| Trading Metrics calculated at close of trading on 03-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,452 |
16,490 |
38 |
0.2% |
16,214 |
| High |
16,510 |
16,531 |
21 |
0.1% |
16,392 |
| Low |
16,431 |
16,451 |
20 |
0.1% |
16,112 |
| Close |
16,487 |
16,501 |
14 |
0.1% |
16,240 |
| Range |
79 |
80 |
1 |
1.3% |
280 |
| ATR |
161 |
155 |
-6 |
-3.6% |
0 |
| Volume |
115,123 |
116,779 |
1,656 |
1.4% |
903,432 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,734 |
16,698 |
16,545 |
|
| R3 |
16,654 |
16,618 |
16,523 |
|
| R2 |
16,574 |
16,574 |
16,516 |
|
| R1 |
16,538 |
16,538 |
16,508 |
16,556 |
| PP |
16,494 |
16,494 |
16,494 |
16,504 |
| S1 |
16,458 |
16,458 |
16,494 |
16,476 |
| S2 |
16,414 |
16,414 |
16,486 |
|
| S3 |
16,334 |
16,378 |
16,479 |
|
| S4 |
16,254 |
16,298 |
16,457 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,088 |
16,944 |
16,394 |
|
| R3 |
16,808 |
16,664 |
16,317 |
|
| R2 |
16,528 |
16,528 |
16,291 |
|
| R1 |
16,384 |
16,384 |
16,266 |
16,456 |
| PP |
16,248 |
16,248 |
16,248 |
16,284 |
| S1 |
16,104 |
16,104 |
16,214 |
16,176 |
| S2 |
15,968 |
15,968 |
16,189 |
|
| S3 |
15,688 |
15,824 |
16,163 |
|
| S4 |
15,408 |
15,544 |
16,086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,531 |
16,181 |
350 |
2.1% |
115 |
0.7% |
91% |
True |
False |
126,551 |
| 10 |
16,531 |
16,112 |
419 |
2.5% |
139 |
0.8% |
93% |
True |
False |
156,646 |
| 20 |
16,531 |
15,911 |
620 |
3.8% |
163 |
1.0% |
95% |
True |
False |
126,092 |
| 40 |
16,531 |
15,301 |
1,230 |
7.5% |
157 |
1.0% |
98% |
True |
False |
63,265 |
| 60 |
16,531 |
15,216 |
1,315 |
8.0% |
157 |
1.0% |
98% |
True |
False |
42,188 |
| 80 |
16,531 |
15,216 |
1,315 |
8.0% |
134 |
0.8% |
98% |
True |
False |
31,645 |
| 100 |
16,531 |
15,216 |
1,315 |
8.0% |
109 |
0.7% |
98% |
True |
False |
25,317 |
| 120 |
16,531 |
14,951 |
1,580 |
9.6% |
96 |
0.6% |
98% |
True |
False |
21,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,871 |
|
2.618 |
16,741 |
|
1.618 |
16,661 |
|
1.000 |
16,611 |
|
0.618 |
16,581 |
|
HIGH |
16,531 |
|
0.618 |
16,501 |
|
0.500 |
16,491 |
|
0.382 |
16,482 |
|
LOW |
16,451 |
|
0.618 |
16,402 |
|
1.000 |
16,371 |
|
1.618 |
16,322 |
|
2.618 |
16,242 |
|
4.250 |
16,111 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,498 |
16,482 |
| PP |
16,494 |
16,464 |
| S1 |
16,491 |
16,445 |
|