| Trading Metrics calculated at close of trading on 07-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,285.8 |
1,305.0 |
19.2 |
1.5% |
1,294.1 |
| High |
1,307.2 |
1,305.0 |
-2.2 |
-0.2% |
1,307.2 |
| Low |
1,285.8 |
1,296.0 |
10.2 |
0.8% |
1,278.0 |
| Close |
1,303.8 |
1,298.6 |
-5.2 |
-0.4% |
1,303.8 |
| Range |
21.4 |
9.0 |
-12.4 |
-57.9% |
29.2 |
| ATR |
16.4 |
15.9 |
-0.5 |
-3.2% |
0.0 |
| Volume |
2,945 |
2,411 |
-534 |
-18.1% |
11,016 |
|
| Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,326.9 |
1,321.7 |
1,303.6 |
|
| R3 |
1,317.9 |
1,312.7 |
1,301.1 |
|
| R2 |
1,308.9 |
1,308.9 |
1,300.3 |
|
| R1 |
1,303.7 |
1,303.7 |
1,299.4 |
1,301.8 |
| PP |
1,299.9 |
1,299.9 |
1,299.9 |
1,298.9 |
| S1 |
1,294.7 |
1,294.7 |
1,297.8 |
1,292.8 |
| S2 |
1,290.9 |
1,290.9 |
1,297.0 |
|
| S3 |
1,281.9 |
1,285.7 |
1,296.1 |
|
| S4 |
1,272.9 |
1,276.7 |
1,293.7 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,383.9 |
1,373.1 |
1,319.9 |
|
| R3 |
1,354.7 |
1,343.9 |
1,311.8 |
|
| R2 |
1,325.5 |
1,325.5 |
1,309.2 |
|
| R1 |
1,314.7 |
1,314.7 |
1,306.5 |
1,320.1 |
| PP |
1,296.3 |
1,296.3 |
1,296.3 |
1,299.1 |
| S1 |
1,285.5 |
1,285.5 |
1,301.1 |
1,290.9 |
| S2 |
1,267.1 |
1,267.1 |
1,298.4 |
|
| S3 |
1,237.9 |
1,256.3 |
1,295.8 |
|
| S4 |
1,208.7 |
1,227.1 |
1,287.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,307.2 |
1,278.0 |
29.2 |
2.2% |
13.3 |
1.0% |
71% |
False |
False |
2,354 |
| 10 |
1,316.8 |
1,278.0 |
38.8 |
3.0% |
13.4 |
1.0% |
53% |
False |
False |
2,890 |
| 20 |
1,392.0 |
1,278.0 |
114.0 |
8.8% |
16.0 |
1.2% |
18% |
False |
False |
3,009 |
| 40 |
1,392.0 |
1,269.1 |
122.9 |
9.5% |
15.2 |
1.2% |
24% |
False |
False |
2,298 |
| 60 |
1,392.0 |
1,234.6 |
157.4 |
12.1% |
14.2 |
1.1% |
41% |
False |
False |
2,066 |
| 80 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
14.0 |
1.1% |
54% |
False |
False |
1,631 |
| 100 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
13.3 |
1.0% |
54% |
False |
False |
1,383 |
| 120 |
1,392.0 |
1,187.2 |
204.8 |
15.8% |
12.7 |
1.0% |
54% |
False |
False |
1,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,343.3 |
|
2.618 |
1,328.6 |
|
1.618 |
1,319.6 |
|
1.000 |
1,314.0 |
|
0.618 |
1,310.6 |
|
HIGH |
1,305.0 |
|
0.618 |
1,301.6 |
|
0.500 |
1,300.5 |
|
0.382 |
1,299.4 |
|
LOW |
1,296.0 |
|
0.618 |
1,290.4 |
|
1.000 |
1,287.0 |
|
1.618 |
1,281.4 |
|
2.618 |
1,272.4 |
|
4.250 |
1,257.8 |
|
|
| Fisher Pivots for day following 07-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,300.5 |
1,297.4 |
| PP |
1,299.9 |
1,296.2 |
| S1 |
1,299.2 |
1,295.0 |
|