| Trading Metrics calculated at close of trading on 03-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,279.6 |
1,290.4 |
10.8 |
0.8% |
1,334.8 |
| High |
1,294.9 |
1,294.2 |
-0.7 |
-0.1% |
1,335.6 |
| Low |
1,278.9 |
1,281.9 |
3.0 |
0.2% |
1,286.1 |
| Close |
1,290.8 |
1,284.6 |
-6.2 |
-0.5% |
1,294.3 |
| Range |
16.0 |
12.3 |
-3.7 |
-23.1% |
49.5 |
| ATR |
18.0 |
17.6 |
-0.4 |
-2.3% |
0.0 |
| Volume |
124,467 |
98,672 |
-25,795 |
-20.7% |
455,392 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,323.8 |
1,316.5 |
1,291.4 |
|
| R3 |
1,311.5 |
1,304.2 |
1,288.0 |
|
| R2 |
1,299.2 |
1,299.2 |
1,286.9 |
|
| R1 |
1,291.9 |
1,291.9 |
1,285.7 |
1,289.4 |
| PP |
1,286.9 |
1,286.9 |
1,286.9 |
1,285.7 |
| S1 |
1,279.6 |
1,279.6 |
1,283.5 |
1,277.1 |
| S2 |
1,274.6 |
1,274.6 |
1,282.3 |
|
| S3 |
1,262.3 |
1,267.3 |
1,281.2 |
|
| S4 |
1,250.0 |
1,255.0 |
1,277.8 |
|
|
| 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 |
1,299.4 |
1,277.4 |
22.0 |
1.7% |
13.8 |
1.1% |
33% |
False |
False |
128,124 |
| 10 |
1,343.2 |
1,277.4 |
65.8 |
5.1% |
15.8 |
1.2% |
11% |
False |
False |
97,556 |
| 20 |
1,392.2 |
1,277.4 |
114.8 |
8.9% |
18.1 |
1.4% |
6% |
False |
False |
59,641 |
| 40 |
1,392.2 |
1,254.0 |
138.2 |
10.8% |
17.1 |
1.3% |
22% |
False |
False |
32,925 |
| 60 |
1,392.2 |
1,219.8 |
172.4 |
13.4% |
16.9 |
1.3% |
38% |
False |
False |
23,300 |
| 80 |
1,392.2 |
1,186.7 |
205.5 |
16.0% |
17.6 |
1.4% |
48% |
False |
False |
17,752 |
| 100 |
1,392.2 |
1,186.7 |
205.5 |
16.0% |
17.7 |
1.4% |
48% |
False |
False |
14,499 |
| 120 |
1,392.2 |
1,186.7 |
205.5 |
16.0% |
17.8 |
1.4% |
48% |
False |
False |
12,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,346.5 |
|
2.618 |
1,326.4 |
|
1.618 |
1,314.1 |
|
1.000 |
1,306.5 |
|
0.618 |
1,301.8 |
|
HIGH |
1,294.2 |
|
0.618 |
1,289.5 |
|
0.500 |
1,288.1 |
|
0.382 |
1,286.6 |
|
LOW |
1,281.9 |
|
0.618 |
1,274.3 |
|
1.000 |
1,269.6 |
|
1.618 |
1,262.0 |
|
2.618 |
1,249.7 |
|
4.250 |
1,229.6 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,288.1 |
1,286.2 |
| PP |
1,286.9 |
1,285.6 |
| S1 |
1,285.8 |
1,285.1 |
|