| 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 |
1,327.3 |
1,303.0 |
-24.3 |
-1.8% |
1,303.3 |
| High |
1,327.4 |
1,307.5 |
-19.9 |
-1.5% |
1,325.2 |
| Low |
1,289.3 |
1,295.0 |
5.7 |
0.4% |
1,297.9 |
| Close |
1,301.2 |
1,304.4 |
3.2 |
0.2% |
1,320.0 |
| Range |
38.1 |
12.5 |
-25.6 |
-67.2% |
27.3 |
| ATR |
16.7 |
16.4 |
-0.3 |
-1.8% |
0.0 |
| Volume |
710 |
2,219 |
1,509 |
212.5% |
10,507 |
|
| Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,339.8 |
1,334.6 |
1,311.3 |
|
| R3 |
1,327.3 |
1,322.1 |
1,307.8 |
|
| R2 |
1,314.8 |
1,314.8 |
1,306.7 |
|
| R1 |
1,309.6 |
1,309.6 |
1,305.5 |
1,312.2 |
| PP |
1,302.3 |
1,302.3 |
1,302.3 |
1,303.6 |
| S1 |
1,297.1 |
1,297.1 |
1,303.3 |
1,299.7 |
| S2 |
1,289.8 |
1,289.8 |
1,302.1 |
|
| S3 |
1,277.3 |
1,284.6 |
1,301.0 |
|
| S4 |
1,264.8 |
1,272.1 |
1,297.5 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,396.3 |
1,385.4 |
1,335.0 |
|
| R3 |
1,369.0 |
1,358.1 |
1,327.5 |
|
| R2 |
1,341.7 |
1,341.7 |
1,325.0 |
|
| R1 |
1,330.8 |
1,330.8 |
1,322.5 |
1,336.3 |
| PP |
1,314.4 |
1,314.4 |
1,314.4 |
1,317.1 |
| S1 |
1,303.5 |
1,303.5 |
1,317.5 |
1,309.0 |
| S2 |
1,287.1 |
1,287.1 |
1,315.0 |
|
| S3 |
1,259.8 |
1,276.2 |
1,312.5 |
|
| S4 |
1,232.5 |
1,248.9 |
1,305.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,331.5 |
1,289.3 |
42.2 |
3.2% |
16.6 |
1.3% |
36% |
False |
False |
1,981 |
| 10 |
1,331.5 |
1,284.0 |
47.5 |
3.6% |
14.8 |
1.1% |
43% |
False |
False |
1,753 |
| 20 |
1,344.2 |
1,279.2 |
65.0 |
5.0% |
14.5 |
1.1% |
39% |
False |
False |
1,771 |
| 40 |
1,390.8 |
1,279.2 |
111.6 |
8.6% |
15.5 |
1.2% |
23% |
False |
False |
1,552 |
| 60 |
1,390.8 |
1,234.7 |
156.1 |
12.0% |
15.4 |
1.2% |
45% |
False |
False |
1,318 |
| 80 |
1,390.8 |
1,185.0 |
205.8 |
15.8% |
15.0 |
1.1% |
58% |
False |
False |
1,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,360.6 |
|
2.618 |
1,340.2 |
|
1.618 |
1,327.7 |
|
1.000 |
1,320.0 |
|
0.618 |
1,315.2 |
|
HIGH |
1,307.5 |
|
0.618 |
1,302.7 |
|
0.500 |
1,301.3 |
|
0.382 |
1,299.8 |
|
LOW |
1,295.0 |
|
0.618 |
1,287.3 |
|
1.000 |
1,282.5 |
|
1.618 |
1,274.8 |
|
2.618 |
1,262.3 |
|
4.250 |
1,241.9 |
|
|
| Fisher Pivots for day following 16-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,303.4 |
1,310.4 |
| PP |
1,302.3 |
1,308.4 |
| S1 |
1,301.3 |
1,306.4 |
|