| Trading Metrics calculated at close of trading on 02-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,284.6 |
1,279.6 |
-5.0 |
-0.4% |
1,334.8 |
| High |
1,288.4 |
1,294.9 |
6.5 |
0.5% |
1,335.6 |
| Low |
1,277.4 |
1,278.9 |
1.5 |
0.1% |
1,286.1 |
| Close |
1,280.0 |
1,290.8 |
10.8 |
0.8% |
1,294.3 |
| Range |
11.0 |
16.0 |
5.0 |
45.5% |
49.5 |
| ATR |
18.2 |
18.0 |
-0.2 |
-0.9% |
0.0 |
| Volume |
112,918 |
124,467 |
11,549 |
10.2% |
455,392 |
|
| Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,336.2 |
1,329.5 |
1,299.6 |
|
| R3 |
1,320.2 |
1,313.5 |
1,295.2 |
|
| R2 |
1,304.2 |
1,304.2 |
1,293.7 |
|
| R1 |
1,297.5 |
1,297.5 |
1,292.3 |
1,300.9 |
| PP |
1,288.2 |
1,288.2 |
1,288.2 |
1,289.9 |
| S1 |
1,281.5 |
1,281.5 |
1,289.3 |
1,284.9 |
| S2 |
1,272.2 |
1,272.2 |
1,287.9 |
|
| S3 |
1,256.2 |
1,265.5 |
1,286.4 |
|
| S4 |
1,240.2 |
1,249.5 |
1,282.0 |
|
|
| 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 |
1,307.5 |
1,277.4 |
30.1 |
2.3% |
14.9 |
1.2% |
45% |
False |
False |
135,870 |
| 10 |
1,343.2 |
1,277.4 |
65.8 |
5.1% |
16.0 |
1.2% |
20% |
False |
False |
89,905 |
| 20 |
1,392.2 |
1,277.4 |
114.8 |
8.9% |
18.6 |
1.4% |
12% |
False |
False |
55,052 |
| 40 |
1,392.2 |
1,252.9 |
139.3 |
10.8% |
17.3 |
1.3% |
27% |
False |
False |
30,520 |
| 60 |
1,392.2 |
1,219.8 |
172.4 |
13.4% |
17.0 |
1.3% |
41% |
False |
False |
21,687 |
| 80 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.9 |
1.4% |
51% |
False |
False |
16,525 |
| 100 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.8 |
1.4% |
51% |
False |
False |
13,520 |
| 120 |
1,392.2 |
1,186.7 |
205.5 |
15.9% |
17.7 |
1.4% |
51% |
False |
False |
11,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,362.9 |
|
2.618 |
1,336.8 |
|
1.618 |
1,320.8 |
|
1.000 |
1,310.9 |
|
0.618 |
1,304.8 |
|
HIGH |
1,294.9 |
|
0.618 |
1,288.8 |
|
0.500 |
1,286.9 |
|
0.382 |
1,285.0 |
|
LOW |
1,278.9 |
|
0.618 |
1,269.0 |
|
1.000 |
1,262.9 |
|
1.618 |
1,253.0 |
|
2.618 |
1,237.0 |
|
4.250 |
1,210.9 |
|
|
| Fisher Pivots for day following 02-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,289.5 |
1,290.0 |
| PP |
1,288.2 |
1,289.2 |
| S1 |
1,286.9 |
1,288.4 |
|