| Trading Metrics calculated at close of trading on 30-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,541.50 |
3,557.25 |
15.75 |
0.4% |
3,525.00 |
| High |
3,571.25 |
3,578.00 |
6.75 |
0.2% |
3,618.25 |
| Low |
3,530.00 |
3,539.00 |
9.00 |
0.3% |
3,516.50 |
| Close |
3,563.75 |
3,573.25 |
9.50 |
0.3% |
3,530.50 |
| Range |
41.25 |
39.00 |
-2.25 |
-5.5% |
101.75 |
| ATR |
61.61 |
60.00 |
-1.62 |
-2.6% |
0.00 |
| Volume |
306,700 |
288,746 |
-17,954 |
-5.9% |
1,339,481 |
|
| Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,680.50 |
3,665.75 |
3,594.75 |
|
| R3 |
3,641.50 |
3,626.75 |
3,584.00 |
|
| R2 |
3,602.50 |
3,602.50 |
3,580.50 |
|
| R1 |
3,587.75 |
3,587.75 |
3,576.75 |
3,595.00 |
| PP |
3,563.50 |
3,563.50 |
3,563.50 |
3,567.00 |
| S1 |
3,548.75 |
3,548.75 |
3,569.75 |
3,556.00 |
| S2 |
3,524.50 |
3,524.50 |
3,566.00 |
|
| S3 |
3,485.50 |
3,509.75 |
3,562.50 |
|
| S4 |
3,446.50 |
3,470.75 |
3,551.75 |
|
|
| 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% |
62.00 |
1.7% |
67% |
False |
False |
360,047 |
| 10 |
3,618.25 |
3,479.50 |
138.75 |
3.9% |
53.75 |
1.5% |
68% |
False |
False |
308,588 |
| 20 |
3,669.00 |
3,404.75 |
264.25 |
7.4% |
64.50 |
1.8% |
64% |
False |
False |
374,950 |
| 40 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
59.25 |
1.7% |
51% |
False |
False |
304,417 |
| 60 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
52.75 |
1.5% |
51% |
False |
False |
203,287 |
| 80 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
50.75 |
1.4% |
51% |
False |
False |
152,507 |
| 100 |
3,733.25 |
3,404.75 |
328.50 |
9.2% |
43.25 |
1.2% |
51% |
False |
False |
122,007 |
| 120 |
3,733.25 |
3,307.00 |
426.25 |
11.9% |
36.75 |
1.0% |
62% |
False |
False |
101,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,743.75 |
|
2.618 |
3,680.00 |
|
1.618 |
3,641.00 |
|
1.000 |
3,617.00 |
|
0.618 |
3,602.00 |
|
HIGH |
3,578.00 |
|
0.618 |
3,563.00 |
|
0.500 |
3,558.50 |
|
0.382 |
3,554.00 |
|
LOW |
3,539.00 |
|
0.618 |
3,515.00 |
|
1.000 |
3,500.00 |
|
1.618 |
3,476.00 |
|
2.618 |
3,437.00 |
|
4.250 |
3,373.25 |
|
|
| Fisher Pivots for day following 30-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,568.25 |
3,558.50 |
| PP |
3,563.50 |
3,544.00 |
| S1 |
3,558.50 |
3,529.25 |
|