| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,303.0 |
1,304.0 |
1.0 |
0.1% |
1,303.3 |
| High |
1,307.5 |
1,304.5 |
-3.0 |
-0.2% |
1,325.2 |
| Low |
1,295.0 |
1,293.9 |
-1.1 |
-0.1% |
1,297.9 |
| Close |
1,304.4 |
1,294.7 |
-9.7 |
-0.7% |
1,320.0 |
| Range |
12.5 |
10.6 |
-1.9 |
-15.2% |
27.3 |
| ATR |
16.4 |
16.0 |
-0.4 |
-2.5% |
0.0 |
| Volume |
2,219 |
971 |
-1,248 |
-56.2% |
10,507 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,329.5 |
1,322.7 |
1,300.5 |
|
| R3 |
1,318.9 |
1,312.1 |
1,297.6 |
|
| R2 |
1,308.3 |
1,308.3 |
1,296.6 |
|
| R1 |
1,301.5 |
1,301.5 |
1,295.7 |
1,299.6 |
| PP |
1,297.7 |
1,297.7 |
1,297.7 |
1,296.8 |
| S1 |
1,290.9 |
1,290.9 |
1,293.7 |
1,289.0 |
| S2 |
1,287.1 |
1,287.1 |
1,292.8 |
|
| S3 |
1,276.5 |
1,280.3 |
1,291.8 |
|
| S4 |
1,265.9 |
1,269.7 |
1,288.9 |
|
|
| 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 |
3.3% |
16.3 |
1.3% |
13% |
False |
False |
1,615 |
| 10 |
1,331.5 |
1,286.0 |
45.5 |
3.5% |
14.9 |
1.1% |
19% |
False |
False |
1,771 |
| 20 |
1,344.2 |
1,279.2 |
65.0 |
5.0% |
14.3 |
1.1% |
24% |
False |
False |
1,752 |
| 40 |
1,390.8 |
1,279.2 |
111.6 |
8.6% |
15.3 |
1.2% |
14% |
False |
False |
1,555 |
| 60 |
1,390.8 |
1,234.7 |
156.1 |
12.1% |
15.5 |
1.2% |
38% |
False |
False |
1,325 |
| 80 |
1,390.8 |
1,185.0 |
205.8 |
15.9% |
14.9 |
1.2% |
53% |
False |
False |
1,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,349.6 |
|
2.618 |
1,332.3 |
|
1.618 |
1,321.7 |
|
1.000 |
1,315.1 |
|
0.618 |
1,311.1 |
|
HIGH |
1,304.5 |
|
0.618 |
1,300.5 |
|
0.500 |
1,299.2 |
|
0.382 |
1,297.9 |
|
LOW |
1,293.9 |
|
0.618 |
1,287.3 |
|
1.000 |
1,283.3 |
|
1.618 |
1,276.7 |
|
2.618 |
1,266.1 |
|
4.250 |
1,248.9 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,299.2 |
1,308.4 |
| PP |
1,297.7 |
1,303.8 |
| S1 |
1,296.2 |
1,299.3 |
|