| Trading Metrics calculated at close of trading on 25-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,615.0 |
2,649.0 |
34.0 |
1.3% |
2,578.0 |
| High |
2,654.0 |
2,659.0 |
5.0 |
0.2% |
2,590.0 |
| Low |
2,606.0 |
2,633.0 |
27.0 |
1.0% |
2,481.0 |
| Close |
2,647.0 |
2,650.0 |
3.0 |
0.1% |
2,515.0 |
| Range |
48.0 |
26.0 |
-22.0 |
-45.8% |
109.0 |
| ATR |
51.3 |
49.5 |
-1.8 |
-3.5% |
0.0 |
| Volume |
1,325,987 |
929,133 |
-396,854 |
-29.9% |
5,979,140 |
|
| Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,725.3 |
2,713.7 |
2,664.3 |
|
| R3 |
2,699.3 |
2,687.7 |
2,657.2 |
|
| R2 |
2,673.3 |
2,673.3 |
2,654.8 |
|
| R1 |
2,661.7 |
2,661.7 |
2,652.4 |
2,667.5 |
| PP |
2,647.3 |
2,647.3 |
2,647.3 |
2,650.3 |
| S1 |
2,635.7 |
2,635.7 |
2,647.6 |
2,641.5 |
| S2 |
2,621.3 |
2,621.3 |
2,645.2 |
|
| S3 |
2,595.3 |
2,609.7 |
2,642.9 |
|
| S4 |
2,569.3 |
2,583.7 |
2,635.7 |
|
|
| 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 |
2,659.0 |
2,502.0 |
157.0 |
5.9% |
47.4 |
1.8% |
94% |
True |
False |
1,122,897 |
| 10 |
2,659.0 |
2,481.0 |
178.0 |
6.7% |
49.1 |
1.9% |
95% |
True |
False |
1,138,146 |
| 20 |
2,659.0 |
2,481.0 |
178.0 |
6.7% |
49.6 |
1.9% |
95% |
True |
False |
1,084,667 |
| 40 |
2,684.0 |
2,481.0 |
203.0 |
7.7% |
46.2 |
1.7% |
83% |
False |
False |
905,246 |
| 60 |
2,689.0 |
2,481.0 |
208.0 |
7.8% |
45.7 |
1.7% |
81% |
False |
False |
603,948 |
| 80 |
2,689.0 |
2,481.0 |
208.0 |
7.8% |
40.0 |
1.5% |
81% |
False |
False |
453,141 |
| 100 |
2,689.0 |
2,455.0 |
234.0 |
8.8% |
37.0 |
1.4% |
83% |
False |
False |
363,273 |
| 120 |
2,689.0 |
2,355.0 |
334.0 |
12.6% |
34.9 |
1.3% |
88% |
False |
False |
302,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,769.5 |
|
2.618 |
2,727.1 |
|
1.618 |
2,701.1 |
|
1.000 |
2,685.0 |
|
0.618 |
2,675.1 |
|
HIGH |
2,659.0 |
|
0.618 |
2,649.1 |
|
0.500 |
2,646.0 |
|
0.382 |
2,642.9 |
|
LOW |
2,633.0 |
|
0.618 |
2,616.9 |
|
1.000 |
2,607.0 |
|
1.618 |
2,590.9 |
|
2.618 |
2,564.9 |
|
4.250 |
2,522.5 |
|
|
| Fisher Pivots for day following 25-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,648.7 |
2,629.7 |
| PP |
2,647.3 |
2,609.3 |
| S1 |
2,646.0 |
2,589.0 |
|