| 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 |
1,309.6 |
1,312.0 |
2.4 |
0.2% |
1,294.1 |
| High |
1,315.4 |
1,324.8 |
9.4 |
0.7% |
1,307.2 |
| Low |
1,301.4 |
1,312.0 |
10.6 |
0.8% |
1,278.0 |
| Close |
1,306.1 |
1,320.7 |
14.6 |
1.1% |
1,303.8 |
| Range |
14.0 |
12.8 |
-1.2 |
-8.6% |
29.2 |
| ATR |
15.8 |
16.0 |
0.2 |
1.3% |
0.0 |
| Volume |
3,100 |
6,839 |
3,739 |
120.6% |
11,016 |
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,357.6 |
1,351.9 |
1,327.7 |
|
| R3 |
1,344.8 |
1,339.1 |
1,324.2 |
|
| R2 |
1,332.0 |
1,332.0 |
1,323.0 |
|
| R1 |
1,326.3 |
1,326.3 |
1,321.9 |
1,329.2 |
| PP |
1,319.2 |
1,319.2 |
1,319.2 |
1,320.6 |
| S1 |
1,313.5 |
1,313.5 |
1,319.5 |
1,316.4 |
| S2 |
1,306.4 |
1,306.4 |
1,318.4 |
|
| S3 |
1,293.6 |
1,300.7 |
1,317.2 |
|
| S4 |
1,280.8 |
1,287.9 |
1,313.7 |
|
|
| 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 |
1,324.8 |
1,285.8 |
39.0 |
3.0% |
14.8 |
1.1% |
89% |
True |
False |
3,609 |
| 10 |
1,324.8 |
1,278.0 |
46.8 |
3.5% |
13.6 |
1.0% |
91% |
True |
False |
3,085 |
| 20 |
1,392.0 |
1,278.0 |
114.0 |
8.6% |
15.9 |
1.2% |
37% |
False |
False |
3,021 |
| 40 |
1,392.0 |
1,278.0 |
114.0 |
8.6% |
15.4 |
1.2% |
37% |
False |
False |
2,533 |
| 60 |
1,392.0 |
1,234.6 |
157.4 |
11.9% |
14.7 |
1.1% |
55% |
False |
False |
2,200 |
| 80 |
1,392.0 |
1,187.2 |
204.8 |
15.5% |
14.1 |
1.1% |
65% |
False |
False |
1,775 |
| 100 |
1,392.0 |
1,187.2 |
204.8 |
15.5% |
13.6 |
1.0% |
65% |
False |
False |
1,494 |
| 120 |
1,392.0 |
1,187.2 |
204.8 |
15.5% |
12.5 |
0.9% |
65% |
False |
False |
1,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,379.2 |
|
2.618 |
1,358.3 |
|
1.618 |
1,345.5 |
|
1.000 |
1,337.6 |
|
0.618 |
1,332.7 |
|
HIGH |
1,324.8 |
|
0.618 |
1,319.9 |
|
0.500 |
1,318.4 |
|
0.382 |
1,316.9 |
|
LOW |
1,312.0 |
|
0.618 |
1,304.1 |
|
1.000 |
1,299.2 |
|
1.618 |
1,291.3 |
|
2.618 |
1,278.5 |
|
4.250 |
1,257.6 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,319.9 |
1,317.6 |
| PP |
1,319.2 |
1,314.5 |
| S1 |
1,318.4 |
1,311.4 |
|