| Trading Metrics calculated at close of trading on 24-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,284.4 |
1,284.8 |
0.4 |
0.0% |
1,325.0 |
| High |
1,286.6 |
1,299.2 |
12.6 |
1.0% |
1,331.5 |
| Low |
1,281.7 |
1,270.0 |
-11.7 |
-0.9% |
1,289.3 |
| Close |
1,285.1 |
1,291.1 |
6.0 |
0.5% |
1,294.7 |
| Range |
4.9 |
29.2 |
24.3 |
495.9% |
42.2 |
| ATR |
15.3 |
16.3 |
1.0 |
6.5% |
0.0 |
| Volume |
1,449 |
945 |
-504 |
-34.8% |
6,455 |
|
| Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,374.4 |
1,361.9 |
1,307.2 |
|
| R3 |
1,345.2 |
1,332.7 |
1,299.1 |
|
| R2 |
1,316.0 |
1,316.0 |
1,296.5 |
|
| R1 |
1,303.5 |
1,303.5 |
1,293.8 |
1,309.8 |
| PP |
1,286.8 |
1,286.8 |
1,286.8 |
1,289.9 |
| S1 |
1,274.3 |
1,274.3 |
1,288.4 |
1,280.6 |
| S2 |
1,257.6 |
1,257.6 |
1,285.7 |
|
| S3 |
1,228.4 |
1,245.1 |
1,283.1 |
|
| S4 |
1,199.2 |
1,215.9 |
1,275.0 |
|
|
| 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 |
1,304.5 |
1,270.0 |
34.5 |
2.7% |
15.5 |
1.2% |
61% |
False |
True |
1,117 |
| 10 |
1,331.5 |
1,270.0 |
61.5 |
4.8% |
16.1 |
1.2% |
34% |
False |
True |
1,549 |
| 20 |
1,331.5 |
1,270.0 |
61.5 |
4.8% |
14.6 |
1.1% |
34% |
False |
True |
1,553 |
| 40 |
1,390.8 |
1,270.0 |
120.8 |
9.4% |
15.4 |
1.2% |
17% |
False |
True |
1,519 |
| 60 |
1,390.8 |
1,241.0 |
149.8 |
11.6% |
15.3 |
1.2% |
33% |
False |
False |
1,360 |
| 80 |
1,390.8 |
1,185.0 |
205.8 |
15.9% |
15.4 |
1.2% |
52% |
False |
False |
1,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,423.3 |
|
2.618 |
1,375.6 |
|
1.618 |
1,346.4 |
|
1.000 |
1,328.4 |
|
0.618 |
1,317.2 |
|
HIGH |
1,299.2 |
|
0.618 |
1,288.0 |
|
0.500 |
1,284.6 |
|
0.382 |
1,281.2 |
|
LOW |
1,270.0 |
|
0.618 |
1,252.0 |
|
1.000 |
1,240.8 |
|
1.618 |
1,222.8 |
|
2.618 |
1,193.6 |
|
4.250 |
1,145.9 |
|
|
| Fisher Pivots for day following 24-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,288.9 |
1,288.9 |
| PP |
1,286.8 |
1,286.8 |
| S1 |
1,284.6 |
1,284.6 |
|