| Trading Metrics calculated at close of trading on 08-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,354 |
16,187 |
-167 |
-1.0% |
16,276 |
| High |
16,363 |
16,226 |
-137 |
-0.8% |
16,574 |
| Low |
16,167 |
16,107 |
-60 |
-0.4% |
16,276 |
| Close |
16,178 |
16,180 |
2 |
0.0% |
16,356 |
| Range |
196 |
119 |
-77 |
-39.3% |
298 |
| ATR |
165 |
162 |
-3 |
-2.0% |
0 |
| Volume |
202,695 |
169,951 |
-32,744 |
-16.2% |
722,742 |
|
| Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,528 |
16,473 |
16,246 |
|
| R3 |
16,409 |
16,354 |
16,213 |
|
| R2 |
16,290 |
16,290 |
16,202 |
|
| R1 |
16,235 |
16,235 |
16,191 |
16,203 |
| PP |
16,171 |
16,171 |
16,171 |
16,155 |
| S1 |
16,116 |
16,116 |
16,169 |
16,084 |
| S2 |
16,052 |
16,052 |
16,158 |
|
| S3 |
15,933 |
15,997 |
16,147 |
|
| S4 |
15,814 |
15,878 |
16,115 |
|
|
| 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 |
16,107 |
467 |
2.9% |
147 |
0.9% |
16% |
False |
True |
169,916 |
| 10 |
16,574 |
16,107 |
467 |
2.9% |
149 |
0.9% |
16% |
False |
True |
163,485 |
| 20 |
16,574 |
15,911 |
663 |
4.1% |
172 |
1.1% |
41% |
False |
False |
156,419 |
| 40 |
16,574 |
15,661 |
913 |
5.6% |
160 |
1.0% |
57% |
False |
False |
78,702 |
| 60 |
16,574 |
15,216 |
1,358 |
8.4% |
161 |
1.0% |
71% |
False |
False |
52,482 |
| 80 |
16,574 |
15,216 |
1,358 |
8.4% |
140 |
0.9% |
71% |
False |
False |
39,366 |
| 100 |
16,574 |
15,216 |
1,358 |
8.4% |
115 |
0.7% |
71% |
False |
False |
31,493 |
| 120 |
16,574 |
14,989 |
1,585 |
9.8% |
99 |
0.6% |
75% |
False |
False |
26,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,732 |
|
2.618 |
16,538 |
|
1.618 |
16,419 |
|
1.000 |
16,345 |
|
0.618 |
16,300 |
|
HIGH |
16,226 |
|
0.618 |
16,181 |
|
0.500 |
16,167 |
|
0.382 |
16,153 |
|
LOW |
16,107 |
|
0.618 |
16,034 |
|
1.000 |
15,988 |
|
1.618 |
15,915 |
|
2.618 |
15,796 |
|
4.250 |
15,601 |
|
|
| Fisher Pivots for day following 08-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,176 |
16,341 |
| PP |
16,171 |
16,287 |
| S1 |
16,167 |
16,234 |
|