| Trading Metrics calculated at close of trading on 29-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
16,330 |
16,398 |
68 |
0.4% |
16,346 |
| High |
16,436 |
16,493 |
57 |
0.3% |
16,513 |
| Low |
16,242 |
16,390 |
148 |
0.9% |
16,264 |
| Close |
16,397 |
16,467 |
70 |
0.4% |
16,324 |
| Range |
194 |
103 |
-91 |
-46.9% |
249 |
| ATR |
165 |
160 |
-4 |
-2.7% |
0 |
| Volume |
209,156 |
124,193 |
-84,963 |
-40.6% |
573,473 |
|
| Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,759 |
16,716 |
16,524 |
|
| R3 |
16,656 |
16,613 |
16,495 |
|
| R2 |
16,553 |
16,553 |
16,486 |
|
| R1 |
16,510 |
16,510 |
16,477 |
16,532 |
| PP |
16,450 |
16,450 |
16,450 |
16,461 |
| S1 |
16,407 |
16,407 |
16,458 |
16,429 |
| S2 |
16,347 |
16,347 |
16,448 |
|
| S3 |
16,244 |
16,304 |
16,439 |
|
| S4 |
16,141 |
16,201 |
16,410 |
|
|
| 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 |
1.6% |
134 |
0.8% |
83% |
False |
False |
148,834 |
| 10 |
16,513 |
15,988 |
525 |
3.2% |
141 |
0.9% |
91% |
False |
False |
147,303 |
| 20 |
16,574 |
15,881 |
693 |
4.2% |
161 |
1.0% |
85% |
False |
False |
160,839 |
| 40 |
16,574 |
15,881 |
693 |
4.2% |
165 |
1.0% |
85% |
False |
False |
135,083 |
| 60 |
16,574 |
15,216 |
1,358 |
8.2% |
164 |
1.0% |
92% |
False |
False |
90,113 |
| 80 |
16,574 |
15,216 |
1,358 |
8.2% |
156 |
0.9% |
92% |
False |
False |
67,591 |
| 100 |
16,574 |
15,216 |
1,358 |
8.2% |
137 |
0.8% |
92% |
False |
False |
54,076 |
| 120 |
16,574 |
15,216 |
1,358 |
8.2% |
117 |
0.7% |
92% |
False |
False |
45,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,931 |
|
2.618 |
16,763 |
|
1.618 |
16,660 |
|
1.000 |
16,596 |
|
0.618 |
16,557 |
|
HIGH |
16,493 |
|
0.618 |
16,454 |
|
0.500 |
16,442 |
|
0.382 |
16,429 |
|
LOW |
16,390 |
|
0.618 |
16,326 |
|
1.000 |
16,287 |
|
1.618 |
16,223 |
|
2.618 |
16,120 |
|
4.250 |
15,952 |
|
|
| Fisher Pivots for day following 29-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,459 |
16,434 |
| PP |
16,450 |
16,401 |
| S1 |
16,442 |
16,368 |
|