| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,296.8 |
1,308.5 |
11.7 |
0.9% |
1,295.0 |
| High |
1,314.7 |
1,315.5 |
0.8 |
0.1% |
1,307.5 |
| Low |
1,296.8 |
1,301.1 |
4.3 |
0.3% |
1,277.4 |
| Close |
1,309.1 |
1,305.9 |
-3.2 |
-0.2% |
1,303.5 |
| Range |
17.9 |
14.4 |
-3.5 |
-19.6% |
30.1 |
| ATR |
17.4 |
17.2 |
-0.2 |
-1.2% |
0.0 |
| Volume |
119,225 |
125,580 |
6,355 |
5.3% |
614,807 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,350.7 |
1,342.7 |
1,313.8 |
|
| R3 |
1,336.3 |
1,328.3 |
1,309.9 |
|
| R2 |
1,321.9 |
1,321.9 |
1,308.5 |
|
| R1 |
1,313.9 |
1,313.9 |
1,307.2 |
1,310.7 |
| PP |
1,307.5 |
1,307.5 |
1,307.5 |
1,305.9 |
| S1 |
1,299.5 |
1,299.5 |
1,304.6 |
1,296.3 |
| S2 |
1,293.1 |
1,293.1 |
1,303.3 |
|
| S3 |
1,278.7 |
1,285.1 |
1,301.9 |
|
| S4 |
1,264.3 |
1,270.7 |
1,298.0 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,386.4 |
1,375.1 |
1,320.1 |
|
| R3 |
1,356.3 |
1,345.0 |
1,311.8 |
|
| R2 |
1,326.2 |
1,326.2 |
1,309.0 |
|
| R1 |
1,314.9 |
1,314.9 |
1,306.3 |
1,320.6 |
| PP |
1,296.1 |
1,296.1 |
1,296.1 |
1,299.0 |
| S1 |
1,284.8 |
1,284.8 |
1,300.7 |
1,290.5 |
| S2 |
1,266.0 |
1,266.0 |
1,298.0 |
|
| S3 |
1,235.9 |
1,254.7 |
1,295.2 |
|
| S4 |
1,205.8 |
1,224.6 |
1,286.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,315.5 |
1,281.9 |
33.6 |
2.6% |
15.3 |
1.2% |
71% |
True |
False |
113,850 |
| 10 |
1,315.5 |
1,277.4 |
38.1 |
2.9% |
15.1 |
1.2% |
75% |
True |
False |
124,860 |
| 20 |
1,392.2 |
1,277.4 |
114.8 |
8.8% |
17.2 |
1.3% |
25% |
False |
False |
78,282 |
| 40 |
1,392.2 |
1,277.4 |
114.8 |
8.8% |
17.3 |
1.3% |
25% |
False |
False |
44,486 |
| 60 |
1,392.2 |
1,233.0 |
159.2 |
12.2% |
17.2 |
1.3% |
46% |
False |
False |
30,975 |
| 80 |
1,392.2 |
1,186.7 |
205.5 |
15.7% |
17.4 |
1.3% |
58% |
False |
False |
23,558 |
| 100 |
1,392.2 |
1,186.7 |
205.5 |
15.7% |
17.7 |
1.4% |
58% |
False |
False |
19,148 |
| 120 |
1,392.2 |
1,186.7 |
205.5 |
15.7% |
17.5 |
1.3% |
58% |
False |
False |
16,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,376.7 |
|
2.618 |
1,353.2 |
|
1.618 |
1,338.8 |
|
1.000 |
1,329.9 |
|
0.618 |
1,324.4 |
|
HIGH |
1,315.5 |
|
0.618 |
1,310.0 |
|
0.500 |
1,308.3 |
|
0.382 |
1,306.6 |
|
LOW |
1,301.1 |
|
0.618 |
1,292.2 |
|
1.000 |
1,286.7 |
|
1.618 |
1,277.8 |
|
2.618 |
1,263.4 |
|
4.250 |
1,239.9 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,308.3 |
1,305.8 |
| PP |
1,307.5 |
1,305.7 |
| S1 |
1,306.7 |
1,305.7 |
|