| Trading Metrics calculated at close of trading on 18-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,559.0 |
2,500.0 |
-59.0 |
-2.3% |
2,522.0 |
| High |
2,570.0 |
2,523.0 |
-47.0 |
-1.8% |
2,622.0 |
| Low |
2,483.0 |
2,481.0 |
-2.0 |
-0.1% |
2,519.0 |
| Close |
2,497.0 |
2,499.0 |
2.0 |
0.1% |
2,573.0 |
| Range |
87.0 |
42.0 |
-45.0 |
-51.7% |
103.0 |
| ATR |
50.8 |
50.2 |
-0.6 |
-1.2% |
0.0 |
| Volume |
1,700,679 |
1,235,661 |
-465,018 |
-27.3% |
4,276,155 |
|
| Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,627.0 |
2,605.0 |
2,522.1 |
|
| R3 |
2,585.0 |
2,563.0 |
2,510.6 |
|
| R2 |
2,543.0 |
2,543.0 |
2,506.7 |
|
| R1 |
2,521.0 |
2,521.0 |
2,502.9 |
2,511.0 |
| PP |
2,501.0 |
2,501.0 |
2,501.0 |
2,496.0 |
| S1 |
2,479.0 |
2,479.0 |
2,495.2 |
2,469.0 |
| S2 |
2,459.0 |
2,459.0 |
2,491.3 |
|
| S3 |
2,417.0 |
2,437.0 |
2,487.5 |
|
| S4 |
2,375.0 |
2,395.0 |
2,475.9 |
|
|
| 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 |
2,607.0 |
2,481.0 |
126.0 |
5.0% |
50.8 |
2.0% |
14% |
False |
True |
1,153,394 |
| 10 |
2,622.0 |
2,481.0 |
141.0 |
5.6% |
47.9 |
1.9% |
13% |
False |
True |
1,044,627 |
| 20 |
2,666.0 |
2,481.0 |
185.0 |
7.4% |
50.3 |
2.0% |
10% |
False |
True |
1,095,667 |
| 40 |
2,684.0 |
2,481.0 |
203.0 |
8.1% |
48.3 |
1.9% |
9% |
False |
True |
765,024 |
| 60 |
2,689.0 |
2,481.0 |
208.0 |
8.3% |
43.6 |
1.7% |
9% |
False |
True |
510,459 |
| 80 |
2,689.0 |
2,481.0 |
208.0 |
8.3% |
38.9 |
1.6% |
9% |
False |
True |
383,299 |
| 100 |
2,689.0 |
2,439.0 |
250.0 |
10.0% |
35.2 |
1.4% |
24% |
False |
False |
307,131 |
| 120 |
2,689.0 |
2,355.0 |
334.0 |
13.4% |
33.9 |
1.4% |
43% |
False |
False |
255,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,701.5 |
|
2.618 |
2,633.0 |
|
1.618 |
2,591.0 |
|
1.000 |
2,565.0 |
|
0.618 |
2,549.0 |
|
HIGH |
2,523.0 |
|
0.618 |
2,507.0 |
|
0.500 |
2,502.0 |
|
0.382 |
2,497.0 |
|
LOW |
2,481.0 |
|
0.618 |
2,455.0 |
|
1.000 |
2,439.0 |
|
1.618 |
2,413.0 |
|
2.618 |
2,371.0 |
|
4.250 |
2,302.5 |
|
|
| Fisher Pivots for day following 18-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,502.0 |
2,529.0 |
| PP |
2,501.0 |
2,519.0 |
| S1 |
2,500.0 |
2,509.0 |
|