| Trading Metrics calculated at close of trading on 01-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,295.0 |
1,286.9 |
-8.1 |
-0.6% |
1,333.3 |
| High |
1,299.3 |
1,289.4 |
-9.9 |
-0.8% |
1,333.8 |
| Low |
1,284.0 |
1,279.2 |
-4.8 |
-0.4% |
1,288.0 |
| Close |
1,285.0 |
1,281.1 |
-3.9 |
-0.3% |
1,295.5 |
| Range |
15.3 |
10.2 |
-5.1 |
-33.3% |
45.8 |
| ATR |
17.2 |
16.7 |
-0.5 |
-2.9% |
0.0 |
| Volume |
1,495 |
627 |
-868 |
-58.1% |
11,010 |
|
| Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,313.8 |
1,307.7 |
1,286.7 |
|
| R3 |
1,303.6 |
1,297.5 |
1,283.9 |
|
| R2 |
1,293.4 |
1,293.4 |
1,283.0 |
|
| R1 |
1,287.3 |
1,287.3 |
1,282.0 |
1,285.3 |
| PP |
1,283.2 |
1,283.2 |
1,283.2 |
1,282.2 |
| S1 |
1,277.1 |
1,277.1 |
1,280.2 |
1,275.1 |
| S2 |
1,273.0 |
1,273.0 |
1,279.2 |
|
| S3 |
1,262.8 |
1,266.9 |
1,278.3 |
|
| S4 |
1,252.6 |
1,256.7 |
1,275.5 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,443.2 |
1,415.1 |
1,320.7 |
|
| R3 |
1,397.4 |
1,369.3 |
1,308.1 |
|
| R2 |
1,351.6 |
1,351.6 |
1,303.9 |
|
| R1 |
1,323.5 |
1,323.5 |
1,299.7 |
1,314.7 |
| PP |
1,305.8 |
1,305.8 |
1,305.8 |
1,301.3 |
| S1 |
1,277.7 |
1,277.7 |
1,291.3 |
1,268.9 |
| S2 |
1,260.0 |
1,260.0 |
1,287.1 |
|
| S3 |
1,214.2 |
1,231.9 |
1,282.9 |
|
| S4 |
1,168.4 |
1,186.1 |
1,270.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,316.7 |
1,279.2 |
37.5 |
2.9% |
13.9 |
1.1% |
5% |
False |
True |
1,555 |
| 10 |
1,361.3 |
1,279.2 |
82.1 |
6.4% |
16.0 |
1.2% |
2% |
False |
True |
1,762 |
| 20 |
1,390.8 |
1,279.2 |
111.6 |
8.7% |
15.9 |
1.2% |
2% |
False |
True |
1,529 |
| 40 |
1,390.8 |
1,249.6 |
141.2 |
11.0% |
15.1 |
1.2% |
22% |
False |
False |
1,316 |
| 60 |
1,390.8 |
1,220.0 |
170.8 |
13.3% |
15.2 |
1.2% |
36% |
False |
False |
1,125 |
| 80 |
1,390.8 |
1,185.0 |
205.8 |
16.1% |
15.6 |
1.2% |
47% |
False |
False |
976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,332.8 |
|
2.618 |
1,316.1 |
|
1.618 |
1,305.9 |
|
1.000 |
1,299.6 |
|
0.618 |
1,295.7 |
|
HIGH |
1,289.4 |
|
0.618 |
1,285.5 |
|
0.500 |
1,284.3 |
|
0.382 |
1,283.1 |
|
LOW |
1,279.2 |
|
0.618 |
1,272.9 |
|
1.000 |
1,269.0 |
|
1.618 |
1,262.7 |
|
2.618 |
1,252.5 |
|
4.250 |
1,235.9 |
|
|
| Fisher Pivots for day following 01-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,284.3 |
1,289.4 |
| PP |
1,283.2 |
1,286.6 |
| S1 |
1,282.2 |
1,283.9 |
|