| Trading Metrics calculated at close of trading on 22-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,525.00 |
3,553.75 |
28.75 |
0.8% |
3,435.75 |
| High |
3,554.25 |
3,588.50 |
34.25 |
1.0% |
3,542.50 |
| Low |
3,516.75 |
3,545.75 |
29.00 |
0.8% |
3,404.75 |
| Close |
3,551.25 |
3,585.00 |
33.75 |
1.0% |
3,523.25 |
| Range |
37.50 |
42.75 |
5.25 |
14.0% |
137.75 |
| ATR |
61.65 |
60.30 |
-1.35 |
-2.2% |
0.00 |
| Volume |
152,229 |
214,083 |
61,854 |
40.6% |
1,650,631 |
|
| Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,701.25 |
3,686.00 |
3,608.50 |
|
| R3 |
3,658.50 |
3,643.25 |
3,596.75 |
|
| R2 |
3,615.75 |
3,615.75 |
3,592.75 |
|
| R1 |
3,600.50 |
3,600.50 |
3,589.00 |
3,608.00 |
| PP |
3,573.00 |
3,573.00 |
3,573.00 |
3,577.00 |
| S1 |
3,557.75 |
3,557.75 |
3,581.00 |
3,565.50 |
| S2 |
3,530.25 |
3,530.25 |
3,577.25 |
|
| S3 |
3,487.50 |
3,515.00 |
3,573.25 |
|
| S4 |
3,444.75 |
3,472.25 |
3,561.50 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,903.50 |
3,851.00 |
3,599.00 |
|
| R3 |
3,765.75 |
3,713.25 |
3,561.25 |
|
| R2 |
3,628.00 |
3,628.00 |
3,548.50 |
|
| R1 |
3,575.50 |
3,575.50 |
3,536.00 |
3,601.75 |
| PP |
3,490.25 |
3,490.25 |
3,490.25 |
3,503.25 |
| S1 |
3,437.75 |
3,437.75 |
3,510.50 |
3,464.00 |
| S2 |
3,352.50 |
3,352.50 |
3,498.00 |
|
| S3 |
3,214.75 |
3,300.00 |
3,485.25 |
|
| S4 |
3,077.00 |
3,162.25 |
3,447.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,588.50 |
3,404.75 |
183.75 |
5.1% |
54.25 |
1.5% |
98% |
True |
False |
326,737 |
| 10 |
3,599.50 |
3,404.75 |
194.75 |
5.4% |
63.50 |
1.8% |
93% |
False |
False |
381,166 |
| 20 |
3,669.00 |
3,404.75 |
264.25 |
7.4% |
63.75 |
1.8% |
68% |
False |
False |
374,342 |
| 40 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
56.75 |
1.6% |
55% |
False |
False |
253,431 |
| 60 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
53.25 |
1.5% |
55% |
False |
False |
169,165 |
| 80 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
47.00 |
1.3% |
55% |
False |
False |
126,884 |
| 100 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
40.00 |
1.1% |
55% |
False |
False |
101,507 |
| 120 |
3,733.25 |
3,307.00 |
426.25 |
11.9% |
33.50 |
0.9% |
65% |
False |
False |
84,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,770.25 |
|
2.618 |
3,700.50 |
|
1.618 |
3,657.75 |
|
1.000 |
3,631.25 |
|
0.618 |
3,615.00 |
|
HIGH |
3,588.50 |
|
0.618 |
3,572.25 |
|
0.500 |
3,567.00 |
|
0.382 |
3,562.00 |
|
LOW |
3,545.75 |
|
0.618 |
3,519.25 |
|
1.000 |
3,503.00 |
|
1.618 |
3,476.50 |
|
2.618 |
3,433.75 |
|
4.250 |
3,364.00 |
|
|
| Fisher Pivots for day following 22-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,579.00 |
3,570.25 |
| PP |
3,573.00 |
3,555.25 |
| S1 |
3,567.00 |
3,540.50 |
|