| Trading Metrics calculated at close of trading on 25-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
25-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,284.8 |
1,293.6 |
8.8 |
0.7% |
1,292.9 |
| High |
1,299.2 |
1,305.1 |
5.9 |
0.5% |
1,305.1 |
| Low |
1,270.0 |
1,292.2 |
22.2 |
1.7% |
1,270.0 |
| Close |
1,291.1 |
1,301.2 |
10.1 |
0.8% |
1,301.2 |
| Range |
29.2 |
12.9 |
-16.3 |
-55.8% |
35.1 |
| ATR |
16.3 |
16.1 |
-0.2 |
-1.0% |
0.0 |
| Volume |
945 |
896 |
-49 |
-5.2% |
5,510 |
|
| Daily Pivots for day following 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,338.2 |
1,332.6 |
1,308.3 |
|
| R3 |
1,325.3 |
1,319.7 |
1,304.7 |
|
| R2 |
1,312.4 |
1,312.4 |
1,303.6 |
|
| R1 |
1,306.8 |
1,306.8 |
1,302.4 |
1,309.6 |
| PP |
1,299.5 |
1,299.5 |
1,299.5 |
1,300.9 |
| S1 |
1,293.9 |
1,293.9 |
1,300.0 |
1,296.7 |
| S2 |
1,286.6 |
1,286.6 |
1,298.8 |
|
| S3 |
1,273.7 |
1,281.0 |
1,297.7 |
|
| S4 |
1,260.8 |
1,268.1 |
1,294.1 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,397.4 |
1,384.4 |
1,320.5 |
|
| R3 |
1,362.3 |
1,349.3 |
1,310.9 |
|
| R2 |
1,327.2 |
1,327.2 |
1,307.6 |
|
| R1 |
1,314.2 |
1,314.2 |
1,304.4 |
1,320.7 |
| PP |
1,292.1 |
1,292.1 |
1,292.1 |
1,295.4 |
| S1 |
1,279.1 |
1,279.1 |
1,298.0 |
1,285.6 |
| S2 |
1,257.0 |
1,257.0 |
1,294.8 |
|
| S3 |
1,221.9 |
1,244.0 |
1,291.5 |
|
| S4 |
1,186.8 |
1,208.9 |
1,281.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,305.1 |
1,270.0 |
35.1 |
2.7% |
16.0 |
1.2% |
89% |
True |
False |
1,102 |
| 10 |
1,331.5 |
1,270.0 |
61.5 |
4.7% |
16.2 |
1.2% |
51% |
False |
False |
1,358 |
| 20 |
1,331.5 |
1,270.0 |
61.5 |
4.7% |
14.4 |
1.1% |
51% |
False |
False |
1,458 |
| 40 |
1,390.8 |
1,270.0 |
120.8 |
9.3% |
15.5 |
1.2% |
26% |
False |
False |
1,515 |
| 60 |
1,390.8 |
1,241.0 |
149.8 |
11.5% |
15.2 |
1.2% |
40% |
False |
False |
1,338 |
| 80 |
1,390.8 |
1,185.0 |
205.8 |
15.8% |
15.4 |
1.2% |
56% |
False |
False |
1,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,359.9 |
|
2.618 |
1,338.9 |
|
1.618 |
1,326.0 |
|
1.000 |
1,318.0 |
|
0.618 |
1,313.1 |
|
HIGH |
1,305.1 |
|
0.618 |
1,300.2 |
|
0.500 |
1,298.7 |
|
0.382 |
1,297.1 |
|
LOW |
1,292.2 |
|
0.618 |
1,284.2 |
|
1.000 |
1,279.3 |
|
1.618 |
1,271.3 |
|
2.618 |
1,258.4 |
|
4.250 |
1,237.4 |
|
|
| Fisher Pivots for day following 25-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,300.4 |
1,296.7 |
| PP |
1,299.5 |
1,292.1 |
| S1 |
1,298.7 |
1,287.6 |
|