| Trading Metrics calculated at close of trading on 01-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,295.0 |
1,284.6 |
-10.4 |
-0.8% |
1,334.8 |
| High |
1,299.3 |
1,288.4 |
-10.9 |
-0.8% |
1,335.6 |
| Low |
1,282.7 |
1,277.4 |
-5.3 |
-0.4% |
1,286.1 |
| Close |
1,283.8 |
1,280.0 |
-3.8 |
-0.3% |
1,294.3 |
| Range |
16.6 |
11.0 |
-5.6 |
-33.7% |
49.5 |
| ATR |
18.7 |
18.2 |
-0.6 |
-2.9% |
0.0 |
| Volume |
133,250 |
112,918 |
-20,332 |
-15.3% |
455,392 |
|
| Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,314.9 |
1,308.5 |
1,286.1 |
|
| R3 |
1,303.9 |
1,297.5 |
1,283.0 |
|
| R2 |
1,292.9 |
1,292.9 |
1,282.0 |
|
| R1 |
1,286.5 |
1,286.5 |
1,281.0 |
1,284.2 |
| PP |
1,281.9 |
1,281.9 |
1,281.9 |
1,280.8 |
| S1 |
1,275.5 |
1,275.5 |
1,279.0 |
1,273.2 |
| S2 |
1,270.9 |
1,270.9 |
1,278.0 |
|
| S3 |
1,259.9 |
1,264.5 |
1,277.0 |
|
| S4 |
1,248.9 |
1,253.5 |
1,274.0 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,453.8 |
1,423.6 |
1,321.5 |
|
| R3 |
1,404.3 |
1,374.1 |
1,307.9 |
|
| R2 |
1,354.8 |
1,354.8 |
1,303.4 |
|
| R1 |
1,324.6 |
1,324.6 |
1,298.8 |
1,315.0 |
| PP |
1,305.3 |
1,305.3 |
1,305.3 |
1,300.5 |
| S1 |
1,275.1 |
1,275.1 |
1,289.8 |
1,265.5 |
| S2 |
1,255.8 |
1,255.8 |
1,285.2 |
|
| S3 |
1,206.3 |
1,225.6 |
1,280.7 |
|
| S4 |
1,156.8 |
1,176.1 |
1,267.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,317.0 |
1,277.4 |
39.6 |
3.1% |
15.3 |
1.2% |
7% |
False |
True |
121,466 |
| 10 |
1,360.2 |
1,277.4 |
82.8 |
6.5% |
17.5 |
1.4% |
3% |
False |
True |
79,657 |
| 20 |
1,392.2 |
1,277.4 |
114.8 |
9.0% |
18.3 |
1.4% |
2% |
False |
True |
49,212 |
| 40 |
1,392.2 |
1,247.5 |
144.7 |
11.3% |
17.3 |
1.3% |
22% |
False |
False |
27,458 |
| 60 |
1,392.2 |
1,219.8 |
172.4 |
13.5% |
17.2 |
1.3% |
35% |
False |
False |
19,667 |
| 80 |
1,392.2 |
1,186.7 |
205.5 |
16.1% |
18.0 |
1.4% |
45% |
False |
False |
14,986 |
| 100 |
1,392.2 |
1,186.7 |
205.5 |
16.1% |
17.7 |
1.4% |
45% |
False |
False |
12,291 |
| 120 |
1,392.2 |
1,186.7 |
205.5 |
16.1% |
17.8 |
1.4% |
45% |
False |
False |
10,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,335.2 |
|
2.618 |
1,317.2 |
|
1.618 |
1,306.2 |
|
1.000 |
1,299.4 |
|
0.618 |
1,295.2 |
|
HIGH |
1,288.4 |
|
0.618 |
1,284.2 |
|
0.500 |
1,282.9 |
|
0.382 |
1,281.6 |
|
LOW |
1,277.4 |
|
0.618 |
1,270.6 |
|
1.000 |
1,266.4 |
|
1.618 |
1,259.6 |
|
2.618 |
1,248.6 |
|
4.250 |
1,230.7 |
|
|
| Fisher Pivots for day following 01-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,282.9 |
1,288.4 |
| PP |
1,281.9 |
1,285.6 |
| S1 |
1,281.0 |
1,282.8 |
|