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,202.0 |
1,186.5 |
1,134.3 |
|
| R3 |
1,176.8 |
1,161.3 |
1,127.3 |
|
| R2 |
1,151.5 |
1,151.5 |
1,125.0 |
|
| R1 |
1,136.0 |
1,136.0 |
1,122.8 |
1,131.0 |
| PP |
1,126.0 |
1,126.0 |
1,126.0 |
1,123.8 |
| S1 |
1,110.5 |
1,110.5 |
1,118.0 |
1,105.8 |
| S2 |
1,100.8 |
1,100.8 |
1,115.8 |
|
| S3 |
1,075.5 |
1,085.3 |
1,113.5 |
|
| S4 |
1,050.3 |
1,060.0 |
1,106.5 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,246.8 |
1,222.3 |
1,141.8 |
|
| R3 |
1,208.0 |
1,183.5 |
1,131.0 |
|
| R2 |
1,169.3 |
1,169.3 |
1,127.5 |
|
| R1 |
1,144.8 |
1,144.8 |
1,124.0 |
1,137.8 |
| PP |
1,130.5 |
1,130.5 |
1,130.5 |
1,127.0 |
| S1 |
1,106.3 |
1,106.3 |
1,116.8 |
1,099.0 |
| S2 |
1,091.8 |
1,091.8 |
1,113.3 |
|
| S3 |
1,053.3 |
1,067.5 |
1,109.8 |
|
| S4 |
1,014.5 |
1,028.8 |
1,099.0 |
|
|
| 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 |
1,116.3 |
38.7 |
3.5% |
17.8 |
1.6% |
11% |
False |
True |
103,846 |
| 10 |
1,155.0 |
1,090.8 |
64.2 |
5.7% |
19.8 |
1.8% |
46% |
False |
False |
127,776 |
| 20 |
1,191.1 |
1,090.8 |
100.3 |
9.0% |
21.8 |
1.9% |
30% |
False |
False |
131,366 |
| 40 |
1,208.2 |
1,090.8 |
117.4 |
10.5% |
20.5 |
1.8% |
25% |
False |
False |
106,754 |
| 60 |
1,208.2 |
1,085.1 |
123.1 |
11.0% |
15.5 |
1.4% |
29% |
False |
False |
71,184 |
| 80 |
1,208.2 |
1,085.1 |
123.1 |
11.0% |
12.0 |
1.1% |
29% |
False |
False |
53,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,249.0 |
|
2.618 |
1,207.8 |
|
1.618 |
1,182.5 |
|
1.000 |
1,167.0 |
|
0.618 |
1,157.3 |
|
HIGH |
1,141.5 |
|
0.618 |
1,132.0 |
|
0.500 |
1,129.0 |
|
0.382 |
1,126.0 |
|
LOW |
1,116.3 |
|
0.618 |
1,100.8 |
|
1.000 |
1,091.0 |
|
1.618 |
1,075.3 |
|
2.618 |
1,050.0 |
|
4.250 |
1,008.8 |
|
|
| Fisher Pivots for day following 25-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,129.0 |
1,135.0 |
| PP |
1,126.0 |
1,130.0 |
| S1 |
1,123.3 |
1,125.3 |
|