| Trading Metrics calculated at close of trading on 16-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,817.50 |
1,834.25 |
16.75 |
0.9% |
1,853.75 |
| High |
1,836.25 |
1,849.00 |
12.75 |
0.7% |
1,860.00 |
| Low |
1,802.50 |
1,833.00 |
30.50 |
1.7% |
1,800.50 |
| Close |
1,832.25 |
1,845.50 |
13.25 |
0.7% |
1,804.25 |
| Range |
33.75 |
16.00 |
-17.75 |
-52.6% |
59.50 |
| ATR |
22.52 |
22.11 |
-0.41 |
-1.8% |
0.00 |
| Volume |
2,696 |
5,673 |
2,977 |
110.4% |
18,368 |
|
| Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,890.50 |
1,884.00 |
1,854.25 |
|
| R3 |
1,874.50 |
1,868.00 |
1,850.00 |
|
| R2 |
1,858.50 |
1,858.50 |
1,848.50 |
|
| R1 |
1,852.00 |
1,852.00 |
1,847.00 |
1,855.25 |
| PP |
1,842.50 |
1,842.50 |
1,842.50 |
1,844.00 |
| S1 |
1,836.00 |
1,836.00 |
1,844.00 |
1,839.25 |
| S2 |
1,826.50 |
1,826.50 |
1,842.50 |
|
| S3 |
1,810.50 |
1,820.00 |
1,841.00 |
|
| S4 |
1,794.50 |
1,804.00 |
1,836.75 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,000.00 |
1,961.75 |
1,837.00 |
|
| R3 |
1,940.50 |
1,902.25 |
1,820.50 |
|
| R2 |
1,881.00 |
1,881.00 |
1,815.25 |
|
| R1 |
1,842.75 |
1,842.75 |
1,809.75 |
1,832.00 |
| PP |
1,821.50 |
1,821.50 |
1,821.50 |
1,816.25 |
| S1 |
1,783.25 |
1,783.25 |
1,798.75 |
1,772.50 |
| S2 |
1,762.00 |
1,762.00 |
1,793.25 |
|
| S3 |
1,702.50 |
1,723.75 |
1,788.00 |
|
| S4 |
1,643.00 |
1,664.25 |
1,771.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,860.00 |
1,796.50 |
63.50 |
3.4% |
28.25 |
1.5% |
77% |
False |
False |
4,214 |
| 10 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
25.50 |
1.4% |
55% |
False |
False |
3,768 |
| 20 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
21.75 |
1.2% |
55% |
False |
False |
2,772 |
| 40 |
1,885.25 |
1,796.50 |
88.75 |
4.8% |
19.50 |
1.1% |
55% |
False |
False |
1,544 |
| 60 |
1,885.25 |
1,719.25 |
166.00 |
9.0% |
20.00 |
1.1% |
76% |
False |
False |
1,129 |
| 80 |
1,885.25 |
1,719.25 |
166.00 |
9.0% |
16.75 |
0.9% |
76% |
False |
False |
883 |
| 100 |
1,885.25 |
1,719.25 |
166.00 |
9.0% |
14.00 |
0.8% |
76% |
False |
False |
713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,917.00 |
|
2.618 |
1,891.00 |
|
1.618 |
1,875.00 |
|
1.000 |
1,865.00 |
|
0.618 |
1,859.00 |
|
HIGH |
1,849.00 |
|
0.618 |
1,843.00 |
|
0.500 |
1,841.00 |
|
0.382 |
1,839.00 |
|
LOW |
1,833.00 |
|
0.618 |
1,823.00 |
|
1.000 |
1,817.00 |
|
1.618 |
1,807.00 |
|
2.618 |
1,791.00 |
|
4.250 |
1,765.00 |
|
|
| Fisher Pivots for day following 16-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,844.00 |
1,838.00 |
| PP |
1,842.50 |
1,830.25 |
| S1 |
1,841.00 |
1,822.75 |
|