| Trading Metrics calculated at close of trading on 10-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,310.4 |
1,313.7 |
3.3 |
0.3% |
1,295.0 |
| High |
1,315.5 |
1,325.2 |
9.7 |
0.7% |
1,306.3 |
| Low |
1,302.3 |
1,313.0 |
10.7 |
0.8% |
1,279.2 |
| Close |
1,306.9 |
1,321.5 |
14.6 |
1.1% |
1,304.5 |
| Range |
13.2 |
12.2 |
-1.0 |
-7.6% |
27.1 |
| ATR |
15.5 |
15.7 |
0.2 |
1.3% |
0.0 |
| Volume |
1,172 |
2,801 |
1,629 |
139.0% |
4,466 |
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,356.5 |
1,351.2 |
1,328.2 |
|
| R3 |
1,344.3 |
1,339.0 |
1,324.9 |
|
| R2 |
1,332.1 |
1,332.1 |
1,323.7 |
|
| R1 |
1,326.8 |
1,326.8 |
1,322.6 |
1,329.5 |
| PP |
1,319.9 |
1,319.9 |
1,319.9 |
1,321.2 |
| S1 |
1,314.6 |
1,314.6 |
1,320.4 |
1,317.3 |
| S2 |
1,307.7 |
1,307.7 |
1,319.3 |
|
| S3 |
1,295.5 |
1,302.4 |
1,318.1 |
|
| S4 |
1,283.3 |
1,290.2 |
1,314.8 |
|
|
| 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 |
1,325.2 |
1,286.0 |
39.2 |
3.0% |
13.4 |
1.0% |
91% |
True |
False |
1,927 |
| 10 |
1,325.2 |
1,279.2 |
46.0 |
3.5% |
12.7 |
1.0% |
92% |
True |
False |
1,559 |
| 20 |
1,390.8 |
1,279.2 |
111.6 |
8.4% |
15.4 |
1.2% |
38% |
False |
False |
1,664 |
| 40 |
1,390.8 |
1,279.2 |
111.6 |
8.4% |
15.2 |
1.2% |
38% |
False |
False |
1,479 |
| 60 |
1,390.8 |
1,234.7 |
156.1 |
11.8% |
14.9 |
1.1% |
56% |
False |
False |
1,228 |
| 80 |
1,390.8 |
1,185.0 |
205.8 |
15.6% |
15.1 |
1.1% |
66% |
False |
False |
1,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,377.1 |
|
2.618 |
1,357.1 |
|
1.618 |
1,344.9 |
|
1.000 |
1,337.4 |
|
0.618 |
1,332.7 |
|
HIGH |
1,325.2 |
|
0.618 |
1,320.5 |
|
0.500 |
1,319.1 |
|
0.382 |
1,317.7 |
|
LOW |
1,313.0 |
|
0.618 |
1,305.5 |
|
1.000 |
1,300.8 |
|
1.618 |
1,293.3 |
|
2.618 |
1,281.1 |
|
4.250 |
1,261.2 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,320.7 |
1,318.5 |
| PP |
1,319.9 |
1,315.5 |
| S1 |
1,319.1 |
1,312.5 |
|