| Trading Metrics calculated at close of trading on 10-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,528.75 |
3,593.25 |
64.50 |
1.8% |
3,572.50 |
| High |
3,594.25 |
3,599.50 |
5.25 |
0.1% |
3,669.00 |
| Low |
3,526.25 |
3,470.25 |
-56.00 |
-1.6% |
3,522.75 |
| Close |
3,591.00 |
3,480.00 |
-111.00 |
-3.1% |
3,537.50 |
| Range |
68.00 |
129.25 |
61.25 |
90.1% |
146.25 |
| ATR |
59.17 |
64.17 |
5.01 |
8.5% |
0.00 |
| Volume |
332,705 |
528,139 |
195,434 |
58.7% |
1,688,516 |
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,904.25 |
3,821.50 |
3,551.00 |
|
| R3 |
3,775.00 |
3,692.25 |
3,515.50 |
|
| R2 |
3,645.75 |
3,645.75 |
3,503.75 |
|
| R1 |
3,563.00 |
3,563.00 |
3,491.75 |
3,539.75 |
| PP |
3,516.50 |
3,516.50 |
3,516.50 |
3,505.00 |
| S1 |
3,433.75 |
3,433.75 |
3,468.25 |
3,410.50 |
| S2 |
3,387.25 |
3,387.25 |
3,456.25 |
|
| S3 |
3,258.00 |
3,304.50 |
3,444.50 |
|
| S4 |
3,128.75 |
3,175.25 |
3,409.00 |
|
|
| 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 |
3,657.75 |
3,470.25 |
187.50 |
5.4% |
89.25 |
2.6% |
5% |
False |
True |
477,277 |
| 10 |
3,669.00 |
3,470.25 |
198.75 |
5.7% |
69.50 |
2.0% |
5% |
False |
True |
377,483 |
| 20 |
3,712.75 |
3,470.25 |
242.50 |
7.0% |
65.25 |
1.9% |
4% |
False |
True |
368,566 |
| 40 |
3,733.25 |
3,470.25 |
263.00 |
7.6% |
53.00 |
1.5% |
4% |
False |
True |
189,805 |
| 60 |
3,733.25 |
3,408.00 |
325.25 |
9.3% |
50.25 |
1.4% |
22% |
False |
False |
126,664 |
| 80 |
3,733.25 |
3,408.00 |
325.25 |
9.3% |
44.00 |
1.3% |
22% |
False |
False |
95,001 |
| 100 |
3,733.25 |
3,354.00 |
379.25 |
10.9% |
36.25 |
1.0% |
33% |
False |
False |
76,001 |
| 120 |
3,733.25 |
3,307.00 |
426.25 |
12.2% |
30.50 |
0.9% |
41% |
False |
False |
63,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,148.75 |
|
2.618 |
3,938.00 |
|
1.618 |
3,808.75 |
|
1.000 |
3,728.75 |
|
0.618 |
3,679.50 |
|
HIGH |
3,599.50 |
|
0.618 |
3,550.25 |
|
0.500 |
3,535.00 |
|
0.382 |
3,519.50 |
|
LOW |
3,470.25 |
|
0.618 |
3,390.25 |
|
1.000 |
3,341.00 |
|
1.618 |
3,261.00 |
|
2.618 |
3,131.75 |
|
4.250 |
2,921.00 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,535.00 |
3,535.00 |
| PP |
3,516.50 |
3,516.50 |
| S1 |
3,498.25 |
3,498.25 |
|