| Trading Metrics calculated at close of trading on 30-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,117.0 |
1,115.0 |
-2.0 |
-0.2% |
1,135.0 |
| High |
1,124.5 |
1,126.7 |
2.2 |
0.2% |
1,155.0 |
| Low |
1,113.5 |
1,103.6 |
-9.9 |
-0.9% |
1,116.3 |
| Close |
1,116.3 |
1,123.6 |
7.3 |
0.7% |
1,120.4 |
| Range |
11.0 |
23.1 |
12.1 |
110.0% |
38.7 |
| ATR |
20.7 |
20.9 |
0.2 |
0.8% |
0.0 |
| Volume |
123,401 |
152,957 |
29,556 |
24.0% |
519,234 |
|
| Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,187.3 |
1,178.5 |
1,136.3 |
|
| R3 |
1,164.3 |
1,155.5 |
1,130.0 |
|
| R2 |
1,141.0 |
1,141.0 |
1,127.8 |
|
| R1 |
1,132.3 |
1,132.3 |
1,125.8 |
1,136.8 |
| PP |
1,118.0 |
1,118.0 |
1,118.0 |
1,120.3 |
| S1 |
1,109.3 |
1,109.3 |
1,121.5 |
1,113.5 |
| S2 |
1,094.8 |
1,094.8 |
1,119.3 |
|
| S3 |
1,071.8 |
1,086.3 |
1,117.3 |
|
| S4 |
1,048.8 |
1,063.0 |
1,111.0 |
|
|
| 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 |
1,153.5 |
1,097.4 |
56.1 |
5.0% |
22.8 |
2.0% |
47% |
False |
False |
145,443 |
| 10 |
1,155.0 |
1,097.4 |
57.6 |
5.1% |
18.8 |
1.7% |
45% |
False |
False |
124,244 |
| 20 |
1,191.1 |
1,090.8 |
100.3 |
8.9% |
21.8 |
1.9% |
33% |
False |
False |
136,025 |
| 40 |
1,208.2 |
1,090.8 |
117.4 |
10.4% |
20.8 |
1.8% |
28% |
False |
False |
118,521 |
| 60 |
1,208.2 |
1,085.1 |
123.1 |
11.0% |
16.5 |
1.5% |
31% |
False |
False |
79,038 |
| 80 |
1,208.2 |
1,085.1 |
123.1 |
11.0% |
12.8 |
1.1% |
31% |
False |
False |
59,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,225.0 |
|
2.618 |
1,187.3 |
|
1.618 |
1,164.0 |
|
1.000 |
1,149.8 |
|
0.618 |
1,141.0 |
|
HIGH |
1,126.8 |
|
0.618 |
1,118.0 |
|
0.500 |
1,115.3 |
|
0.382 |
1,112.5 |
|
LOW |
1,103.5 |
|
0.618 |
1,089.3 |
|
1.000 |
1,080.5 |
|
1.618 |
1,066.3 |
|
2.618 |
1,043.0 |
|
4.250 |
1,005.5 |
|
|
| Fisher Pivots for day following 30-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,120.8 |
1,120.3 |
| PP |
1,118.0 |
1,117.0 |
| S1 |
1,115.3 |
1,113.5 |
|