| Trading Metrics calculated at close of trading on 22-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,507.0 |
2,534.0 |
27.0 |
1.1% |
2,578.0 |
| High |
2,532.0 |
2,547.0 |
15.0 |
0.6% |
2,590.0 |
| Low |
2,502.0 |
2,512.0 |
10.0 |
0.4% |
2,481.0 |
| Close |
2,515.0 |
2,525.0 |
10.0 |
0.4% |
2,515.0 |
| Range |
30.0 |
35.0 |
5.0 |
16.7% |
109.0 |
| ATR |
49.0 |
48.0 |
-1.0 |
-2.0% |
0.0 |
| Volume |
1,141,937 |
806,641 |
-335,296 |
-29.4% |
5,979,140 |
|
| Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,633.0 |
2,614.0 |
2,544.3 |
|
| R3 |
2,598.0 |
2,579.0 |
2,534.6 |
|
| R2 |
2,563.0 |
2,563.0 |
2,531.4 |
|
| R1 |
2,544.0 |
2,544.0 |
2,528.2 |
2,536.0 |
| PP |
2,528.0 |
2,528.0 |
2,528.0 |
2,524.0 |
| S1 |
2,509.0 |
2,509.0 |
2,521.8 |
2,501.0 |
| S2 |
2,493.0 |
2,493.0 |
2,518.6 |
|
| S3 |
2,458.0 |
2,474.0 |
2,515.4 |
|
| S4 |
2,423.0 |
2,439.0 |
2,505.8 |
|
|
| 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 |
2,577.0 |
2,481.0 |
96.0 |
3.8% |
46.0 |
1.8% |
46% |
False |
False |
1,159,768 |
| 10 |
2,622.0 |
2,481.0 |
141.0 |
5.6% |
45.3 |
1.8% |
31% |
False |
False |
1,039,129 |
| 20 |
2,666.0 |
2,481.0 |
185.0 |
7.3% |
49.7 |
2.0% |
24% |
False |
False |
1,078,747 |
| 40 |
2,684.0 |
2,481.0 |
203.0 |
8.0% |
47.7 |
1.9% |
22% |
False |
False |
813,697 |
| 60 |
2,689.0 |
2,481.0 |
208.0 |
8.2% |
43.9 |
1.7% |
21% |
False |
False |
542,924 |
| 80 |
2,689.0 |
2,481.0 |
208.0 |
8.2% |
39.2 |
1.6% |
21% |
False |
False |
407,435 |
| 100 |
2,689.0 |
2,455.0 |
234.0 |
9.3% |
35.7 |
1.4% |
30% |
False |
False |
326,616 |
| 120 |
2,689.0 |
2,355.0 |
334.0 |
13.2% |
34.2 |
1.4% |
51% |
False |
False |
272,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,695.8 |
|
2.618 |
2,638.6 |
|
1.618 |
2,603.6 |
|
1.000 |
2,582.0 |
|
0.618 |
2,568.6 |
|
HIGH |
2,547.0 |
|
0.618 |
2,533.6 |
|
0.500 |
2,529.5 |
|
0.382 |
2,525.4 |
|
LOW |
2,512.0 |
|
0.618 |
2,490.4 |
|
1.000 |
2,477.0 |
|
1.618 |
2,455.4 |
|
2.618 |
2,420.4 |
|
4.250 |
2,363.3 |
|
|
| Fisher Pivots for day following 22-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,529.5 |
2,521.3 |
| PP |
2,528.0 |
2,517.7 |
| S1 |
2,526.5 |
2,514.0 |
|