| 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 |
1,288.1 |
1,303.3 |
15.2 |
1.2% |
1,295.0 |
| High |
1,306.3 |
1,304.1 |
-2.2 |
-0.2% |
1,306.3 |
| Low |
1,286.0 |
1,297.9 |
11.9 |
0.9% |
1,279.2 |
| Close |
1,304.5 |
1,299.4 |
-5.1 |
-0.4% |
1,304.5 |
| Range |
20.3 |
6.2 |
-14.1 |
-69.5% |
27.1 |
| ATR |
16.4 |
15.7 |
-0.7 |
-4.3% |
0.0 |
| Volume |
750 |
3,605 |
2,855 |
380.7% |
4,466 |
|
| Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,319.1 |
1,315.4 |
1,302.8 |
|
| R3 |
1,312.9 |
1,309.2 |
1,301.1 |
|
| R2 |
1,306.7 |
1,306.7 |
1,300.5 |
|
| R1 |
1,303.0 |
1,303.0 |
1,300.0 |
1,301.8 |
| PP |
1,300.5 |
1,300.5 |
1,300.5 |
1,299.8 |
| S1 |
1,296.8 |
1,296.8 |
1,298.8 |
1,295.6 |
| S2 |
1,294.3 |
1,294.3 |
1,298.3 |
|
| S3 |
1,288.1 |
1,290.6 |
1,297.7 |
|
| S4 |
1,281.9 |
1,284.4 |
1,296.0 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,378.0 |
1,368.3 |
1,319.4 |
|
| R3 |
1,350.9 |
1,341.2 |
1,312.0 |
|
| R2 |
1,323.8 |
1,323.8 |
1,309.5 |
|
| R1 |
1,314.1 |
1,314.1 |
1,307.0 |
1,319.0 |
| PP |
1,296.7 |
1,296.7 |
1,296.7 |
1,299.1 |
| S1 |
1,287.0 |
1,287.0 |
1,302.0 |
1,291.9 |
| S2 |
1,269.6 |
1,269.6 |
1,299.5 |
|
| S3 |
1,242.5 |
1,259.9 |
1,297.0 |
|
| S4 |
1,215.4 |
1,232.8 |
1,289.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,306.3 |
1,279.2 |
27.1 |
2.1% |
12.0 |
0.9% |
75% |
False |
False |
1,315 |
| 10 |
1,318.0 |
1,279.2 |
38.8 |
3.0% |
12.9 |
1.0% |
52% |
False |
False |
1,648 |
| 20 |
1,390.8 |
1,279.2 |
111.6 |
8.6% |
15.3 |
1.2% |
18% |
False |
False |
1,626 |
| 40 |
1,390.8 |
1,269.9 |
120.9 |
9.3% |
15.1 |
1.2% |
24% |
False |
False |
1,425 |
| 60 |
1,390.8 |
1,230.0 |
160.8 |
12.4% |
14.9 |
1.2% |
43% |
False |
False |
1,193 |
| 80 |
1,390.8 |
1,185.0 |
205.8 |
15.8% |
15.1 |
1.2% |
56% |
False |
False |
1,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,330.5 |
|
2.618 |
1,320.3 |
|
1.618 |
1,314.1 |
|
1.000 |
1,310.3 |
|
0.618 |
1,307.9 |
|
HIGH |
1,304.1 |
|
0.618 |
1,301.7 |
|
0.500 |
1,301.0 |
|
0.382 |
1,300.3 |
|
LOW |
1,297.9 |
|
0.618 |
1,294.1 |
|
1.000 |
1,291.7 |
|
1.618 |
1,287.9 |
|
2.618 |
1,281.7 |
|
4.250 |
1,271.6 |
|
|
| Fisher Pivots for day following 07-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,301.0 |
1,298.0 |
| PP |
1,300.5 |
1,296.6 |
| S1 |
1,299.9 |
1,295.2 |
|