| Trading Metrics calculated at close of trading on 16-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,578.0 |
2,552.0 |
-26.0 |
-1.0% |
2,522.0 |
| High |
2,590.0 |
2,577.0 |
-13.0 |
-0.5% |
2,622.0 |
| Low |
2,540.0 |
2,541.0 |
1.0 |
0.0% |
2,519.0 |
| Close |
2,564.0 |
2,555.0 |
-9.0 |
-0.4% |
2,573.0 |
| Range |
50.0 |
36.0 |
-14.0 |
-28.0% |
103.0 |
| ATR |
49.0 |
48.1 |
-0.9 |
-1.9% |
0.0 |
| Volume |
986,940 |
913,923 |
-73,017 |
-7.4% |
4,276,155 |
|
| Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,665.7 |
2,646.3 |
2,574.8 |
|
| R3 |
2,629.7 |
2,610.3 |
2,564.9 |
|
| R2 |
2,593.7 |
2,593.7 |
2,561.6 |
|
| R1 |
2,574.3 |
2,574.3 |
2,558.3 |
2,584.0 |
| PP |
2,557.7 |
2,557.7 |
2,557.7 |
2,562.5 |
| S1 |
2,538.3 |
2,538.3 |
2,551.7 |
2,548.0 |
| S2 |
2,521.7 |
2,521.7 |
2,548.4 |
|
| S3 |
2,485.7 |
2,502.3 |
2,545.1 |
|
| S4 |
2,449.7 |
2,466.3 |
2,535.2 |
|
|
| 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 |
2,535.0 |
87.0 |
3.4% |
45.4 |
1.8% |
23% |
False |
False |
960,068 |
| 10 |
2,622.0 |
2,501.0 |
121.0 |
4.7% |
45.2 |
1.8% |
45% |
False |
False |
971,016 |
| 20 |
2,666.0 |
2,501.0 |
165.0 |
6.5% |
50.2 |
2.0% |
33% |
False |
False |
1,063,687 |
| 40 |
2,684.0 |
2,491.0 |
193.0 |
7.6% |
47.0 |
1.8% |
33% |
False |
False |
691,632 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.7% |
42.2 |
1.7% |
32% |
False |
False |
461,547 |
| 80 |
2,689.0 |
2,491.0 |
198.0 |
7.7% |
37.8 |
1.5% |
32% |
False |
False |
346,868 |
| 100 |
2,689.0 |
2,377.0 |
312.0 |
12.2% |
34.6 |
1.4% |
57% |
False |
False |
277,768 |
| 120 |
2,689.0 |
2,355.0 |
334.0 |
13.1% |
33.4 |
1.3% |
60% |
False |
False |
231,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,730.0 |
|
2.618 |
2,671.2 |
|
1.618 |
2,635.2 |
|
1.000 |
2,613.0 |
|
0.618 |
2,599.2 |
|
HIGH |
2,577.0 |
|
0.618 |
2,563.2 |
|
0.500 |
2,559.0 |
|
0.382 |
2,554.8 |
|
LOW |
2,541.0 |
|
0.618 |
2,518.8 |
|
1.000 |
2,505.0 |
|
1.618 |
2,482.8 |
|
2.618 |
2,446.8 |
|
4.250 |
2,388.0 |
|
|
| Fisher Pivots for day following 16-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,559.0 |
2,573.5 |
| PP |
2,557.7 |
2,567.3 |
| S1 |
2,556.3 |
2,561.2 |
|