| Trading Metrics calculated at close of trading on 25-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
25-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,283.9 |
1,293.8 |
9.9 |
0.8% |
1,294.9 |
| High |
1,298.4 |
1,305.2 |
6.8 |
0.5% |
1,305.2 |
| Low |
1,268.4 |
1,290.4 |
22.0 |
1.7% |
1,268.4 |
| Close |
1,290.6 |
1,300.8 |
10.2 |
0.8% |
1,300.8 |
| Range |
30.0 |
14.8 |
-15.2 |
-50.7% |
36.8 |
| ATR |
18.1 |
17.8 |
-0.2 |
-1.3% |
0.0 |
| Volume |
189,289 |
107,958 |
-81,331 |
-43.0% |
616,307 |
|
| Daily Pivots for day following 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,343.2 |
1,336.8 |
1,308.9 |
|
| R3 |
1,328.4 |
1,322.0 |
1,304.9 |
|
| R2 |
1,313.6 |
1,313.6 |
1,303.5 |
|
| R1 |
1,307.2 |
1,307.2 |
1,302.2 |
1,310.4 |
| PP |
1,298.8 |
1,298.8 |
1,298.8 |
1,300.4 |
| S1 |
1,292.4 |
1,292.4 |
1,299.4 |
1,295.6 |
| S2 |
1,284.0 |
1,284.0 |
1,298.1 |
|
| S3 |
1,269.2 |
1,277.6 |
1,296.7 |
|
| S4 |
1,254.4 |
1,262.8 |
1,292.7 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,401.9 |
1,388.1 |
1,321.0 |
|
| R3 |
1,365.1 |
1,351.3 |
1,310.9 |
|
| R2 |
1,328.3 |
1,328.3 |
1,307.5 |
|
| R1 |
1,314.5 |
1,314.5 |
1,304.2 |
1,321.4 |
| PP |
1,291.5 |
1,291.5 |
1,291.5 |
1,294.9 |
| S1 |
1,277.7 |
1,277.7 |
1,297.4 |
1,284.6 |
| S2 |
1,254.7 |
1,254.7 |
1,294.1 |
|
| S3 |
1,217.9 |
1,240.9 |
1,290.7 |
|
| S4 |
1,181.1 |
1,204.1 |
1,280.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,305.2 |
1,268.4 |
36.8 |
2.8% |
18.2 |
1.4% |
88% |
True |
False |
123,261 |
| 10 |
1,331.4 |
1,268.4 |
63.0 |
4.8% |
18.3 |
1.4% |
51% |
False |
False |
121,066 |
| 20 |
1,331.4 |
1,268.4 |
63.0 |
4.8% |
16.5 |
1.3% |
51% |
False |
False |
122,429 |
| 40 |
1,392.2 |
1,268.4 |
123.8 |
9.5% |
17.8 |
1.4% |
26% |
False |
False |
76,318 |
| 60 |
1,392.2 |
1,238.5 |
153.7 |
11.8% |
17.5 |
1.3% |
41% |
False |
False |
52,399 |
| 80 |
1,392.2 |
1,186.7 |
205.5 |
15.8% |
17.4 |
1.3% |
56% |
False |
False |
40,187 |
| 100 |
1,392.2 |
1,186.7 |
205.5 |
15.8% |
18.1 |
1.4% |
56% |
False |
False |
32,329 |
| 120 |
1,392.2 |
1,186.7 |
205.5 |
15.8% |
17.5 |
1.3% |
56% |
False |
False |
27,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,368.1 |
|
2.618 |
1,343.9 |
|
1.618 |
1,329.1 |
|
1.000 |
1,320.0 |
|
0.618 |
1,314.3 |
|
HIGH |
1,305.2 |
|
0.618 |
1,299.5 |
|
0.500 |
1,297.8 |
|
0.382 |
1,296.1 |
|
LOW |
1,290.4 |
|
0.618 |
1,281.3 |
|
1.000 |
1,275.6 |
|
1.618 |
1,266.5 |
|
2.618 |
1,251.7 |
|
4.250 |
1,227.5 |
|
|
| Fisher Pivots for day following 25-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,299.8 |
1,296.1 |
| PP |
1,298.8 |
1,291.5 |
| S1 |
1,297.8 |
1,286.8 |
|