| Trading Metrics calculated at close of trading on 08-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,539.50 |
3,501.75 |
-37.75 |
-1.1% |
3,572.50 |
| High |
3,542.75 |
3,536.00 |
-6.75 |
-0.2% |
3,669.00 |
| Low |
3,474.50 |
3,490.50 |
16.00 |
0.5% |
3,522.75 |
| Close |
3,499.25 |
3,528.50 |
29.25 |
0.8% |
3,537.50 |
| Range |
68.25 |
45.50 |
-22.75 |
-33.3% |
146.25 |
| ATR |
59.49 |
58.49 |
-1.00 |
-1.7% |
0.00 |
| Volume |
511,929 |
400,196 |
-111,733 |
-21.8% |
1,688,516 |
|
| Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,654.75 |
3,637.25 |
3,553.50 |
|
| R3 |
3,609.25 |
3,591.75 |
3,541.00 |
|
| R2 |
3,563.75 |
3,563.75 |
3,536.75 |
|
| R1 |
3,546.25 |
3,546.25 |
3,532.75 |
3,555.00 |
| PP |
3,518.25 |
3,518.25 |
3,518.25 |
3,522.75 |
| S1 |
3,500.75 |
3,500.75 |
3,524.25 |
3,509.50 |
| S2 |
3,472.75 |
3,472.75 |
3,520.25 |
|
| S3 |
3,427.25 |
3,455.25 |
3,516.00 |
|
| S4 |
3,381.75 |
3,409.75 |
3,503.50 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,015.25 |
3,922.50 |
3,618.00 |
|
| R3 |
3,869.00 |
3,776.25 |
3,577.75 |
|
| R2 |
3,722.75 |
3,722.75 |
3,564.25 |
|
| R1 |
3,630.00 |
3,630.00 |
3,551.00 |
3,603.25 |
| PP |
3,576.50 |
3,576.50 |
3,576.50 |
3,563.00 |
| S1 |
3,483.75 |
3,483.75 |
3,524.00 |
3,457.00 |
| S2 |
3,430.25 |
3,430.25 |
3,510.75 |
|
| S3 |
3,284.00 |
3,337.50 |
3,497.25 |
|
| S4 |
3,137.75 |
3,191.25 |
3,457.00 |
|
|
| 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 |
3,474.50 |
194.50 |
5.5% |
67.00 |
1.9% |
28% |
False |
False |
407,516 |
| 10 |
3,669.00 |
3,474.50 |
194.50 |
5.5% |
62.50 |
1.8% |
28% |
False |
False |
371,053 |
| 20 |
3,715.50 |
3,474.50 |
241.00 |
6.8% |
62.00 |
1.8% |
22% |
False |
False |
334,954 |
| 40 |
3,733.25 |
3,474.50 |
258.75 |
7.3% |
49.50 |
1.4% |
21% |
False |
False |
168,303 |
| 60 |
3,733.25 |
3,408.00 |
325.25 |
9.2% |
49.50 |
1.4% |
37% |
False |
False |
112,317 |
| 80 |
3,733.25 |
3,408.00 |
325.25 |
9.2% |
42.00 |
1.2% |
37% |
False |
False |
84,241 |
| 100 |
3,733.25 |
3,354.00 |
379.25 |
10.7% |
34.50 |
1.0% |
46% |
False |
False |
67,393 |
| 120 |
3,733.25 |
3,251.25 |
482.00 |
13.7% |
29.00 |
0.8% |
58% |
False |
False |
56,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,729.50 |
|
2.618 |
3,655.00 |
|
1.618 |
3,609.50 |
|
1.000 |
3,581.50 |
|
0.618 |
3,564.00 |
|
HIGH |
3,536.00 |
|
0.618 |
3,518.50 |
|
0.500 |
3,513.25 |
|
0.382 |
3,508.00 |
|
LOW |
3,490.50 |
|
0.618 |
3,462.50 |
|
1.000 |
3,445.00 |
|
1.618 |
3,417.00 |
|
2.618 |
3,371.50 |
|
4.250 |
3,297.00 |
|
|
| Fisher Pivots for day following 08-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,523.50 |
3,566.00 |
| PP |
3,518.25 |
3,553.50 |
| S1 |
3,513.25 |
3,541.00 |
|