| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,299.7 |
1,310.4 |
10.7 |
0.8% |
1,295.0 |
| High |
1,315.0 |
1,315.5 |
0.5 |
0.0% |
1,306.3 |
| Low |
1,299.7 |
1,302.3 |
2.6 |
0.2% |
1,279.2 |
| Close |
1,310.2 |
1,306.9 |
-3.3 |
-0.3% |
1,304.5 |
| Range |
15.3 |
13.2 |
-2.1 |
-13.7% |
27.1 |
| ATR |
15.7 |
15.5 |
-0.2 |
-1.1% |
0.0 |
| Volume |
1,308 |
1,172 |
-136 |
-10.4% |
4,466 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,347.8 |
1,340.6 |
1,314.2 |
|
| R3 |
1,334.6 |
1,327.4 |
1,310.5 |
|
| R2 |
1,321.4 |
1,321.4 |
1,309.3 |
|
| R1 |
1,314.2 |
1,314.2 |
1,308.1 |
1,311.2 |
| PP |
1,308.2 |
1,308.2 |
1,308.2 |
1,306.8 |
| S1 |
1,301.0 |
1,301.0 |
1,305.7 |
1,298.0 |
| S2 |
1,295.0 |
1,295.0 |
1,304.5 |
|
| S3 |
1,281.8 |
1,287.8 |
1,303.3 |
|
| S4 |
1,268.6 |
1,274.6 |
1,299.6 |
|
|
| 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 |
1,315.5 |
1,284.0 |
31.5 |
2.4% |
13.1 |
1.0% |
73% |
True |
False |
1,525 |
| 10 |
1,315.5 |
1,279.2 |
36.3 |
2.8% |
13.2 |
1.0% |
76% |
True |
False |
1,558 |
| 20 |
1,390.8 |
1,279.2 |
111.6 |
8.5% |
15.3 |
1.2% |
25% |
False |
False |
1,627 |
| 40 |
1,390.8 |
1,279.2 |
111.6 |
8.5% |
15.2 |
1.2% |
25% |
False |
False |
1,431 |
| 60 |
1,390.8 |
1,234.7 |
156.1 |
11.9% |
14.9 |
1.1% |
46% |
False |
False |
1,214 |
| 80 |
1,390.8 |
1,185.0 |
205.8 |
15.7% |
15.1 |
1.2% |
59% |
False |
False |
1,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,371.6 |
|
2.618 |
1,350.1 |
|
1.618 |
1,336.9 |
|
1.000 |
1,328.7 |
|
0.618 |
1,323.7 |
|
HIGH |
1,315.5 |
|
0.618 |
1,310.5 |
|
0.500 |
1,308.9 |
|
0.382 |
1,307.3 |
|
LOW |
1,302.3 |
|
0.618 |
1,294.1 |
|
1.000 |
1,289.1 |
|
1.618 |
1,280.9 |
|
2.618 |
1,267.7 |
|
4.250 |
1,246.2 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,308.9 |
1,306.8 |
| PP |
1,308.2 |
1,306.8 |
| S1 |
1,307.6 |
1,306.7 |
|