| Trading Metrics calculated at close of trading on 24-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,531.0 |
2,615.0 |
84.0 |
3.3% |
2,578.0 |
| High |
2,617.0 |
2,654.0 |
37.0 |
1.4% |
2,590.0 |
| Low |
2,519.0 |
2,606.0 |
87.0 |
3.5% |
2,481.0 |
| Close |
2,608.0 |
2,647.0 |
39.0 |
1.5% |
2,515.0 |
| Range |
98.0 |
48.0 |
-50.0 |
-51.0% |
109.0 |
| ATR |
51.5 |
51.3 |
-0.3 |
-0.5% |
0.0 |
| Volume |
1,410,789 |
1,325,987 |
-84,802 |
-6.0% |
5,979,140 |
|
| Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,779.7 |
2,761.3 |
2,673.4 |
|
| R3 |
2,731.7 |
2,713.3 |
2,660.2 |
|
| R2 |
2,683.7 |
2,683.7 |
2,655.8 |
|
| R1 |
2,665.3 |
2,665.3 |
2,651.4 |
2,674.5 |
| PP |
2,635.7 |
2,635.7 |
2,635.7 |
2,640.3 |
| S1 |
2,617.3 |
2,617.3 |
2,642.6 |
2,626.5 |
| S2 |
2,587.7 |
2,587.7 |
2,638.2 |
|
| S3 |
2,539.7 |
2,569.3 |
2,633.8 |
|
| S4 |
2,491.7 |
2,521.3 |
2,620.6 |
|
|
| 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 |
2,654.0 |
2,481.0 |
173.0 |
6.5% |
50.6 |
1.9% |
96% |
True |
False |
1,184,203 |
| 10 |
2,654.0 |
2,481.0 |
173.0 |
6.5% |
49.8 |
1.9% |
96% |
True |
False |
1,128,991 |
| 20 |
2,654.0 |
2,481.0 |
173.0 |
6.5% |
49.9 |
1.9% |
96% |
True |
False |
1,092,165 |
| 40 |
2,684.0 |
2,481.0 |
203.0 |
7.7% |
46.8 |
1.8% |
82% |
False |
False |
882,058 |
| 60 |
2,689.0 |
2,481.0 |
208.0 |
7.9% |
45.6 |
1.7% |
80% |
False |
False |
588,463 |
| 80 |
2,689.0 |
2,481.0 |
208.0 |
7.9% |
40.3 |
1.5% |
80% |
False |
False |
441,541 |
| 100 |
2,689.0 |
2,455.0 |
234.0 |
8.8% |
36.9 |
1.4% |
82% |
False |
False |
353,982 |
| 120 |
2,689.0 |
2,355.0 |
334.0 |
12.6% |
35.0 |
1.3% |
87% |
False |
False |
295,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,858.0 |
|
2.618 |
2,779.7 |
|
1.618 |
2,731.7 |
|
1.000 |
2,702.0 |
|
0.618 |
2,683.7 |
|
HIGH |
2,654.0 |
|
0.618 |
2,635.7 |
|
0.500 |
2,630.0 |
|
0.382 |
2,624.3 |
|
LOW |
2,606.0 |
|
0.618 |
2,576.3 |
|
1.000 |
2,558.0 |
|
1.618 |
2,528.3 |
|
2.618 |
2,480.3 |
|
4.250 |
2,402.0 |
|
|
| Fisher Pivots for day following 24-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,641.3 |
2,625.7 |
| PP |
2,635.7 |
2,604.3 |
| S1 |
2,630.0 |
2,583.0 |
|