| Trading Metrics calculated at close of trading on 24-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,584.50 |
3,595.75 |
11.25 |
0.3% |
3,435.75 |
| High |
3,599.50 |
3,618.25 |
18.75 |
0.5% |
3,542.50 |
| Low |
3,546.00 |
3,544.00 |
-2.00 |
-0.1% |
3,404.75 |
| Close |
3,554.50 |
3,584.75 |
30.25 |
0.9% |
3,523.25 |
| Range |
53.50 |
74.25 |
20.75 |
38.8% |
137.75 |
| ATR |
59.82 |
60.85 |
1.03 |
1.7% |
0.00 |
| Volume |
249,723 |
393,068 |
143,345 |
57.4% |
1,650,631 |
|
| Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,805.00 |
3,769.25 |
3,625.50 |
|
| R3 |
3,730.75 |
3,695.00 |
3,605.25 |
|
| R2 |
3,656.50 |
3,656.50 |
3,598.25 |
|
| R1 |
3,620.75 |
3,620.75 |
3,591.50 |
3,601.50 |
| PP |
3,582.25 |
3,582.25 |
3,582.25 |
3,572.75 |
| S1 |
3,546.50 |
3,546.50 |
3,578.00 |
3,527.25 |
| S2 |
3,508.00 |
3,508.00 |
3,571.25 |
|
| S3 |
3,433.75 |
3,472.25 |
3,564.25 |
|
| S4 |
3,359.50 |
3,398.00 |
3,544.00 |
|
|
| 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 |
3,618.25 |
3,492.50 |
125.75 |
3.5% |
51.50 |
1.4% |
73% |
True |
False |
255,650 |
| 10 |
3,618.25 |
3,404.75 |
213.50 |
6.0% |
65.00 |
1.8% |
84% |
True |
False |
372,155 |
| 20 |
3,669.00 |
3,404.75 |
264.25 |
7.4% |
63.25 |
1.8% |
68% |
False |
False |
370,596 |
| 40 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
58.25 |
1.6% |
55% |
False |
False |
269,462 |
| 60 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
53.75 |
1.5% |
55% |
False |
False |
179,867 |
| 80 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
48.50 |
1.4% |
55% |
False |
False |
134,918 |
| 100 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
41.00 |
1.1% |
55% |
False |
False |
107,935 |
| 120 |
3,733.25 |
3,307.00 |
426.25 |
11.9% |
34.75 |
1.0% |
65% |
False |
False |
89,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,933.75 |
|
2.618 |
3,812.75 |
|
1.618 |
3,738.50 |
|
1.000 |
3,692.50 |
|
0.618 |
3,664.25 |
|
HIGH |
3,618.25 |
|
0.618 |
3,590.00 |
|
0.500 |
3,581.00 |
|
0.382 |
3,572.25 |
|
LOW |
3,544.00 |
|
0.618 |
3,498.00 |
|
1.000 |
3,469.75 |
|
1.618 |
3,423.75 |
|
2.618 |
3,349.50 |
|
4.250 |
3,228.50 |
|
|
| Fisher Pivots for day following 24-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,583.50 |
3,583.50 |
| PP |
3,582.25 |
3,582.25 |
| S1 |
3,581.00 |
3,581.00 |
|