| Trading Metrics calculated at close of trading on 26-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,649.0 |
2,639.0 |
-10.0 |
-0.4% |
2,534.0 |
| High |
2,659.0 |
2,647.0 |
-12.0 |
-0.5% |
2,659.0 |
| Low |
2,633.0 |
2,621.0 |
-12.0 |
-0.5% |
2,512.0 |
| Close |
2,650.0 |
2,634.0 |
-16.0 |
-0.6% |
2,634.0 |
| Range |
26.0 |
26.0 |
0.0 |
0.0% |
147.0 |
| ATR |
49.5 |
48.0 |
-1.5 |
-3.0% |
0.0 |
| Volume |
929,133 |
902,504 |
-26,629 |
-2.9% |
5,375,054 |
|
| Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,712.0 |
2,699.0 |
2,648.3 |
|
| R3 |
2,686.0 |
2,673.0 |
2,641.2 |
|
| R2 |
2,660.0 |
2,660.0 |
2,638.8 |
|
| R1 |
2,647.0 |
2,647.0 |
2,636.4 |
2,640.5 |
| PP |
2,634.0 |
2,634.0 |
2,634.0 |
2,630.8 |
| S1 |
2,621.0 |
2,621.0 |
2,631.6 |
2,614.5 |
| S2 |
2,608.0 |
2,608.0 |
2,629.2 |
|
| S3 |
2,582.0 |
2,595.0 |
2,626.9 |
|
| S4 |
2,556.0 |
2,569.0 |
2,619.7 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,042.7 |
2,985.3 |
2,714.9 |
|
| R3 |
2,895.7 |
2,838.3 |
2,674.4 |
|
| R2 |
2,748.7 |
2,748.7 |
2,661.0 |
|
| R1 |
2,691.3 |
2,691.3 |
2,647.5 |
2,720.0 |
| PP |
2,601.7 |
2,601.7 |
2,601.7 |
2,616.0 |
| S1 |
2,544.3 |
2,544.3 |
2,620.5 |
2,573.0 |
| S2 |
2,454.7 |
2,454.7 |
2,607.1 |
|
| S3 |
2,307.7 |
2,397.3 |
2,593.6 |
|
| S4 |
2,160.7 |
2,250.3 |
2,553.2 |
|
|
| 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 |
2,512.0 |
147.0 |
5.6% |
46.6 |
1.8% |
83% |
False |
False |
1,075,010 |
| 10 |
2,659.0 |
2,481.0 |
178.0 |
6.8% |
47.8 |
1.8% |
86% |
False |
False |
1,135,419 |
| 20 |
2,659.0 |
2,481.0 |
178.0 |
6.8% |
47.6 |
1.8% |
86% |
False |
False |
1,059,605 |
| 40 |
2,684.0 |
2,481.0 |
203.0 |
7.7% |
45.2 |
1.7% |
75% |
False |
False |
927,535 |
| 60 |
2,684.0 |
2,481.0 |
203.0 |
7.7% |
45.7 |
1.7% |
75% |
False |
False |
618,989 |
| 80 |
2,689.0 |
2,481.0 |
208.0 |
7.9% |
39.8 |
1.5% |
74% |
False |
False |
464,420 |
| 100 |
2,689.0 |
2,481.0 |
208.0 |
7.9% |
37.0 |
1.4% |
74% |
False |
False |
372,298 |
| 120 |
2,689.0 |
2,355.0 |
334.0 |
12.7% |
34.9 |
1.3% |
84% |
False |
False |
310,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,757.5 |
|
2.618 |
2,715.1 |
|
1.618 |
2,689.1 |
|
1.000 |
2,673.0 |
|
0.618 |
2,663.1 |
|
HIGH |
2,647.0 |
|
0.618 |
2,637.1 |
|
0.500 |
2,634.0 |
|
0.382 |
2,630.9 |
|
LOW |
2,621.0 |
|
0.618 |
2,604.9 |
|
1.000 |
2,595.0 |
|
1.618 |
2,578.9 |
|
2.618 |
2,552.9 |
|
4.250 |
2,510.5 |
|
|
| Fisher Pivots for day following 26-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,634.0 |
2,633.5 |
| PP |
2,634.0 |
2,633.0 |
| S1 |
2,634.0 |
2,632.5 |
|