| 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 |
1,280.0 |
1,293.1 |
13.1 |
1.0% |
1,332.8 |
| High |
1,295.0 |
1,293.1 |
-1.9 |
-0.1% |
1,333.7 |
| Low |
1,280.0 |
1,282.8 |
2.8 |
0.2% |
1,287.1 |
| Close |
1,291.1 |
1,284.9 |
-6.2 |
-0.5% |
1,294.6 |
| Range |
15.0 |
10.3 |
-4.7 |
-31.3% |
46.6 |
| ATR |
16.4 |
15.9 |
-0.4 |
-2.7% |
0.0 |
| Volume |
2,223 |
2,469 |
246 |
11.1% |
18,686 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,317.8 |
1,311.7 |
1,290.6 |
|
| R3 |
1,307.5 |
1,301.4 |
1,287.7 |
|
| R2 |
1,297.2 |
1,297.2 |
1,286.8 |
|
| R1 |
1,291.1 |
1,291.1 |
1,285.8 |
1,289.0 |
| PP |
1,286.9 |
1,286.9 |
1,286.9 |
1,285.9 |
| S1 |
1,280.8 |
1,280.8 |
1,284.0 |
1,278.7 |
| S2 |
1,276.6 |
1,276.6 |
1,283.0 |
|
| S3 |
1,266.3 |
1,270.5 |
1,282.1 |
|
| S4 |
1,256.0 |
1,260.2 |
1,279.2 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,444.9 |
1,416.4 |
1,320.2 |
|
| R3 |
1,398.3 |
1,369.8 |
1,307.4 |
|
| R2 |
1,351.7 |
1,351.7 |
1,303.1 |
|
| R1 |
1,323.2 |
1,323.2 |
1,298.9 |
1,314.2 |
| PP |
1,305.1 |
1,305.1 |
1,305.1 |
1,300.6 |
| S1 |
1,276.6 |
1,276.6 |
1,290.3 |
1,267.6 |
| S2 |
1,258.5 |
1,258.5 |
1,286.1 |
|
| S3 |
1,211.9 |
1,230.0 |
1,281.8 |
|
| S4 |
1,165.3 |
1,183.4 |
1,269.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,298.6 |
1,278.0 |
20.6 |
1.6% |
12.4 |
1.0% |
33% |
False |
False |
2,560 |
| 10 |
1,343.3 |
1,278.0 |
65.3 |
5.1% |
14.1 |
1.1% |
11% |
False |
False |
2,913 |
| 20 |
1,392.0 |
1,278.0 |
114.0 |
8.9% |
16.2 |
1.3% |
6% |
False |
False |
2,942 |
| 40 |
1,392.0 |
1,254.7 |
137.3 |
10.7% |
15.0 |
1.2% |
22% |
False |
False |
2,203 |
| 60 |
1,392.0 |
1,221.9 |
170.1 |
13.2% |
13.9 |
1.1% |
37% |
False |
False |
1,990 |
| 80 |
1,392.0 |
1,187.2 |
204.8 |
15.9% |
13.7 |
1.1% |
48% |
False |
False |
1,575 |
| 100 |
1,392.0 |
1,187.2 |
204.8 |
15.9% |
13.1 |
1.0% |
48% |
False |
False |
1,351 |
| 120 |
1,392.0 |
1,187.2 |
204.8 |
15.9% |
12.4 |
1.0% |
48% |
False |
False |
1,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,336.9 |
|
2.618 |
1,320.1 |
|
1.618 |
1,309.8 |
|
1.000 |
1,303.4 |
|
0.618 |
1,299.5 |
|
HIGH |
1,293.1 |
|
0.618 |
1,289.2 |
|
0.500 |
1,288.0 |
|
0.382 |
1,286.7 |
|
LOW |
1,282.8 |
|
0.618 |
1,276.4 |
|
1.000 |
1,272.5 |
|
1.618 |
1,266.1 |
|
2.618 |
1,255.8 |
|
4.250 |
1,239.0 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,288.0 |
1,286.5 |
| PP |
1,286.9 |
1,286.0 |
| S1 |
1,285.9 |
1,285.4 |
|