| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,501.75 |
3,528.75 |
27.00 |
0.8% |
3,572.50 |
| High |
3,536.00 |
3,594.25 |
58.25 |
1.6% |
3,669.00 |
| Low |
3,490.50 |
3,526.25 |
35.75 |
1.0% |
3,522.75 |
| Close |
3,528.50 |
3,591.00 |
62.50 |
1.8% |
3,537.50 |
| Range |
45.50 |
68.00 |
22.50 |
49.5% |
146.25 |
| ATR |
58.49 |
59.17 |
0.68 |
1.2% |
0.00 |
| Volume |
400,196 |
332,705 |
-67,491 |
-16.9% |
1,688,516 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,774.50 |
3,750.75 |
3,628.50 |
|
| R3 |
3,706.50 |
3,682.75 |
3,609.75 |
|
| R2 |
3,638.50 |
3,638.50 |
3,603.50 |
|
| R1 |
3,614.75 |
3,614.75 |
3,597.25 |
3,626.50 |
| PP |
3,570.50 |
3,570.50 |
3,570.50 |
3,576.50 |
| S1 |
3,546.75 |
3,546.75 |
3,584.75 |
3,558.50 |
| S2 |
3,502.50 |
3,502.50 |
3,578.50 |
|
| S3 |
3,434.50 |
3,478.75 |
3,572.25 |
|
| S4 |
3,366.50 |
3,410.75 |
3,553.50 |
|
|
| 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 |
5.4% |
75.25 |
2.1% |
60% |
False |
False |
426,094 |
| 10 |
3,669.00 |
3,474.50 |
194.50 |
5.4% |
61.50 |
1.7% |
60% |
False |
False |
369,038 |
| 20 |
3,715.50 |
3,474.50 |
241.00 |
6.7% |
63.00 |
1.8% |
48% |
False |
False |
349,430 |
| 40 |
3,733.25 |
3,474.50 |
258.75 |
7.2% |
50.25 |
1.4% |
45% |
False |
False |
176,615 |
| 60 |
3,733.25 |
3,408.00 |
325.25 |
9.1% |
49.25 |
1.4% |
56% |
False |
False |
117,862 |
| 80 |
3,733.25 |
3,408.00 |
325.25 |
9.1% |
42.75 |
1.2% |
56% |
False |
False |
88,400 |
| 100 |
3,733.25 |
3,354.00 |
379.25 |
10.6% |
34.75 |
1.0% |
62% |
False |
False |
70,720 |
| 120 |
3,733.25 |
3,287.75 |
445.50 |
12.4% |
29.50 |
0.8% |
68% |
False |
False |
58,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,883.25 |
|
2.618 |
3,772.25 |
|
1.618 |
3,704.25 |
|
1.000 |
3,662.25 |
|
0.618 |
3,636.25 |
|
HIGH |
3,594.25 |
|
0.618 |
3,568.25 |
|
0.500 |
3,560.25 |
|
0.382 |
3,552.25 |
|
LOW |
3,526.25 |
|
0.618 |
3,484.25 |
|
1.000 |
3,458.25 |
|
1.618 |
3,416.25 |
|
2.618 |
3,348.25 |
|
4.250 |
3,237.25 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,580.75 |
3,572.00 |
| PP |
3,570.50 |
3,553.25 |
| S1 |
3,560.25 |
3,534.50 |
|