| Trading Metrics calculated at close of trading on 02-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,583.25 |
3,650.50 |
67.25 |
1.9% |
3,640.25 |
| High |
3,652.75 |
3,668.50 |
15.75 |
0.4% |
3,657.00 |
| Low |
3,578.50 |
3,642.50 |
64.00 |
1.8% |
3,535.25 |
| Close |
3,650.25 |
3,658.25 |
8.00 |
0.2% |
3,563.00 |
| Range |
74.25 |
26.00 |
-48.25 |
-65.0% |
121.75 |
| ATR |
54.44 |
52.41 |
-2.03 |
-3.7% |
0.00 |
| Volume |
265,363 |
239,816 |
-25,547 |
-9.6% |
1,874,918 |
|
| Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,734.50 |
3,722.25 |
3,672.50 |
|
| R3 |
3,708.50 |
3,696.25 |
3,665.50 |
|
| R2 |
3,682.50 |
3,682.50 |
3,663.00 |
|
| R1 |
3,670.25 |
3,670.25 |
3,660.75 |
3,676.50 |
| PP |
3,656.50 |
3,656.50 |
3,656.50 |
3,659.50 |
| S1 |
3,644.25 |
3,644.25 |
3,655.75 |
3,650.50 |
| S2 |
3,630.50 |
3,630.50 |
3,653.50 |
|
| S3 |
3,604.50 |
3,618.25 |
3,651.00 |
|
| S4 |
3,578.50 |
3,592.25 |
3,644.00 |
|
|
| 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 |
3,668.50 |
3,535.25 |
133.25 |
3.6% |
47.75 |
1.3% |
92% |
True |
False |
311,982 |
| 10 |
3,712.75 |
3,535.25 |
177.50 |
4.9% |
57.75 |
1.6% |
69% |
False |
False |
332,025 |
| 20 |
3,733.25 |
3,535.25 |
198.00 |
5.4% |
54.25 |
1.5% |
62% |
False |
False |
245,790 |
| 40 |
3,733.25 |
3,408.00 |
325.25 |
8.9% |
46.75 |
1.3% |
77% |
False |
False |
123,430 |
| 60 |
3,733.25 |
3,408.00 |
325.25 |
8.9% |
46.00 |
1.3% |
77% |
False |
False |
82,357 |
| 80 |
3,733.25 |
3,408.00 |
325.25 |
8.9% |
38.25 |
1.0% |
77% |
False |
False |
61,769 |
| 100 |
3,733.25 |
3,307.00 |
426.25 |
11.7% |
31.25 |
0.9% |
82% |
False |
False |
49,416 |
| 120 |
3,733.25 |
3,179.00 |
554.25 |
15.2% |
26.75 |
0.7% |
86% |
False |
False |
41,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,779.00 |
|
2.618 |
3,736.50 |
|
1.618 |
3,710.50 |
|
1.000 |
3,694.50 |
|
0.618 |
3,684.50 |
|
HIGH |
3,668.50 |
|
0.618 |
3,658.50 |
|
0.500 |
3,655.50 |
|
0.382 |
3,652.50 |
|
LOW |
3,642.50 |
|
0.618 |
3,626.50 |
|
1.000 |
3,616.50 |
|
1.618 |
3,600.50 |
|
2.618 |
3,574.50 |
|
4.250 |
3,532.00 |
|
|
| Fisher Pivots for day following 02-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,657.25 |
3,645.75 |
| PP |
3,656.50 |
3,633.00 |
| S1 |
3,655.50 |
3,620.50 |
|