| Trading Metrics calculated at close of trading on 28-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,141.0 |
1,121.6 |
-19.4 |
-1.7% |
1,135.0 |
| High |
1,141.6 |
1,129.8 |
-11.8 |
-1.0% |
1,155.0 |
| Low |
1,116.3 |
1,097.4 |
-18.9 |
-1.7% |
1,116.3 |
| Close |
1,120.4 |
1,116.3 |
-4.1 |
-0.4% |
1,120.4 |
| Range |
25.3 |
32.4 |
7.1 |
28.1% |
38.7 |
| ATR |
20.6 |
21.5 |
0.8 |
4.1% |
0.0 |
| Volume |
127,033 |
194,909 |
67,876 |
53.4% |
519,234 |
|
| Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,211.8 |
1,196.5 |
1,134.0 |
|
| R3 |
1,179.3 |
1,164.0 |
1,125.3 |
|
| R2 |
1,147.0 |
1,147.0 |
1,122.3 |
|
| R1 |
1,131.5 |
1,131.5 |
1,119.3 |
1,123.0 |
| PP |
1,114.5 |
1,114.5 |
1,114.5 |
1,110.3 |
| S1 |
1,099.3 |
1,099.3 |
1,113.3 |
1,090.8 |
| S2 |
1,082.0 |
1,082.0 |
1,110.3 |
|
| S3 |
1,049.8 |
1,066.8 |
1,107.5 |
|
| S4 |
1,017.3 |
1,034.5 |
1,098.5 |
|
|
| 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 |
1,097.4 |
57.6 |
5.2% |
21.8 |
2.0% |
33% |
False |
True |
130,043 |
| 10 |
1,155.0 |
1,090.8 |
64.2 |
5.8% |
20.5 |
1.8% |
40% |
False |
False |
130,274 |
| 20 |
1,191.1 |
1,090.8 |
100.3 |
9.0% |
22.3 |
2.0% |
25% |
False |
False |
135,100 |
| 40 |
1,208.2 |
1,090.8 |
117.4 |
10.5% |
21.0 |
1.9% |
22% |
False |
False |
111,625 |
| 60 |
1,208.2 |
1,085.1 |
123.1 |
11.0% |
16.0 |
1.4% |
25% |
False |
False |
74,433 |
| 80 |
1,208.2 |
1,085.1 |
123.1 |
11.0% |
12.5 |
1.1% |
25% |
False |
False |
55,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,267.5 |
|
2.618 |
1,214.5 |
|
1.618 |
1,182.3 |
|
1.000 |
1,162.3 |
|
0.618 |
1,149.8 |
|
HIGH |
1,129.8 |
|
0.618 |
1,117.5 |
|
0.500 |
1,113.5 |
|
0.382 |
1,109.8 |
|
LOW |
1,097.5 |
|
0.618 |
1,077.5 |
|
1.000 |
1,065.0 |
|
1.618 |
1,045.0 |
|
2.618 |
1,012.5 |
|
4.250 |
959.8 |
|
|
| Fisher Pivots for day following 28-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,115.5 |
1,125.5 |
| PP |
1,114.5 |
1,122.5 |
| S1 |
1,113.5 |
1,119.3 |
|