| Trading Metrics calculated at close of trading on 15-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,603.0 |
2,578.0 |
-25.0 |
-1.0% |
2,522.0 |
| High |
2,607.0 |
2,590.0 |
-17.0 |
-0.7% |
2,622.0 |
| Low |
2,568.0 |
2,540.0 |
-28.0 |
-1.1% |
2,519.0 |
| Close |
2,573.0 |
2,564.0 |
-9.0 |
-0.3% |
2,573.0 |
| Range |
39.0 |
50.0 |
11.0 |
28.2% |
103.0 |
| ATR |
48.9 |
49.0 |
0.1 |
0.2% |
0.0 |
| Volume |
929,771 |
986,940 |
57,169 |
6.1% |
4,276,155 |
|
| Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,714.7 |
2,689.3 |
2,591.5 |
|
| R3 |
2,664.7 |
2,639.3 |
2,577.8 |
|
| R2 |
2,614.7 |
2,614.7 |
2,573.2 |
|
| R1 |
2,589.3 |
2,589.3 |
2,568.6 |
2,577.0 |
| PP |
2,564.7 |
2,564.7 |
2,564.7 |
2,558.5 |
| S1 |
2,539.3 |
2,539.3 |
2,559.4 |
2,527.0 |
| S2 |
2,514.7 |
2,514.7 |
2,554.8 |
|
| S3 |
2,464.7 |
2,489.3 |
2,550.3 |
|
| S4 |
2,414.7 |
2,439.3 |
2,536.5 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,880.3 |
2,829.7 |
2,629.7 |
|
| R3 |
2,777.3 |
2,726.7 |
2,601.3 |
|
| R2 |
2,674.3 |
2,674.3 |
2,591.9 |
|
| R1 |
2,623.7 |
2,623.7 |
2,582.4 |
2,649.0 |
| PP |
2,571.3 |
2,571.3 |
2,571.3 |
2,584.0 |
| S1 |
2,520.7 |
2,520.7 |
2,563.6 |
2,546.0 |
| S2 |
2,468.3 |
2,468.3 |
2,554.1 |
|
| S3 |
2,365.3 |
2,417.7 |
2,544.7 |
|
| S4 |
2,262.3 |
2,314.7 |
2,516.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,622.0 |
2,519.0 |
103.0 |
4.0% |
44.6 |
1.7% |
44% |
False |
False |
918,490 |
| 10 |
2,622.0 |
2,501.0 |
121.0 |
4.7% |
48.1 |
1.9% |
52% |
False |
False |
985,552 |
| 20 |
2,684.0 |
2,501.0 |
183.0 |
7.1% |
50.2 |
2.0% |
34% |
False |
False |
1,066,669 |
| 40 |
2,684.0 |
2,491.0 |
193.0 |
7.5% |
47.1 |
1.8% |
38% |
False |
False |
668,786 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.7% |
42.0 |
1.6% |
37% |
False |
False |
446,319 |
| 80 |
2,689.0 |
2,491.0 |
198.0 |
7.7% |
37.5 |
1.5% |
37% |
False |
False |
335,522 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
13.0% |
34.4 |
1.3% |
63% |
False |
False |
268,629 |
| 120 |
2,689.0 |
2,355.0 |
334.0 |
13.0% |
33.5 |
1.3% |
63% |
False |
False |
223,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,802.5 |
|
2.618 |
2,720.9 |
|
1.618 |
2,670.9 |
|
1.000 |
2,640.0 |
|
0.618 |
2,620.9 |
|
HIGH |
2,590.0 |
|
0.618 |
2,570.9 |
|
0.500 |
2,565.0 |
|
0.382 |
2,559.1 |
|
LOW |
2,540.0 |
|
0.618 |
2,509.1 |
|
1.000 |
2,490.0 |
|
1.618 |
2,459.1 |
|
2.618 |
2,409.1 |
|
4.250 |
2,327.5 |
|
|
| Fisher Pivots for day following 15-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,565.0 |
2,581.0 |
| PP |
2,564.7 |
2,575.3 |
| S1 |
2,564.3 |
2,569.7 |
|