| Trading Metrics calculated at close of trading on 19-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1,347.5 |
1,419.3 |
71.8 |
5.3% |
1,478.2 |
| High |
1,396.4 |
1,420.3 |
23.9 |
1.7% |
1,487.4 |
| Low |
1,347.5 |
1,395.1 |
47.6 |
3.5% |
1,323.0 |
| Close |
1,392.0 |
1,395.3 |
3.3 |
0.2% |
1,395.3 |
| Range |
48.9 |
25.2 |
-23.7 |
-48.5% |
164.4 |
| ATR |
36.7 |
36.1 |
-0.6 |
-1.6% |
0.0 |
| Volume |
57 |
241 |
184 |
322.8% |
2,318 |
|
| Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,479.2 |
1,462.4 |
1,409.2 |
|
| R3 |
1,454.0 |
1,437.2 |
1,402.2 |
|
| R2 |
1,428.8 |
1,428.8 |
1,399.9 |
|
| R1 |
1,412.0 |
1,412.0 |
1,397.6 |
1,407.8 |
| PP |
1,403.6 |
1,403.6 |
1,403.6 |
1,401.5 |
| S1 |
1,386.8 |
1,386.8 |
1,393.0 |
1,382.6 |
| S2 |
1,378.4 |
1,378.4 |
1,390.7 |
|
| S3 |
1,353.2 |
1,361.6 |
1,388.4 |
|
| S4 |
1,328.0 |
1,336.4 |
1,381.4 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,895.1 |
1,809.6 |
1,485.7 |
|
| R3 |
1,730.7 |
1,645.2 |
1,440.5 |
|
| R2 |
1,566.3 |
1,566.3 |
1,425.4 |
|
| R1 |
1,480.8 |
1,480.8 |
1,410.4 |
1,441.4 |
| PP |
1,401.9 |
1,401.9 |
1,401.9 |
1,382.2 |
| S1 |
1,316.4 |
1,316.4 |
1,380.2 |
1,277.0 |
| S2 |
1,237.5 |
1,237.5 |
1,365.2 |
|
| S3 |
1,073.1 |
1,152.0 |
1,350.1 |
|
| S4 |
908.7 |
987.6 |
1,304.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,487.4 |
1,323.0 |
164.4 |
11.8% |
65.1 |
4.7% |
44% |
False |
False |
463 |
| 10 |
1,589.3 |
1,323.0 |
266.3 |
19.1% |
47.9 |
3.4% |
27% |
False |
False |
494 |
| 20 |
1,615.3 |
1,323.0 |
292.3 |
20.9% |
33.4 |
2.4% |
25% |
False |
False |
30,278 |
| 40 |
1,619.7 |
1,323.0 |
296.7 |
21.3% |
25.8 |
1.9% |
24% |
False |
False |
93,861 |
| 60 |
1,688.1 |
1,323.0 |
365.1 |
26.2% |
24.2 |
1.7% |
20% |
False |
False |
112,975 |
| 80 |
1,699.9 |
1,323.0 |
376.9 |
27.0% |
22.8 |
1.6% |
19% |
False |
False |
88,749 |
| 100 |
1,756.2 |
1,323.0 |
433.2 |
31.0% |
22.0 |
1.6% |
17% |
False |
False |
71,720 |
| 120 |
1,757.9 |
1,323.0 |
434.9 |
31.2% |
21.0 |
1.5% |
17% |
False |
False |
60,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,527.4 |
|
2.618 |
1,486.3 |
|
1.618 |
1,461.1 |
|
1.000 |
1,445.5 |
|
0.618 |
1,435.9 |
|
HIGH |
1,420.3 |
|
0.618 |
1,410.7 |
|
0.500 |
1,407.7 |
|
0.382 |
1,404.7 |
|
LOW |
1,395.1 |
|
0.618 |
1,379.5 |
|
1.000 |
1,369.9 |
|
1.618 |
1,354.3 |
|
2.618 |
1,329.1 |
|
4.250 |
1,288.0 |
|
|
| Fisher Pivots for day following 19-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,407.7 |
1,391.5 |
| PP |
1,403.6 |
1,387.7 |
| S1 |
1,399.4 |
1,383.9 |
|