| Trading Metrics calculated at close of trading on 19-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,500.0 |
2,507.0 |
7.0 |
0.3% |
2,578.0 |
| High |
2,523.0 |
2,532.0 |
9.0 |
0.4% |
2,590.0 |
| Low |
2,481.0 |
2,502.0 |
21.0 |
0.8% |
2,481.0 |
| Close |
2,499.0 |
2,515.0 |
16.0 |
0.6% |
2,515.0 |
| Range |
42.0 |
30.0 |
-12.0 |
-28.6% |
109.0 |
| ATR |
50.2 |
49.0 |
-1.2 |
-2.4% |
0.0 |
| Volume |
1,235,661 |
1,141,937 |
-93,724 |
-7.6% |
5,979,140 |
|
| Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,606.3 |
2,590.7 |
2,531.5 |
|
| R3 |
2,576.3 |
2,560.7 |
2,523.3 |
|
| R2 |
2,546.3 |
2,546.3 |
2,520.5 |
|
| R1 |
2,530.7 |
2,530.7 |
2,517.8 |
2,538.5 |
| PP |
2,516.3 |
2,516.3 |
2,516.3 |
2,520.3 |
| S1 |
2,500.7 |
2,500.7 |
2,512.3 |
2,508.5 |
| S2 |
2,486.3 |
2,486.3 |
2,509.5 |
|
| S3 |
2,456.3 |
2,470.7 |
2,506.8 |
|
| S4 |
2,426.3 |
2,440.7 |
2,498.5 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.7 |
2,794.3 |
2,575.0 |
|
| R3 |
2,746.7 |
2,685.3 |
2,545.0 |
|
| R2 |
2,637.7 |
2,637.7 |
2,535.0 |
|
| R1 |
2,576.3 |
2,576.3 |
2,525.0 |
2,552.5 |
| PP |
2,528.7 |
2,528.7 |
2,528.7 |
2,516.8 |
| S1 |
2,467.3 |
2,467.3 |
2,505.0 |
2,443.5 |
| S2 |
2,419.7 |
2,419.7 |
2,495.0 |
|
| S3 |
2,310.7 |
2,358.3 |
2,485.0 |
|
| S4 |
2,201.7 |
2,249.3 |
2,455.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,590.0 |
2,481.0 |
109.0 |
4.3% |
49.0 |
1.9% |
31% |
False |
False |
1,195,828 |
| 10 |
2,622.0 |
2,481.0 |
141.0 |
5.6% |
43.9 |
1.7% |
24% |
False |
False |
1,025,529 |
| 20 |
2,666.0 |
2,481.0 |
185.0 |
7.4% |
50.0 |
2.0% |
18% |
False |
False |
1,097,253 |
| 40 |
2,684.0 |
2,481.0 |
203.0 |
8.1% |
48.1 |
1.9% |
17% |
False |
False |
793,561 |
| 60 |
2,689.0 |
2,481.0 |
208.0 |
8.3% |
43.8 |
1.7% |
16% |
False |
False |
529,489 |
| 80 |
2,689.0 |
2,481.0 |
208.0 |
8.3% |
39.1 |
1.6% |
16% |
False |
False |
397,489 |
| 100 |
2,689.0 |
2,451.0 |
238.0 |
9.5% |
35.5 |
1.4% |
27% |
False |
False |
318,550 |
| 120 |
2,689.0 |
2,355.0 |
334.0 |
13.3% |
34.1 |
1.4% |
48% |
False |
False |
265,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,659.5 |
|
2.618 |
2,610.5 |
|
1.618 |
2,580.5 |
|
1.000 |
2,562.0 |
|
0.618 |
2,550.5 |
|
HIGH |
2,532.0 |
|
0.618 |
2,520.5 |
|
0.500 |
2,517.0 |
|
0.382 |
2,513.5 |
|
LOW |
2,502.0 |
|
0.618 |
2,483.5 |
|
1.000 |
2,472.0 |
|
1.618 |
2,453.5 |
|
2.618 |
2,423.5 |
|
4.250 |
2,374.5 |
|
|
| Fisher Pivots for day following 19-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,517.0 |
2,525.5 |
| PP |
2,516.3 |
2,522.0 |
| S1 |
2,515.7 |
2,518.5 |
|