| Trading Metrics calculated at close of trading on 10-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,178 |
16,366 |
188 |
1.2% |
16,276 |
| High |
16,371 |
16,384 |
13 |
0.1% |
16,574 |
| Low |
16,174 |
16,078 |
-96 |
-0.6% |
16,276 |
| Close |
16,360 |
16,110 |
-250 |
-1.5% |
16,356 |
| Range |
197 |
306 |
109 |
55.3% |
298 |
| ATR |
164 |
174 |
10 |
6.2% |
0 |
| Volume |
152,558 |
210,431 |
57,873 |
37.9% |
722,742 |
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,109 |
16,915 |
16,278 |
|
| R3 |
16,803 |
16,609 |
16,194 |
|
| R2 |
16,497 |
16,497 |
16,166 |
|
| R1 |
16,303 |
16,303 |
16,138 |
16,247 |
| PP |
16,191 |
16,191 |
16,191 |
16,163 |
| S1 |
15,997 |
15,997 |
16,082 |
15,941 |
| S2 |
15,885 |
15,885 |
16,054 |
|
| S3 |
15,579 |
15,691 |
16,026 |
|
| S4 |
15,273 |
15,385 |
15,942 |
|
|
| 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 |
16,078 |
496 |
3.1% |
216 |
1.3% |
6% |
False |
True |
196,134 |
| 10 |
16,574 |
16,078 |
496 |
3.1% |
166 |
1.0% |
6% |
False |
True |
161,342 |
| 20 |
16,574 |
15,911 |
663 |
4.1% |
176 |
1.1% |
30% |
False |
False |
171,286 |
| 40 |
16,574 |
15,755 |
819 |
5.1% |
165 |
1.0% |
43% |
False |
False |
87,776 |
| 60 |
16,574 |
15,216 |
1,358 |
8.4% |
165 |
1.0% |
66% |
False |
False |
58,530 |
| 80 |
16,574 |
15,216 |
1,358 |
8.4% |
145 |
0.9% |
66% |
False |
False |
43,904 |
| 100 |
16,574 |
15,216 |
1,358 |
8.4% |
120 |
0.7% |
66% |
False |
False |
35,123 |
| 120 |
16,574 |
15,168 |
1,406 |
8.7% |
102 |
0.6% |
67% |
False |
False |
29,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,685 |
|
2.618 |
17,185 |
|
1.618 |
16,879 |
|
1.000 |
16,690 |
|
0.618 |
16,573 |
|
HIGH |
16,384 |
|
0.618 |
16,267 |
|
0.500 |
16,231 |
|
0.382 |
16,195 |
|
LOW |
16,078 |
|
0.618 |
15,889 |
|
1.000 |
15,772 |
|
1.618 |
15,583 |
|
2.618 |
15,277 |
|
4.250 |
14,778 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,231 |
16,231 |
| PP |
16,191 |
16,191 |
| S1 |
16,150 |
16,150 |
|