| Trading Metrics calculated at close of trading on 28-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1,293.6 |
1,305.0 |
11.4 |
0.9% |
1,292.9 |
| High |
1,305.1 |
1,306.4 |
1.3 |
0.1% |
1,305.1 |
| Low |
1,292.2 |
1,292.7 |
0.5 |
0.0% |
1,270.0 |
| Close |
1,301.2 |
1,299.3 |
-1.9 |
-0.1% |
1,301.2 |
| Range |
12.9 |
13.7 |
0.8 |
6.2% |
35.1 |
| ATR |
16.1 |
15.9 |
-0.2 |
-1.1% |
0.0 |
| Volume |
896 |
898 |
2 |
0.2% |
5,510 |
|
| Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,340.6 |
1,333.6 |
1,306.8 |
|
| R3 |
1,326.9 |
1,319.9 |
1,303.1 |
|
| R2 |
1,313.2 |
1,313.2 |
1,301.8 |
|
| R1 |
1,306.2 |
1,306.2 |
1,300.6 |
1,302.9 |
| PP |
1,299.5 |
1,299.5 |
1,299.5 |
1,297.8 |
| S1 |
1,292.5 |
1,292.5 |
1,298.0 |
1,289.2 |
| S2 |
1,285.8 |
1,285.8 |
1,296.8 |
|
| S3 |
1,272.1 |
1,278.8 |
1,295.5 |
|
| S4 |
1,258.4 |
1,265.1 |
1,291.8 |
|
|
| 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 |
1,306.4 |
1,270.0 |
36.4 |
2.8% |
15.2 |
1.2% |
80% |
True |
False |
1,018 |
| 10 |
1,331.5 |
1,270.0 |
61.5 |
4.7% |
16.6 |
1.3% |
48% |
False |
False |
1,286 |
| 20 |
1,331.5 |
1,270.0 |
61.5 |
4.7% |
14.6 |
1.1% |
48% |
False |
False |
1,391 |
| 40 |
1,390.8 |
1,270.0 |
120.8 |
9.3% |
15.6 |
1.2% |
24% |
False |
False |
1,479 |
| 60 |
1,390.8 |
1,242.2 |
148.6 |
11.4% |
15.0 |
1.2% |
38% |
False |
False |
1,325 |
| 80 |
1,390.8 |
1,207.0 |
183.8 |
14.1% |
15.2 |
1.2% |
50% |
False |
False |
1,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,364.6 |
|
2.618 |
1,342.3 |
|
1.618 |
1,328.6 |
|
1.000 |
1,320.1 |
|
0.618 |
1,314.9 |
|
HIGH |
1,306.4 |
|
0.618 |
1,301.2 |
|
0.500 |
1,299.6 |
|
0.382 |
1,297.9 |
|
LOW |
1,292.7 |
|
0.618 |
1,284.2 |
|
1.000 |
1,279.0 |
|
1.618 |
1,270.5 |
|
2.618 |
1,256.8 |
|
4.250 |
1,234.5 |
|
|
| Fisher Pivots for day following 28-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,299.6 |
1,295.6 |
| PP |
1,299.5 |
1,291.9 |
| S1 |
1,299.4 |
1,288.2 |
|