| Trading Metrics calculated at close of trading on 22-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1,419.3 |
1,406.8 |
-12.5 |
-0.9% |
1,478.2 |
| High |
1,420.3 |
1,434.9 |
14.6 |
1.0% |
1,487.4 |
| Low |
1,395.1 |
1,406.8 |
11.7 |
0.8% |
1,323.0 |
| Close |
1,395.3 |
1,421.0 |
25.7 |
1.8% |
1,395.3 |
| Range |
25.2 |
28.1 |
2.9 |
11.5% |
164.4 |
| ATR |
36.1 |
36.3 |
0.3 |
0.7% |
0.0 |
| Volume |
241 |
70 |
-171 |
-71.0% |
2,318 |
|
| Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,505.2 |
1,491.2 |
1,436.5 |
|
| R3 |
1,477.1 |
1,463.1 |
1,428.7 |
|
| R2 |
1,449.0 |
1,449.0 |
1,426.2 |
|
| R1 |
1,435.0 |
1,435.0 |
1,423.6 |
1,442.0 |
| PP |
1,420.9 |
1,420.9 |
1,420.9 |
1,424.4 |
| S1 |
1,406.9 |
1,406.9 |
1,418.4 |
1,413.9 |
| S2 |
1,392.8 |
1,392.8 |
1,415.8 |
|
| S3 |
1,364.7 |
1,378.8 |
1,413.3 |
|
| S4 |
1,336.6 |
1,350.7 |
1,405.5 |
|
|
| 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 |
1,434.9 |
1,323.0 |
111.9 |
7.9% |
40.8 |
2.9% |
88% |
True |
False |
215 |
| 10 |
1,589.3 |
1,323.0 |
266.3 |
18.7% |
49.4 |
3.5% |
37% |
False |
False |
491 |
| 20 |
1,612.8 |
1,323.0 |
289.8 |
20.4% |
34.2 |
2.4% |
34% |
False |
False |
23,345 |
| 40 |
1,619.7 |
1,323.0 |
296.7 |
20.9% |
26.1 |
1.8% |
33% |
False |
False |
90,308 |
| 60 |
1,687.0 |
1,323.0 |
364.0 |
25.6% |
24.3 |
1.7% |
27% |
False |
False |
112,267 |
| 80 |
1,699.9 |
1,323.0 |
376.9 |
26.5% |
23.0 |
1.6% |
26% |
False |
False |
88,714 |
| 100 |
1,755.9 |
1,323.0 |
432.9 |
30.5% |
22.2 |
1.6% |
23% |
False |
False |
71,714 |
| 120 |
1,757.9 |
1,323.0 |
434.9 |
30.6% |
21.1 |
1.5% |
23% |
False |
False |
60,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,554.3 |
|
2.618 |
1,508.5 |
|
1.618 |
1,480.4 |
|
1.000 |
1,463.0 |
|
0.618 |
1,452.3 |
|
HIGH |
1,434.9 |
|
0.618 |
1,424.2 |
|
0.500 |
1,420.9 |
|
0.382 |
1,417.5 |
|
LOW |
1,406.8 |
|
0.618 |
1,389.4 |
|
1.000 |
1,378.7 |
|
1.618 |
1,361.3 |
|
2.618 |
1,333.2 |
|
4.250 |
1,287.4 |
|
|
| Fisher Pivots for day following 22-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,421.0 |
1,411.1 |
| PP |
1,420.9 |
1,401.1 |
| S1 |
1,420.9 |
1,391.2 |
|