| Trading Metrics calculated at close of trading on 23-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,553.75 |
3,584.50 |
30.75 |
0.9% |
3,435.75 |
| High |
3,588.50 |
3,599.50 |
11.00 |
0.3% |
3,542.50 |
| Low |
3,545.75 |
3,546.00 |
0.25 |
0.0% |
3,404.75 |
| Close |
3,585.00 |
3,554.50 |
-30.50 |
-0.9% |
3,523.25 |
| Range |
42.75 |
53.50 |
10.75 |
25.1% |
137.75 |
| ATR |
60.30 |
59.82 |
-0.49 |
-0.8% |
0.00 |
| Volume |
214,083 |
249,723 |
35,640 |
16.6% |
1,650,631 |
|
| Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,727.25 |
3,694.25 |
3,584.00 |
|
| R3 |
3,673.75 |
3,640.75 |
3,569.25 |
|
| R2 |
3,620.25 |
3,620.25 |
3,564.25 |
|
| R1 |
3,587.25 |
3,587.25 |
3,559.50 |
3,577.00 |
| PP |
3,566.75 |
3,566.75 |
3,566.75 |
3,561.50 |
| S1 |
3,533.75 |
3,533.75 |
3,549.50 |
3,523.50 |
| S2 |
3,513.25 |
3,513.25 |
3,544.75 |
|
| S3 |
3,459.75 |
3,480.25 |
3,539.75 |
|
| S4 |
3,406.25 |
3,426.75 |
3,525.00 |
|
|
| 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 |
3,599.50 |
3,479.50 |
120.00 |
3.4% |
45.75 |
1.3% |
63% |
True |
False |
257,129 |
| 10 |
3,599.50 |
3,404.75 |
194.75 |
5.5% |
64.50 |
1.8% |
77% |
True |
False |
366,118 |
| 20 |
3,669.00 |
3,404.75 |
264.25 |
7.4% |
63.50 |
1.8% |
57% |
False |
False |
368,585 |
| 40 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
57.25 |
1.6% |
46% |
False |
False |
259,646 |
| 60 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
53.00 |
1.5% |
46% |
False |
False |
173,326 |
| 80 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
47.75 |
1.3% |
46% |
False |
False |
130,005 |
| 100 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
40.25 |
1.1% |
46% |
False |
False |
104,005 |
| 120 |
3,733.25 |
3,307.00 |
426.25 |
12.0% |
34.00 |
1.0% |
58% |
False |
False |
86,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,827.00 |
|
2.618 |
3,739.50 |
|
1.618 |
3,686.00 |
|
1.000 |
3,653.00 |
|
0.618 |
3,632.50 |
|
HIGH |
3,599.50 |
|
0.618 |
3,579.00 |
|
0.500 |
3,572.75 |
|
0.382 |
3,566.50 |
|
LOW |
3,546.00 |
|
0.618 |
3,513.00 |
|
1.000 |
3,492.50 |
|
1.618 |
3,459.50 |
|
2.618 |
3,406.00 |
|
4.250 |
3,318.50 |
|
|
| Fisher Pivots for day following 23-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,572.75 |
3,558.00 |
| PP |
3,566.75 |
3,557.00 |
| S1 |
3,560.50 |
3,555.75 |
|