| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,245 |
16,309 |
64 |
0.4% |
16,354 |
| High |
16,366 |
16,386 |
20 |
0.1% |
16,384 |
| Low |
16,222 |
16,279 |
57 |
0.4% |
15,939 |
| Close |
16,331 |
16,343 |
12 |
0.1% |
15,981 |
| Range |
144 |
107 |
-37 |
-25.7% |
445 |
| ATR |
185 |
180 |
-6 |
-3.0% |
0 |
| Volume |
163,730 |
125,082 |
-38,648 |
-23.6% |
967,416 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,657 |
16,607 |
16,402 |
|
| R3 |
16,550 |
16,500 |
16,373 |
|
| R2 |
16,443 |
16,443 |
16,363 |
|
| R1 |
16,393 |
16,393 |
16,353 |
16,418 |
| PP |
16,336 |
16,336 |
16,336 |
16,349 |
| S1 |
16,286 |
16,286 |
16,333 |
16,311 |
| S2 |
16,229 |
16,229 |
16,324 |
|
| S3 |
16,122 |
16,179 |
16,314 |
|
| S4 |
16,015 |
16,072 |
16,284 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,436 |
17,154 |
16,226 |
|
| R3 |
16,991 |
16,709 |
16,104 |
|
| R2 |
16,546 |
16,546 |
16,063 |
|
| R1 |
16,264 |
16,264 |
16,022 |
16,183 |
| PP |
16,101 |
16,101 |
16,101 |
16,061 |
| S1 |
15,819 |
15,819 |
15,940 |
15,738 |
| S2 |
15,656 |
15,656 |
15,900 |
|
| S3 |
15,211 |
15,374 |
15,859 |
|
| S4 |
14,766 |
14,929 |
15,736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,386 |
15,881 |
505 |
3.1% |
192 |
1.2% |
91% |
True |
False |
197,699 |
| 10 |
16,574 |
15,881 |
693 |
4.2% |
204 |
1.2% |
67% |
False |
False |
196,916 |
| 20 |
16,574 |
15,881 |
693 |
4.2% |
172 |
1.1% |
67% |
False |
False |
176,781 |
| 40 |
16,574 |
15,881 |
693 |
4.2% |
168 |
1.0% |
67% |
False |
False |
112,479 |
| 60 |
16,574 |
15,216 |
1,358 |
8.3% |
171 |
1.0% |
83% |
False |
False |
75,003 |
| 80 |
16,574 |
15,216 |
1,358 |
8.3% |
150 |
0.9% |
83% |
False |
False |
56,258 |
| 100 |
16,574 |
15,216 |
1,358 |
8.3% |
129 |
0.8% |
83% |
False |
False |
45,008 |
| 120 |
16,574 |
15,216 |
1,358 |
8.3% |
110 |
0.7% |
83% |
False |
False |
37,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,841 |
|
2.618 |
16,666 |
|
1.618 |
16,559 |
|
1.000 |
16,493 |
|
0.618 |
16,452 |
|
HIGH |
16,386 |
|
0.618 |
16,345 |
|
0.500 |
16,333 |
|
0.382 |
16,320 |
|
LOW |
16,279 |
|
0.618 |
16,213 |
|
1.000 |
16,172 |
|
1.618 |
16,106 |
|
2.618 |
15,999 |
|
4.250 |
15,824 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,340 |
16,291 |
| PP |
16,336 |
16,239 |
| S1 |
16,333 |
16,187 |
|