| Trading Metrics calculated at close of trading on 29-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,536.00 |
3,541.50 |
5.50 |
0.2% |
3,525.00 |
| High |
3,562.50 |
3,571.25 |
8.75 |
0.2% |
3,618.25 |
| Low |
3,480.50 |
3,530.00 |
49.50 |
1.4% |
3,516.50 |
| Close |
3,540.75 |
3,563.75 |
23.00 |
0.6% |
3,530.50 |
| Range |
82.00 |
41.25 |
-40.75 |
-49.7% |
101.75 |
| ATR |
63.18 |
61.61 |
-1.57 |
-2.5% |
0.00 |
| Volume |
481,343 |
306,700 |
-174,643 |
-36.3% |
1,339,481 |
|
| Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,678.75 |
3,662.50 |
3,586.50 |
|
| R3 |
3,637.50 |
3,621.25 |
3,575.00 |
|
| R2 |
3,596.25 |
3,596.25 |
3,571.25 |
|
| R1 |
3,580.00 |
3,580.00 |
3,567.50 |
3,588.00 |
| PP |
3,555.00 |
3,555.00 |
3,555.00 |
3,559.00 |
| S1 |
3,538.75 |
3,538.75 |
3,560.00 |
3,547.00 |
| S2 |
3,513.75 |
3,513.75 |
3,556.25 |
|
| S3 |
3,472.50 |
3,497.50 |
3,552.50 |
|
| S4 |
3,431.25 |
3,456.25 |
3,541.00 |
|
|
| 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% |
64.75 |
1.8% |
60% |
False |
False |
352,242 |
| 10 |
3,618.25 |
3,404.75 |
213.50 |
6.0% |
59.50 |
1.7% |
74% |
False |
False |
339,489 |
| 20 |
3,669.00 |
3,404.75 |
264.25 |
7.4% |
66.25 |
1.9% |
60% |
False |
False |
373,781 |
| 40 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
59.50 |
1.7% |
48% |
False |
False |
297,235 |
| 60 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
54.00 |
1.5% |
48% |
False |
False |
198,488 |
| 80 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
50.50 |
1.4% |
48% |
False |
False |
148,898 |
| 100 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
42.75 |
1.2% |
48% |
False |
False |
119,119 |
| 120 |
3,733.25 |
3,307.00 |
426.25 |
12.0% |
36.25 |
1.0% |
60% |
False |
False |
99,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,746.50 |
|
2.618 |
3,679.25 |
|
1.618 |
3,638.00 |
|
1.000 |
3,612.50 |
|
0.618 |
3,596.75 |
|
HIGH |
3,571.25 |
|
0.618 |
3,555.50 |
|
0.500 |
3,550.50 |
|
0.382 |
3,545.75 |
|
LOW |
3,530.00 |
|
0.618 |
3,504.50 |
|
1.000 |
3,488.75 |
|
1.618 |
3,463.25 |
|
2.618 |
3,422.00 |
|
4.250 |
3,354.75 |
|
|
| Fisher Pivots for day following 29-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,559.50 |
3,554.25 |
| PP |
3,555.00 |
3,544.75 |
| S1 |
3,550.50 |
3,535.00 |
|