| Trading Metrics calculated at close of trading on 28-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,405 |
16,330 |
-75 |
-0.5% |
16,346 |
| High |
16,414 |
16,436 |
22 |
0.1% |
16,513 |
| Low |
16,264 |
16,242 |
-22 |
-0.1% |
16,264 |
| Close |
16,324 |
16,397 |
73 |
0.4% |
16,324 |
| Range |
150 |
194 |
44 |
29.3% |
249 |
| ATR |
162 |
165 |
2 |
1.4% |
0 |
| Volume |
153,927 |
209,156 |
55,229 |
35.9% |
573,473 |
|
| Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,940 |
16,863 |
16,504 |
|
| R3 |
16,746 |
16,669 |
16,450 |
|
| R2 |
16,552 |
16,552 |
16,433 |
|
| R1 |
16,475 |
16,475 |
16,415 |
16,514 |
| PP |
16,358 |
16,358 |
16,358 |
16,378 |
| S1 |
16,281 |
16,281 |
16,379 |
16,320 |
| S2 |
16,164 |
16,164 |
16,362 |
|
| S3 |
15,970 |
16,087 |
16,344 |
|
| S4 |
15,776 |
15,893 |
16,290 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,114 |
16,968 |
16,461 |
|
| R3 |
16,865 |
16,719 |
16,393 |
|
| R2 |
16,616 |
16,616 |
16,370 |
|
| R1 |
16,470 |
16,470 |
16,347 |
16,419 |
| PP |
16,367 |
16,367 |
16,367 |
16,341 |
| S1 |
16,221 |
16,221 |
16,301 |
16,170 |
| S2 |
16,118 |
16,118 |
16,278 |
|
| S3 |
15,869 |
15,972 |
16,256 |
|
| S4 |
15,620 |
15,723 |
16,187 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,513 |
16,242 |
271 |
1.7% |
145 |
0.9% |
57% |
False |
True |
146,554 |
| 10 |
16,513 |
15,881 |
632 |
3.9% |
153 |
0.9% |
82% |
False |
False |
153,934 |
| 20 |
16,574 |
15,881 |
693 |
4.2% |
162 |
1.0% |
74% |
False |
False |
161,475 |
| 40 |
16,574 |
15,881 |
693 |
4.2% |
167 |
1.0% |
74% |
False |
False |
131,999 |
| 60 |
16,574 |
15,216 |
1,358 |
8.3% |
165 |
1.0% |
87% |
False |
False |
88,044 |
| 80 |
16,574 |
15,216 |
1,358 |
8.3% |
156 |
1.0% |
87% |
False |
False |
66,039 |
| 100 |
16,574 |
15,216 |
1,358 |
8.3% |
136 |
0.8% |
87% |
False |
False |
52,834 |
| 120 |
16,574 |
15,216 |
1,358 |
8.3% |
116 |
0.7% |
87% |
False |
False |
44,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,261 |
|
2.618 |
16,944 |
|
1.618 |
16,750 |
|
1.000 |
16,630 |
|
0.618 |
16,556 |
|
HIGH |
16,436 |
|
0.618 |
16,362 |
|
0.500 |
16,339 |
|
0.382 |
16,316 |
|
LOW |
16,242 |
|
0.618 |
16,122 |
|
1.000 |
16,048 |
|
1.618 |
15,928 |
|
2.618 |
15,734 |
|
4.250 |
15,418 |
|
|
| Fisher Pivots for day following 28-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,378 |
16,391 |
| PP |
16,358 |
16,384 |
| S1 |
16,339 |
16,378 |
|