| Trading Metrics calculated at close of trading on 10-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,308.5 |
1,311.9 |
3.4 |
0.3% |
1,295.0 |
| High |
1,315.5 |
1,324.9 |
9.4 |
0.7% |
1,307.5 |
| Low |
1,301.1 |
1,311.0 |
9.9 |
0.8% |
1,277.4 |
| Close |
1,305.9 |
1,320.5 |
14.6 |
1.1% |
1,303.5 |
| Range |
14.4 |
13.9 |
-0.5 |
-3.5% |
30.1 |
| ATR |
17.2 |
17.3 |
0.1 |
0.8% |
0.0 |
| Volume |
125,580 |
126,709 |
1,129 |
0.9% |
614,807 |
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,360.5 |
1,354.4 |
1,328.1 |
|
| R3 |
1,346.6 |
1,340.5 |
1,324.3 |
|
| R2 |
1,332.7 |
1,332.7 |
1,323.0 |
|
| R1 |
1,326.6 |
1,326.6 |
1,321.8 |
1,329.7 |
| PP |
1,318.8 |
1,318.8 |
1,318.8 |
1,320.3 |
| S1 |
1,312.7 |
1,312.7 |
1,319.2 |
1,315.8 |
| S2 |
1,304.9 |
1,304.9 |
1,318.0 |
|
| S3 |
1,291.0 |
1,298.8 |
1,316.7 |
|
| S4 |
1,277.1 |
1,284.9 |
1,312.9 |
|
|
| 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 |
1,324.9 |
1,284.4 |
40.5 |
3.1% |
15.7 |
1.2% |
89% |
True |
False |
119,458 |
| 10 |
1,324.9 |
1,277.4 |
47.5 |
3.6% |
14.8 |
1.1% |
91% |
True |
False |
123,791 |
| 20 |
1,392.2 |
1,277.4 |
114.8 |
8.7% |
17.4 |
1.3% |
38% |
False |
False |
82,983 |
| 40 |
1,392.2 |
1,277.4 |
114.8 |
8.7% |
17.4 |
1.3% |
38% |
False |
False |
47,573 |
| 60 |
1,392.2 |
1,233.0 |
159.2 |
12.1% |
17.2 |
1.3% |
55% |
False |
False |
32,993 |
| 80 |
1,392.2 |
1,186.7 |
205.5 |
15.6% |
17.4 |
1.3% |
65% |
False |
False |
25,128 |
| 100 |
1,392.2 |
1,186.7 |
205.5 |
15.6% |
17.7 |
1.3% |
65% |
False |
False |
20,388 |
| 120 |
1,392.2 |
1,186.7 |
205.5 |
15.6% |
17.3 |
1.3% |
65% |
False |
False |
17,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,384.0 |
|
2.618 |
1,361.3 |
|
1.618 |
1,347.4 |
|
1.000 |
1,338.8 |
|
0.618 |
1,333.5 |
|
HIGH |
1,324.9 |
|
0.618 |
1,319.6 |
|
0.500 |
1,318.0 |
|
0.382 |
1,316.3 |
|
LOW |
1,311.0 |
|
0.618 |
1,302.4 |
|
1.000 |
1,297.1 |
|
1.618 |
1,288.5 |
|
2.618 |
1,274.6 |
|
4.250 |
1,251.9 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,319.7 |
1,317.3 |
| PP |
1,318.8 |
1,314.1 |
| S1 |
1,318.0 |
1,310.9 |
|