| Trading Metrics calculated at close of trading on 28-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,588.00 |
3,536.00 |
-52.00 |
-1.4% |
3,525.00 |
| High |
3,589.75 |
3,562.50 |
-27.25 |
-0.8% |
3,618.25 |
| Low |
3,516.50 |
3,480.50 |
-36.00 |
-1.0% |
3,516.50 |
| Close |
3,530.50 |
3,540.75 |
10.25 |
0.3% |
3,530.50 |
| Range |
73.25 |
82.00 |
8.75 |
11.9% |
101.75 |
| ATR |
61.73 |
63.18 |
1.45 |
2.3% |
0.00 |
| Volume |
330,378 |
481,343 |
150,965 |
45.7% |
1,339,481 |
|
| Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,774.00 |
3,739.25 |
3,585.75 |
|
| R3 |
3,692.00 |
3,657.25 |
3,563.25 |
|
| R2 |
3,610.00 |
3,610.00 |
3,555.75 |
|
| R1 |
3,575.25 |
3,575.25 |
3,548.25 |
3,592.50 |
| PP |
3,528.00 |
3,528.00 |
3,528.00 |
3,536.50 |
| S1 |
3,493.25 |
3,493.25 |
3,533.25 |
3,510.50 |
| S2 |
3,446.00 |
3,446.00 |
3,525.75 |
|
| S3 |
3,364.00 |
3,411.25 |
3,518.25 |
|
| S4 |
3,282.00 |
3,329.25 |
3,495.75 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,860.25 |
3,797.25 |
3,586.50 |
|
| R3 |
3,758.50 |
3,695.50 |
3,558.50 |
|
| R2 |
3,656.75 |
3,656.75 |
3,549.25 |
|
| R1 |
3,593.75 |
3,593.75 |
3,539.75 |
3,625.25 |
| PP |
3,555.00 |
3,555.00 |
3,555.00 |
3,571.00 |
| S1 |
3,492.00 |
3,492.00 |
3,521.25 |
3,523.50 |
| S2 |
3,453.25 |
3,453.25 |
3,511.75 |
|
| S3 |
3,351.50 |
3,390.25 |
3,502.50 |
|
| S4 |
3,249.75 |
3,288.50 |
3,474.50 |
|
|
| 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 |
3,480.50 |
137.75 |
3.9% |
65.25 |
1.8% |
44% |
False |
True |
333,719 |
| 10 |
3,618.25 |
3,404.75 |
213.50 |
6.0% |
61.50 |
1.7% |
64% |
False |
False |
347,145 |
| 20 |
3,669.00 |
3,404.75 |
264.25 |
7.5% |
66.00 |
1.9% |
51% |
False |
False |
373,330 |
| 40 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
59.75 |
1.7% |
41% |
False |
False |
289,682 |
| 60 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
54.00 |
1.5% |
41% |
False |
False |
193,387 |
| 80 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
50.25 |
1.4% |
41% |
False |
False |
145,064 |
| 100 |
3,733.25 |
3,404.75 |
328.50 |
9.3% |
42.50 |
1.2% |
41% |
False |
False |
116,053 |
| 120 |
3,733.25 |
3,307.00 |
426.25 |
12.0% |
36.00 |
1.0% |
55% |
False |
False |
96,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,911.00 |
|
2.618 |
3,777.25 |
|
1.618 |
3,695.25 |
|
1.000 |
3,644.50 |
|
0.618 |
3,613.25 |
|
HIGH |
3,562.50 |
|
0.618 |
3,531.25 |
|
0.500 |
3,521.50 |
|
0.382 |
3,511.75 |
|
LOW |
3,480.50 |
|
0.618 |
3,429.75 |
|
1.000 |
3,398.50 |
|
1.618 |
3,347.75 |
|
2.618 |
3,265.75 |
|
4.250 |
3,132.00 |
|
|
| Fisher Pivots for day following 28-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,534.25 |
3,549.50 |
| PP |
3,528.00 |
3,546.50 |
| S1 |
3,521.50 |
3,543.50 |
|