| Trading Metrics calculated at close of trading on 16-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
6,342.0 |
6,247.5 |
-94.5 |
-1.5% |
6,233.0 |
| High |
6,353.5 |
6,300.0 |
-53.5 |
-0.8% |
6,370.0 |
| Low |
6,240.0 |
6,241.0 |
1.0 |
0.0% |
6,204.0 |
| Close |
6,287.5 |
6,252.0 |
-35.5 |
-0.6% |
6,327.5 |
| Range |
113.5 |
59.0 |
-54.5 |
-48.0% |
166.0 |
| ATR |
76.9 |
75.6 |
-1.3 |
-1.7% |
0.0 |
| Volume |
88,805 |
126,363 |
37,558 |
42.3% |
436,461 |
|
| Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,441.5 |
6,405.5 |
6,284.5 |
|
| R3 |
6,382.5 |
6,346.5 |
6,268.0 |
|
| R2 |
6,323.5 |
6,323.5 |
6,263.0 |
|
| R1 |
6,287.5 |
6,287.5 |
6,257.5 |
6,305.5 |
| PP |
6,264.5 |
6,264.5 |
6,264.5 |
6,273.0 |
| S1 |
6,228.5 |
6,228.5 |
6,246.5 |
6,246.5 |
| S2 |
6,205.5 |
6,205.5 |
6,241.0 |
|
| S3 |
6,146.5 |
6,169.5 |
6,236.0 |
|
| S4 |
6,087.5 |
6,110.5 |
6,219.5 |
|
|
| 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 |
6,240.0 |
130.0 |
2.1% |
72.5 |
1.2% |
9% |
False |
False |
95,058 |
| 10 |
6,424.0 |
6,159.5 |
264.5 |
4.2% |
78.0 |
1.2% |
35% |
False |
False |
96,617 |
| 20 |
6,447.0 |
6,159.5 |
287.5 |
4.6% |
79.5 |
1.3% |
32% |
False |
False |
96,312 |
| 40 |
6,481.5 |
6,157.0 |
324.5 |
5.2% |
67.0 |
1.1% |
29% |
False |
False |
82,024 |
| 60 |
6,481.5 |
6,056.5 |
425.0 |
6.8% |
57.5 |
0.9% |
46% |
False |
False |
54,803 |
| 80 |
6,481.5 |
5,793.5 |
688.0 |
11.0% |
49.5 |
0.8% |
67% |
False |
False |
41,137 |
| 100 |
6,481.5 |
5,638.0 |
843.5 |
13.5% |
40.0 |
0.6% |
73% |
False |
False |
32,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,551.0 |
|
2.618 |
6,454.5 |
|
1.618 |
6,395.5 |
|
1.000 |
6,359.0 |
|
0.618 |
6,336.5 |
|
HIGH |
6,300.0 |
|
0.618 |
6,277.5 |
|
0.500 |
6,270.5 |
|
0.382 |
6,263.5 |
|
LOW |
6,241.0 |
|
0.618 |
6,204.5 |
|
1.000 |
6,182.0 |
|
1.618 |
6,145.5 |
|
2.618 |
6,086.5 |
|
4.250 |
5,990.0 |
|
|
| Fisher Pivots for day following 16-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,270.5 |
6,299.0 |
| PP |
6,264.5 |
6,283.5 |
| S1 |
6,258.0 |
6,267.5 |
|