| Trading Metrics calculated at close of trading on 17-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,552.0 |
2,559.0 |
7.0 |
0.3% |
2,522.0 |
| High |
2,577.0 |
2,570.0 |
-7.0 |
-0.3% |
2,622.0 |
| Low |
2,541.0 |
2,483.0 |
-58.0 |
-2.3% |
2,519.0 |
| Close |
2,555.0 |
2,497.0 |
-58.0 |
-2.3% |
2,573.0 |
| Range |
36.0 |
87.0 |
51.0 |
141.7% |
103.0 |
| ATR |
48.1 |
50.8 |
2.8 |
5.8% |
0.0 |
| Volume |
913,923 |
1,700,679 |
786,756 |
86.1% |
4,276,155 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,777.7 |
2,724.3 |
2,544.9 |
|
| R3 |
2,690.7 |
2,637.3 |
2,520.9 |
|
| R2 |
2,603.7 |
2,603.7 |
2,513.0 |
|
| R1 |
2,550.3 |
2,550.3 |
2,505.0 |
2,533.5 |
| PP |
2,516.7 |
2,516.7 |
2,516.7 |
2,508.3 |
| S1 |
2,463.3 |
2,463.3 |
2,489.0 |
2,446.5 |
| S2 |
2,429.7 |
2,429.7 |
2,481.1 |
|
| S3 |
2,342.7 |
2,376.3 |
2,473.1 |
|
| S4 |
2,255.7 |
2,289.3 |
2,449.2 |
|
|
| 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 |
2,483.0 |
139.0 |
5.6% |
49.0 |
2.0% |
10% |
False |
True |
1,073,780 |
| 10 |
2,622.0 |
2,483.0 |
139.0 |
5.6% |
49.3 |
2.0% |
10% |
False |
True |
1,040,144 |
| 20 |
2,666.0 |
2,483.0 |
183.0 |
7.3% |
50.5 |
2.0% |
8% |
False |
True |
1,093,333 |
| 40 |
2,684.0 |
2,483.0 |
201.0 |
8.0% |
48.6 |
1.9% |
7% |
False |
True |
734,146 |
| 60 |
2,689.0 |
2,483.0 |
206.0 |
8.2% |
43.4 |
1.7% |
7% |
False |
True |
489,883 |
| 80 |
2,689.0 |
2,483.0 |
206.0 |
8.2% |
38.6 |
1.5% |
7% |
False |
True |
368,014 |
| 100 |
2,689.0 |
2,412.0 |
277.0 |
11.1% |
35.0 |
1.4% |
31% |
False |
False |
294,775 |
| 120 |
2,689.0 |
2,355.0 |
334.0 |
13.4% |
34.1 |
1.4% |
43% |
False |
False |
245,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,939.8 |
|
2.618 |
2,797.8 |
|
1.618 |
2,710.8 |
|
1.000 |
2,657.0 |
|
0.618 |
2,623.8 |
|
HIGH |
2,570.0 |
|
0.618 |
2,536.8 |
|
0.500 |
2,526.5 |
|
0.382 |
2,516.2 |
|
LOW |
2,483.0 |
|
0.618 |
2,429.2 |
|
1.000 |
2,396.0 |
|
1.618 |
2,342.2 |
|
2.618 |
2,255.2 |
|
4.250 |
2,113.3 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,526.5 |
2,536.5 |
| PP |
2,516.7 |
2,523.3 |
| S1 |
2,506.8 |
2,510.2 |
|