| Trading Metrics calculated at close of trading on 15-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
6,341.0 |
6,342.0 |
1.0 |
0.0% |
6,233.0 |
| High |
6,358.0 |
6,353.5 |
-4.5 |
-0.1% |
6,370.0 |
| Low |
6,312.5 |
6,240.0 |
-72.5 |
-1.1% |
6,204.0 |
| Close |
6,327.5 |
6,287.5 |
-40.0 |
-0.6% |
6,327.5 |
| Range |
45.5 |
113.5 |
68.0 |
149.5% |
166.0 |
| ATR |
74.1 |
76.9 |
2.8 |
3.8% |
0.0 |
| Volume |
109,413 |
88,805 |
-20,608 |
-18.8% |
436,461 |
|
| Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,634.0 |
6,574.5 |
6,350.0 |
|
| R3 |
6,520.5 |
6,461.0 |
6,318.5 |
|
| R2 |
6,407.0 |
6,407.0 |
6,308.5 |
|
| R1 |
6,347.5 |
6,347.5 |
6,298.0 |
6,320.5 |
| PP |
6,293.5 |
6,293.5 |
6,293.5 |
6,280.0 |
| S1 |
6,234.0 |
6,234.0 |
6,277.0 |
6,207.0 |
| S2 |
6,180.0 |
6,180.0 |
6,266.5 |
|
| S3 |
6,066.5 |
6,120.5 |
6,256.5 |
|
| S4 |
5,953.0 |
6,007.0 |
6,225.0 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,798.5 |
6,729.0 |
6,419.0 |
|
| R3 |
6,632.5 |
6,563.0 |
6,373.0 |
|
| R2 |
6,466.5 |
6,466.5 |
6,358.0 |
|
| R1 |
6,397.0 |
6,397.0 |
6,342.5 |
6,432.0 |
| PP |
6,300.5 |
6,300.5 |
6,300.5 |
6,318.0 |
| S1 |
6,231.0 |
6,231.0 |
6,312.5 |
6,266.0 |
| S2 |
6,134.5 |
6,134.5 |
6,297.0 |
|
| S3 |
5,968.5 |
6,065.0 |
6,282.0 |
|
| S4 |
5,802.5 |
5,899.0 |
6,236.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,370.0 |
6,234.5 |
135.5 |
2.2% |
69.5 |
1.1% |
39% |
False |
False |
89,929 |
| 10 |
6,447.0 |
6,159.5 |
287.5 |
4.6% |
83.0 |
1.3% |
45% |
False |
False |
92,964 |
| 20 |
6,481.5 |
6,159.5 |
322.0 |
5.1% |
81.0 |
1.3% |
40% |
False |
False |
95,112 |
| 40 |
6,481.5 |
6,157.0 |
324.5 |
5.2% |
66.5 |
1.1% |
40% |
False |
False |
78,870 |
| 60 |
6,481.5 |
6,036.0 |
445.5 |
7.1% |
57.0 |
0.9% |
56% |
False |
False |
52,698 |
| 80 |
6,481.5 |
5,793.5 |
688.0 |
10.9% |
49.0 |
0.8% |
72% |
False |
False |
39,558 |
| 100 |
6,481.5 |
5,633.0 |
848.5 |
13.5% |
39.0 |
0.6% |
77% |
False |
False |
31,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,836.0 |
|
2.618 |
6,650.5 |
|
1.618 |
6,537.0 |
|
1.000 |
6,467.0 |
|
0.618 |
6,423.5 |
|
HIGH |
6,353.5 |
|
0.618 |
6,310.0 |
|
0.500 |
6,297.0 |
|
0.382 |
6,283.5 |
|
LOW |
6,240.0 |
|
0.618 |
6,170.0 |
|
1.000 |
6,126.5 |
|
1.618 |
6,056.5 |
|
2.618 |
5,943.0 |
|
4.250 |
5,757.5 |
|
|
| Fisher Pivots for day following 15-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,297.0 |
6,305.0 |
| PP |
6,293.5 |
6,299.0 |
| S1 |
6,290.5 |
6,293.5 |
|