| Trading Metrics calculated at close of trading on 18-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1,373.2 |
1,347.5 |
-25.7 |
-1.9% |
1,575.8 |
| High |
1,394.2 |
1,396.4 |
2.2 |
0.2% |
1,589.3 |
| Low |
1,370.2 |
1,347.5 |
-22.7 |
-1.7% |
1,480.2 |
| Close |
1,382.2 |
1,392.0 |
9.8 |
0.7% |
1,501.0 |
| Range |
24.0 |
48.9 |
24.9 |
103.8% |
109.1 |
| ATR |
35.8 |
36.7 |
0.9 |
2.6% |
0.0 |
| Volume |
92 |
57 |
-35 |
-38.0% |
2,626 |
|
| Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,525.3 |
1,507.6 |
1,418.9 |
|
| R3 |
1,476.4 |
1,458.7 |
1,405.4 |
|
| R2 |
1,427.5 |
1,427.5 |
1,401.0 |
|
| R1 |
1,409.8 |
1,409.8 |
1,396.5 |
1,418.7 |
| PP |
1,378.6 |
1,378.6 |
1,378.6 |
1,383.1 |
| S1 |
1,360.9 |
1,360.9 |
1,387.5 |
1,369.8 |
| S2 |
1,329.7 |
1,329.7 |
1,383.0 |
|
| S3 |
1,280.8 |
1,312.0 |
1,378.6 |
|
| S4 |
1,231.9 |
1,263.1 |
1,365.1 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,850.8 |
1,785.0 |
1,561.0 |
|
| R3 |
1,741.7 |
1,675.9 |
1,531.0 |
|
| R2 |
1,632.6 |
1,632.6 |
1,521.0 |
|
| R1 |
1,566.8 |
1,566.8 |
1,511.0 |
1,545.2 |
| PP |
1,523.5 |
1,523.5 |
1,523.5 |
1,512.7 |
| S1 |
1,457.7 |
1,457.7 |
1,491.0 |
1,436.1 |
| S2 |
1,414.4 |
1,414.4 |
1,481.0 |
|
| S3 |
1,305.3 |
1,348.6 |
1,471.0 |
|
| S4 |
1,196.2 |
1,239.5 |
1,441.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,560.8 |
1,323.0 |
237.8 |
17.1% |
76.2 |
5.5% |
29% |
False |
False |
591 |
| 10 |
1,589.3 |
1,323.0 |
266.3 |
19.1% |
48.5 |
3.5% |
26% |
False |
False |
588 |
| 20 |
1,616.5 |
1,323.0 |
293.5 |
21.1% |
32.8 |
2.4% |
24% |
False |
False |
36,796 |
| 40 |
1,619.7 |
1,323.0 |
296.7 |
21.3% |
26.0 |
1.9% |
23% |
False |
False |
99,443 |
| 60 |
1,696.9 |
1,323.0 |
373.9 |
26.9% |
23.9 |
1.7% |
18% |
False |
False |
113,634 |
| 80 |
1,699.9 |
1,323.0 |
376.9 |
27.1% |
22.8 |
1.6% |
18% |
False |
False |
88,782 |
| 100 |
1,757.9 |
1,323.0 |
434.9 |
31.2% |
22.0 |
1.6% |
16% |
False |
False |
71,751 |
| 120 |
1,757.9 |
1,323.0 |
434.9 |
31.2% |
20.9 |
1.5% |
16% |
False |
False |
60,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,604.2 |
|
2.618 |
1,524.4 |
|
1.618 |
1,475.5 |
|
1.000 |
1,445.3 |
|
0.618 |
1,426.6 |
|
HIGH |
1,396.4 |
|
0.618 |
1,377.7 |
|
0.500 |
1,372.0 |
|
0.382 |
1,366.2 |
|
LOW |
1,347.5 |
|
0.618 |
1,317.3 |
|
1.000 |
1,298.6 |
|
1.618 |
1,268.4 |
|
2.618 |
1,219.5 |
|
4.250 |
1,139.7 |
|
|
| Fisher Pivots for day following 18-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,385.3 |
1,382.0 |
| PP |
1,378.6 |
1,372.0 |
| S1 |
1,372.0 |
1,362.0 |
|