| 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 |
1,870.75 |
1,875.75 |
5.00 |
0.3% |
1,848.50 |
| High |
1,878.75 |
1,880.00 |
1.25 |
0.1% |
1,861.50 |
| Low |
1,869.00 |
1,869.00 |
0.00 |
0.0% |
1,827.00 |
| Close |
1,875.75 |
1,876.00 |
0.25 |
0.0% |
1,843.25 |
| Range |
9.75 |
11.00 |
1.25 |
12.8% |
34.50 |
| ATR |
18.17 |
17.66 |
-0.51 |
-2.8% |
0.00 |
| Volume |
1,938 |
3,214 |
1,276 |
65.8% |
8,337 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,908.00 |
1,903.00 |
1,882.00 |
|
| R3 |
1,897.00 |
1,892.00 |
1,879.00 |
|
| R2 |
1,886.00 |
1,886.00 |
1,878.00 |
|
| R1 |
1,881.00 |
1,881.00 |
1,877.00 |
1,883.50 |
| PP |
1,875.00 |
1,875.00 |
1,875.00 |
1,876.25 |
| S1 |
1,870.00 |
1,870.00 |
1,875.00 |
1,872.50 |
| S2 |
1,864.00 |
1,864.00 |
1,874.00 |
|
| S3 |
1,853.00 |
1,859.00 |
1,873.00 |
|
| S4 |
1,842.00 |
1,848.00 |
1,870.00 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,947.50 |
1,929.75 |
1,862.25 |
|
| R3 |
1,913.00 |
1,895.25 |
1,852.75 |
|
| R2 |
1,878.50 |
1,878.50 |
1,849.50 |
|
| R1 |
1,860.75 |
1,860.75 |
1,846.50 |
1,852.50 |
| PP |
1,844.00 |
1,844.00 |
1,844.00 |
1,839.75 |
| S1 |
1,826.25 |
1,826.25 |
1,840.00 |
1,818.00 |
| S2 |
1,809.50 |
1,809.50 |
1,837.00 |
|
| S3 |
1,775.00 |
1,791.75 |
1,833.75 |
|
| S4 |
1,740.50 |
1,757.25 |
1,824.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,880.00 |
1,834.50 |
45.50 |
2.4% |
13.50 |
0.7% |
91% |
True |
False |
2,694 |
| 10 |
1,880.00 |
1,827.00 |
53.00 |
2.8% |
16.75 |
0.9% |
92% |
True |
False |
2,018 |
| 20 |
1,880.00 |
1,818.50 |
61.50 |
3.3% |
18.50 |
1.0% |
93% |
True |
False |
1,286 |
| 40 |
1,880.00 |
1,732.50 |
147.50 |
7.9% |
17.50 |
0.9% |
97% |
True |
False |
787 |
| 60 |
1,880.00 |
1,719.25 |
160.75 |
8.6% |
17.25 |
0.9% |
98% |
True |
False |
589 |
| 80 |
1,880.00 |
1,719.25 |
160.75 |
8.6% |
14.50 |
0.8% |
98% |
True |
False |
454 |
| 100 |
1,880.00 |
1,719.25 |
160.75 |
8.6% |
11.75 |
0.6% |
98% |
True |
False |
369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,926.75 |
|
2.618 |
1,908.75 |
|
1.618 |
1,897.75 |
|
1.000 |
1,891.00 |
|
0.618 |
1,886.75 |
|
HIGH |
1,880.00 |
|
0.618 |
1,875.75 |
|
0.500 |
1,874.50 |
|
0.382 |
1,873.25 |
|
LOW |
1,869.00 |
|
0.618 |
1,862.25 |
|
1.000 |
1,858.00 |
|
1.618 |
1,851.25 |
|
2.618 |
1,840.25 |
|
4.250 |
1,822.25 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,875.50 |
1,873.25 |
| PP |
1,875.00 |
1,870.75 |
| S1 |
1,874.50 |
1,868.00 |
|