| Trading Metrics calculated at close of trading on 07-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,507 |
16,354 |
-153 |
-0.9% |
16,276 |
| High |
16,574 |
16,363 |
-211 |
-1.3% |
16,574 |
| Low |
16,312 |
16,167 |
-145 |
-0.9% |
16,276 |
| Close |
16,356 |
16,178 |
-178 |
-1.1% |
16,356 |
| Range |
262 |
196 |
-66 |
-25.2% |
298 |
| ATR |
163 |
165 |
2 |
1.5% |
0 |
| Volume |
245,035 |
202,695 |
-42,340 |
-17.3% |
722,742 |
|
| Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,824 |
16,697 |
16,286 |
|
| R3 |
16,628 |
16,501 |
16,232 |
|
| R2 |
16,432 |
16,432 |
16,214 |
|
| R1 |
16,305 |
16,305 |
16,196 |
16,271 |
| PP |
16,236 |
16,236 |
16,236 |
16,219 |
| S1 |
16,109 |
16,109 |
16,160 |
16,075 |
| S2 |
16,040 |
16,040 |
16,142 |
|
| S3 |
15,844 |
15,913 |
16,124 |
|
| S4 |
15,648 |
15,717 |
16,070 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,296 |
17,124 |
16,520 |
|
| R3 |
16,998 |
16,826 |
16,438 |
|
| R2 |
16,700 |
16,700 |
16,411 |
|
| R1 |
16,528 |
16,528 |
16,383 |
16,614 |
| PP |
16,402 |
16,402 |
16,402 |
16,445 |
| S1 |
16,230 |
16,230 |
16,329 |
16,316 |
| S2 |
16,104 |
16,104 |
16,301 |
|
| S3 |
15,806 |
15,932 |
16,274 |
|
| S4 |
15,508 |
15,634 |
16,192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,574 |
16,167 |
407 |
2.5% |
149 |
0.9% |
3% |
False |
True |
157,705 |
| 10 |
16,574 |
16,112 |
462 |
2.9% |
151 |
0.9% |
14% |
False |
False |
164,584 |
| 20 |
16,574 |
15,911 |
663 |
4.1% |
173 |
1.1% |
40% |
False |
False |
148,279 |
| 40 |
16,574 |
15,635 |
939 |
5.8% |
158 |
1.0% |
58% |
False |
False |
74,456 |
| 60 |
16,574 |
15,216 |
1,358 |
8.4% |
161 |
1.0% |
71% |
False |
False |
49,649 |
| 80 |
16,574 |
15,216 |
1,358 |
8.4% |
138 |
0.9% |
71% |
False |
False |
37,242 |
| 100 |
16,574 |
15,216 |
1,358 |
8.4% |
114 |
0.7% |
71% |
False |
False |
29,794 |
| 120 |
16,574 |
14,951 |
1,623 |
10.0% |
99 |
0.6% |
76% |
False |
False |
24,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,196 |
|
2.618 |
16,876 |
|
1.618 |
16,680 |
|
1.000 |
16,559 |
|
0.618 |
16,484 |
|
HIGH |
16,363 |
|
0.618 |
16,288 |
|
0.500 |
16,265 |
|
0.382 |
16,242 |
|
LOW |
16,167 |
|
0.618 |
16,046 |
|
1.000 |
15,971 |
|
1.618 |
15,850 |
|
2.618 |
15,654 |
|
4.250 |
15,334 |
|
|
| Fisher Pivots for day following 07-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,265 |
16,371 |
| PP |
16,236 |
16,306 |
| S1 |
16,207 |
16,242 |
|