| Trading Metrics calculated at close of trading on 21-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,304.0 |
1,292.9 |
-11.1 |
-0.9% |
1,325.0 |
| High |
1,304.5 |
1,300.9 |
-3.6 |
-0.3% |
1,331.5 |
| Low |
1,293.9 |
1,283.4 |
-10.5 |
-0.8% |
1,289.3 |
| Close |
1,294.7 |
1,289.3 |
-5.4 |
-0.4% |
1,294.7 |
| Range |
10.6 |
17.5 |
6.9 |
65.1% |
42.2 |
| ATR |
16.0 |
16.1 |
0.1 |
0.7% |
0.0 |
| Volume |
971 |
1,318 |
347 |
35.7% |
6,455 |
|
| Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,343.7 |
1,334.0 |
1,298.9 |
|
| R3 |
1,326.2 |
1,316.5 |
1,294.1 |
|
| R2 |
1,308.7 |
1,308.7 |
1,292.5 |
|
| R1 |
1,299.0 |
1,299.0 |
1,290.9 |
1,295.1 |
| PP |
1,291.2 |
1,291.2 |
1,291.2 |
1,289.3 |
| S1 |
1,281.5 |
1,281.5 |
1,287.7 |
1,277.6 |
| S2 |
1,273.7 |
1,273.7 |
1,286.1 |
|
| S3 |
1,256.2 |
1,264.0 |
1,284.5 |
|
| S4 |
1,238.7 |
1,246.5 |
1,279.7 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,431.8 |
1,405.4 |
1,317.9 |
|
| R3 |
1,389.6 |
1,363.2 |
1,306.3 |
|
| R2 |
1,347.4 |
1,347.4 |
1,302.4 |
|
| R1 |
1,321.0 |
1,321.0 |
1,298.6 |
1,313.1 |
| PP |
1,305.2 |
1,305.2 |
1,305.2 |
1,301.2 |
| S1 |
1,278.8 |
1,278.8 |
1,290.8 |
1,270.9 |
| S2 |
1,263.0 |
1,263.0 |
1,287.0 |
|
| S3 |
1,220.8 |
1,236.6 |
1,283.1 |
|
| S4 |
1,178.6 |
1,194.4 |
1,271.5 |
|
|
| 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 |
1,283.4 |
48.1 |
3.7% |
17.9 |
1.4% |
12% |
False |
True |
1,554 |
| 10 |
1,331.5 |
1,283.4 |
48.1 |
3.7% |
14.6 |
1.1% |
12% |
False |
True |
1,828 |
| 20 |
1,333.8 |
1,279.2 |
54.6 |
4.2% |
14.6 |
1.1% |
18% |
False |
False |
1,687 |
| 40 |
1,390.8 |
1,279.2 |
111.6 |
8.7% |
15.5 |
1.2% |
9% |
False |
False |
1,542 |
| 60 |
1,390.8 |
1,241.0 |
149.8 |
11.6% |
15.2 |
1.2% |
32% |
False |
False |
1,336 |
| 80 |
1,390.8 |
1,185.0 |
205.8 |
16.0% |
15.0 |
1.2% |
51% |
False |
False |
1,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,375.3 |
|
2.618 |
1,346.7 |
|
1.618 |
1,329.2 |
|
1.000 |
1,318.4 |
|
0.618 |
1,311.7 |
|
HIGH |
1,300.9 |
|
0.618 |
1,294.2 |
|
0.500 |
1,292.2 |
|
0.382 |
1,290.1 |
|
LOW |
1,283.4 |
|
0.618 |
1,272.6 |
|
1.000 |
1,265.9 |
|
1.618 |
1,255.1 |
|
2.618 |
1,237.6 |
|
4.250 |
1,209.0 |
|
|
| Fisher Pivots for day following 21-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,292.2 |
1,295.5 |
| PP |
1,291.2 |
1,293.4 |
| S1 |
1,290.3 |
1,291.4 |
|