| Trading Metrics calculated at close of trading on 22-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,292.9 |
1,290.6 |
-2.3 |
-0.2% |
1,325.0 |
| High |
1,300.9 |
1,293.0 |
-7.9 |
-0.6% |
1,331.5 |
| Low |
1,283.4 |
1,277.5 |
-5.9 |
-0.5% |
1,289.3 |
| Close |
1,289.3 |
1,281.7 |
-7.6 |
-0.6% |
1,294.7 |
| Range |
17.5 |
15.5 |
-2.0 |
-11.4% |
42.2 |
| ATR |
16.1 |
16.1 |
0.0 |
-0.3% |
0.0 |
| Volume |
1,318 |
902 |
-416 |
-31.6% |
6,455 |
|
| Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,330.6 |
1,321.6 |
1,290.2 |
|
| R3 |
1,315.1 |
1,306.1 |
1,286.0 |
|
| R2 |
1,299.6 |
1,299.6 |
1,284.5 |
|
| R1 |
1,290.6 |
1,290.6 |
1,283.1 |
1,287.4 |
| PP |
1,284.1 |
1,284.1 |
1,284.1 |
1,282.4 |
| S1 |
1,275.1 |
1,275.1 |
1,280.3 |
1,271.9 |
| S2 |
1,268.6 |
1,268.6 |
1,278.9 |
|
| S3 |
1,253.1 |
1,259.6 |
1,277.4 |
|
| S4 |
1,237.6 |
1,244.1 |
1,273.2 |
|
|
| 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 |
1,327.4 |
1,277.5 |
49.9 |
3.9% |
18.8 |
1.5% |
8% |
False |
True |
1,224 |
| 10 |
1,331.5 |
1,277.5 |
54.0 |
4.2% |
15.5 |
1.2% |
8% |
False |
True |
1,557 |
| 20 |
1,331.5 |
1,277.5 |
54.0 |
4.2% |
14.2 |
1.1% |
8% |
False |
True |
1,603 |
| 40 |
1,390.8 |
1,277.5 |
113.3 |
8.8% |
15.4 |
1.2% |
4% |
False |
True |
1,520 |
| 60 |
1,390.8 |
1,241.0 |
149.8 |
11.7% |
15.2 |
1.2% |
27% |
False |
False |
1,345 |
| 80 |
1,390.8 |
1,185.0 |
205.8 |
16.1% |
15.2 |
1.2% |
47% |
False |
False |
1,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,358.9 |
|
2.618 |
1,333.6 |
|
1.618 |
1,318.1 |
|
1.000 |
1,308.5 |
|
0.618 |
1,302.6 |
|
HIGH |
1,293.0 |
|
0.618 |
1,287.1 |
|
0.500 |
1,285.3 |
|
0.382 |
1,283.4 |
|
LOW |
1,277.5 |
|
0.618 |
1,267.9 |
|
1.000 |
1,262.0 |
|
1.618 |
1,252.4 |
|
2.618 |
1,236.9 |
|
4.250 |
1,211.6 |
|
|
| Fisher Pivots for day following 22-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,285.3 |
1,291.0 |
| PP |
1,284.1 |
1,287.9 |
| S1 |
1,282.9 |
1,284.8 |
|