| Trading Metrics calculated at close of trading on 23-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,534.0 |
2,531.0 |
-3.0 |
-0.1% |
2,578.0 |
| High |
2,547.0 |
2,617.0 |
70.0 |
2.7% |
2,590.0 |
| Low |
2,512.0 |
2,519.0 |
7.0 |
0.3% |
2,481.0 |
| Close |
2,525.0 |
2,608.0 |
83.0 |
3.3% |
2,515.0 |
| Range |
35.0 |
98.0 |
63.0 |
180.0% |
109.0 |
| ATR |
48.0 |
51.5 |
3.6 |
7.4% |
0.0 |
| Volume |
806,641 |
1,410,789 |
604,148 |
74.9% |
5,979,140 |
|
| Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,875.3 |
2,839.7 |
2,661.9 |
|
| R3 |
2,777.3 |
2,741.7 |
2,635.0 |
|
| R2 |
2,679.3 |
2,679.3 |
2,626.0 |
|
| R1 |
2,643.7 |
2,643.7 |
2,617.0 |
2,661.5 |
| PP |
2,581.3 |
2,581.3 |
2,581.3 |
2,590.3 |
| S1 |
2,545.7 |
2,545.7 |
2,599.0 |
2,563.5 |
| S2 |
2,483.3 |
2,483.3 |
2,590.0 |
|
| S3 |
2,385.3 |
2,447.7 |
2,581.1 |
|
| S4 |
2,287.3 |
2,349.7 |
2,554.1 |
|
|
| 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 |
2,617.0 |
2,481.0 |
136.0 |
5.2% |
58.4 |
2.2% |
93% |
True |
False |
1,259,141 |
| 10 |
2,622.0 |
2,481.0 |
141.0 |
5.4% |
51.9 |
2.0% |
90% |
False |
False |
1,109,605 |
| 20 |
2,666.0 |
2,481.0 |
185.0 |
7.1% |
52.6 |
2.0% |
69% |
False |
False |
1,101,433 |
| 40 |
2,684.0 |
2,481.0 |
203.0 |
7.8% |
48.8 |
1.9% |
63% |
False |
False |
848,951 |
| 60 |
2,689.0 |
2,481.0 |
208.0 |
8.0% |
44.9 |
1.7% |
61% |
False |
False |
566,369 |
| 80 |
2,689.0 |
2,481.0 |
208.0 |
8.0% |
40.0 |
1.5% |
61% |
False |
False |
424,974 |
| 100 |
2,689.0 |
2,455.0 |
234.0 |
9.0% |
36.5 |
1.4% |
65% |
False |
False |
340,722 |
| 120 |
2,689.0 |
2,355.0 |
334.0 |
12.8% |
34.7 |
1.3% |
76% |
False |
False |
283,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,033.5 |
|
2.618 |
2,873.6 |
|
1.618 |
2,775.6 |
|
1.000 |
2,715.0 |
|
0.618 |
2,677.6 |
|
HIGH |
2,617.0 |
|
0.618 |
2,579.6 |
|
0.500 |
2,568.0 |
|
0.382 |
2,556.4 |
|
LOW |
2,519.0 |
|
0.618 |
2,458.4 |
|
1.000 |
2,421.0 |
|
1.618 |
2,360.4 |
|
2.618 |
2,262.4 |
|
4.250 |
2,102.5 |
|
|
| Fisher Pivots for day following 23-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,594.7 |
2,591.8 |
| PP |
2,581.3 |
2,575.7 |
| S1 |
2,568.0 |
2,559.5 |
|