| 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 |
4,974.0 |
5,045.0 |
71.0 |
1.4% |
4,990.0 |
| High |
5,034.0 |
5,108.0 |
74.0 |
1.5% |
5,007.0 |
| Low |
4,974.0 |
5,036.0 |
62.0 |
1.2% |
4,911.0 |
| Close |
5,002.0 |
5,107.0 |
105.0 |
2.1% |
4,926.0 |
| Range |
60.0 |
72.0 |
12.0 |
20.0% |
96.0 |
| ATR |
56.0 |
59.6 |
3.6 |
6.4% |
0.0 |
| Volume |
25,009 |
26,782 |
1,773 |
7.1% |
128,990 |
|
| Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,299.7 |
5,275.3 |
5,146.6 |
|
| R3 |
5,227.7 |
5,203.3 |
5,126.8 |
|
| R2 |
5,155.7 |
5,155.7 |
5,120.2 |
|
| R1 |
5,131.3 |
5,131.3 |
5,113.6 |
5,143.5 |
| PP |
5,083.7 |
5,083.7 |
5,083.7 |
5,089.8 |
| S1 |
5,059.3 |
5,059.3 |
5,100.4 |
5,071.5 |
| S2 |
5,011.7 |
5,011.7 |
5,093.8 |
|
| S3 |
4,939.7 |
4,987.3 |
5,087.2 |
|
| S4 |
4,867.7 |
4,915.3 |
5,067.4 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,236.0 |
5,177.0 |
4,978.8 |
|
| R3 |
5,140.0 |
5,081.0 |
4,952.4 |
|
| R2 |
5,044.0 |
5,044.0 |
4,943.6 |
|
| R1 |
4,985.0 |
4,985.0 |
4,934.8 |
4,966.5 |
| PP |
4,948.0 |
4,948.0 |
4,948.0 |
4,938.8 |
| S1 |
4,889.0 |
4,889.0 |
4,917.2 |
4,870.5 |
| S2 |
4,852.0 |
4,852.0 |
4,908.4 |
|
| S3 |
4,756.0 |
4,793.0 |
4,899.6 |
|
| S4 |
4,660.0 |
4,697.0 |
4,873.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,108.0 |
4,912.0 |
196.0 |
3.8% |
57.0 |
1.1% |
99% |
True |
False |
24,456 |
| 10 |
5,108.0 |
4,911.0 |
197.0 |
3.9% |
47.5 |
0.9% |
99% |
True |
False |
24,208 |
| 20 |
5,108.0 |
4,881.0 |
227.0 |
4.4% |
46.7 |
0.9% |
100% |
True |
False |
24,938 |
| 40 |
5,177.0 |
4,881.0 |
296.0 |
5.8% |
47.6 |
0.9% |
76% |
False |
False |
23,155 |
| 60 |
5,177.0 |
4,842.0 |
335.0 |
6.6% |
36.4 |
0.7% |
79% |
False |
False |
15,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,414.0 |
|
2.618 |
5,296.5 |
|
1.618 |
5,224.5 |
|
1.000 |
5,180.0 |
|
0.618 |
5,152.5 |
|
HIGH |
5,108.0 |
|
0.618 |
5,080.5 |
|
0.500 |
5,072.0 |
|
0.382 |
5,063.5 |
|
LOW |
5,036.0 |
|
0.618 |
4,991.5 |
|
1.000 |
4,964.0 |
|
1.618 |
4,919.5 |
|
2.618 |
4,847.5 |
|
4.250 |
4,730.0 |
|
|
| Fisher Pivots for day following 24-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,095.3 |
5,077.8 |
| PP |
5,083.7 |
5,048.7 |
| S1 |
5,072.0 |
5,019.5 |
|