| Trading Metrics calculated at close of trading on 03-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,650.50 |
3,658.25 |
7.75 |
0.2% |
3,640.25 |
| High |
3,668.50 |
3,669.00 |
0.50 |
0.0% |
3,657.00 |
| Low |
3,642.50 |
3,609.00 |
-33.50 |
-0.9% |
3,535.25 |
| Close |
3,658.25 |
3,630.75 |
-27.50 |
-0.8% |
3,563.00 |
| Range |
26.00 |
60.00 |
34.00 |
130.8% |
121.75 |
| ATR |
52.41 |
52.95 |
0.54 |
1.0% |
0.00 |
| Volume |
239,816 |
272,222 |
32,406 |
13.5% |
1,874,918 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,816.25 |
3,783.50 |
3,663.75 |
|
| R3 |
3,756.25 |
3,723.50 |
3,647.25 |
|
| R2 |
3,696.25 |
3,696.25 |
3,641.75 |
|
| R1 |
3,663.50 |
3,663.50 |
3,636.25 |
3,650.00 |
| PP |
3,636.25 |
3,636.25 |
3,636.25 |
3,629.50 |
| S1 |
3,603.50 |
3,603.50 |
3,625.25 |
3,590.00 |
| S2 |
3,576.25 |
3,576.25 |
3,619.75 |
|
| S3 |
3,516.25 |
3,543.50 |
3,614.25 |
|
| S4 |
3,456.25 |
3,483.50 |
3,597.75 |
|
|
| 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 |
3,669.00 |
3,551.50 |
117.50 |
3.2% |
49.75 |
1.4% |
67% |
True |
False |
277,688 |
| 10 |
3,712.75 |
3,535.25 |
177.50 |
4.9% |
59.75 |
1.6% |
54% |
False |
False |
332,915 |
| 20 |
3,733.25 |
3,535.25 |
198.00 |
5.5% |
56.00 |
1.5% |
48% |
False |
False |
259,326 |
| 40 |
3,733.25 |
3,447.25 |
286.00 |
7.9% |
47.25 |
1.3% |
64% |
False |
False |
130,203 |
| 60 |
3,733.25 |
3,408.00 |
325.25 |
9.0% |
46.75 |
1.3% |
68% |
False |
False |
86,894 |
| 80 |
3,733.25 |
3,408.00 |
325.25 |
9.0% |
39.00 |
1.1% |
68% |
False |
False |
65,172 |
| 100 |
3,733.25 |
3,341.75 |
391.50 |
10.8% |
32.00 |
0.9% |
74% |
False |
False |
52,138 |
| 120 |
3,733.25 |
3,212.50 |
520.75 |
14.3% |
27.00 |
0.7% |
80% |
False |
False |
43,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,924.00 |
|
2.618 |
3,826.00 |
|
1.618 |
3,766.00 |
|
1.000 |
3,729.00 |
|
0.618 |
3,706.00 |
|
HIGH |
3,669.00 |
|
0.618 |
3,646.00 |
|
0.500 |
3,639.00 |
|
0.382 |
3,632.00 |
|
LOW |
3,609.00 |
|
0.618 |
3,572.00 |
|
1.000 |
3,549.00 |
|
1.618 |
3,512.00 |
|
2.618 |
3,452.00 |
|
4.250 |
3,354.00 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,639.00 |
3,628.50 |
| PP |
3,636.25 |
3,626.00 |
| S1 |
3,633.50 |
3,623.75 |
|