| Trading Metrics calculated at close of trading on 01-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,572.50 |
3,583.25 |
10.75 |
0.3% |
3,640.25 |
| High |
3,611.25 |
3,652.75 |
41.50 |
1.1% |
3,657.00 |
| Low |
3,572.50 |
3,578.50 |
6.00 |
0.2% |
3,535.25 |
| Close |
3,586.25 |
3,650.25 |
64.00 |
1.8% |
3,563.00 |
| Range |
38.75 |
74.25 |
35.50 |
91.6% |
121.75 |
| ATR |
52.92 |
54.44 |
1.52 |
2.9% |
0.00 |
| Volume |
297,696 |
265,363 |
-32,333 |
-10.9% |
1,874,918 |
|
| Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,850.00 |
3,824.25 |
3,691.00 |
|
| R3 |
3,775.75 |
3,750.00 |
3,670.75 |
|
| R2 |
3,701.50 |
3,701.50 |
3,663.75 |
|
| R1 |
3,675.75 |
3,675.75 |
3,657.00 |
3,688.50 |
| PP |
3,627.25 |
3,627.25 |
3,627.25 |
3,633.50 |
| S1 |
3,601.50 |
3,601.50 |
3,643.50 |
3,614.50 |
| S2 |
3,553.00 |
3,553.00 |
3,636.75 |
|
| S3 |
3,478.75 |
3,527.25 |
3,629.75 |
|
| S4 |
3,404.50 |
3,453.00 |
3,609.50 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,950.25 |
3,878.50 |
3,630.00 |
|
| R3 |
3,828.50 |
3,756.75 |
3,596.50 |
|
| R2 |
3,706.75 |
3,706.75 |
3,585.25 |
|
| R1 |
3,635.00 |
3,635.00 |
3,574.25 |
3,610.00 |
| PP |
3,585.00 |
3,585.00 |
3,585.00 |
3,572.50 |
| S1 |
3,513.25 |
3,513.25 |
3,551.75 |
3,488.25 |
| S2 |
3,463.25 |
3,463.25 |
3,540.75 |
|
| S3 |
3,341.50 |
3,391.50 |
3,529.50 |
|
| S4 |
3,219.75 |
3,269.75 |
3,496.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,652.75 |
3,535.25 |
117.50 |
3.2% |
58.00 |
1.6% |
98% |
True |
False |
334,589 |
| 10 |
3,712.75 |
3,535.25 |
177.50 |
4.9% |
60.50 |
1.7% |
65% |
False |
False |
343,100 |
| 20 |
3,733.25 |
3,535.25 |
198.00 |
5.4% |
54.00 |
1.5% |
58% |
False |
False |
233,885 |
| 40 |
3,733.25 |
3,408.00 |
325.25 |
8.9% |
47.00 |
1.3% |
74% |
False |
False |
117,456 |
| 60 |
3,733.25 |
3,408.00 |
325.25 |
8.9% |
46.00 |
1.3% |
74% |
False |
False |
78,360 |
| 80 |
3,733.25 |
3,408.00 |
325.25 |
8.9% |
37.75 |
1.0% |
74% |
False |
False |
58,771 |
| 100 |
3,733.25 |
3,307.00 |
426.25 |
11.7% |
31.00 |
0.9% |
81% |
False |
False |
47,017 |
| 120 |
3,733.25 |
3,119.75 |
613.50 |
16.8% |
26.50 |
0.7% |
86% |
False |
False |
39,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,968.25 |
|
2.618 |
3,847.25 |
|
1.618 |
3,773.00 |
|
1.000 |
3,727.00 |
|
0.618 |
3,698.75 |
|
HIGH |
3,652.75 |
|
0.618 |
3,624.50 |
|
0.500 |
3,615.50 |
|
0.382 |
3,606.75 |
|
LOW |
3,578.50 |
|
0.618 |
3,532.50 |
|
1.000 |
3,504.25 |
|
1.618 |
3,458.25 |
|
2.618 |
3,384.00 |
|
4.250 |
3,263.00 |
|
|
| Fisher Pivots for day following 01-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,638.75 |
3,634.25 |
| PP |
3,627.25 |
3,618.25 |
| S1 |
3,615.50 |
3,602.00 |
|