| Trading Metrics calculated at close of trading on 18-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
6,268.0 |
6,205.0 |
-63.0 |
-1.0% |
6,233.0 |
| High |
6,287.5 |
6,227.0 |
-60.5 |
-1.0% |
6,370.0 |
| Low |
6,174.0 |
6,173.5 |
-0.5 |
0.0% |
6,204.0 |
| Close |
6,188.0 |
6,188.5 |
0.5 |
0.0% |
6,327.5 |
| Range |
113.5 |
53.5 |
-60.0 |
-52.9% |
166.0 |
| ATR |
78.3 |
76.6 |
-1.8 |
-2.3% |
0.0 |
| Volume |
108,192 |
108,920 |
728 |
0.7% |
436,461 |
|
| Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,357.0 |
6,326.0 |
6,218.0 |
|
| R3 |
6,303.5 |
6,272.5 |
6,203.0 |
|
| R2 |
6,250.0 |
6,250.0 |
6,198.5 |
|
| R1 |
6,219.0 |
6,219.0 |
6,193.5 |
6,208.0 |
| PP |
6,196.5 |
6,196.5 |
6,196.5 |
6,190.5 |
| S1 |
6,165.5 |
6,165.5 |
6,183.5 |
6,154.0 |
| S2 |
6,143.0 |
6,143.0 |
6,178.5 |
|
| S3 |
6,089.5 |
6,112.0 |
6,174.0 |
|
| S4 |
6,036.0 |
6,058.5 |
6,159.0 |
|
|
| 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 |
6,358.0 |
6,173.5 |
184.5 |
3.0% |
77.0 |
1.2% |
8% |
False |
True |
108,338 |
| 10 |
6,370.0 |
6,159.5 |
210.5 |
3.4% |
76.5 |
1.2% |
14% |
False |
False |
94,558 |
| 20 |
6,447.0 |
6,159.5 |
287.5 |
4.6% |
78.5 |
1.3% |
10% |
False |
False |
97,607 |
| 40 |
6,481.5 |
6,157.0 |
324.5 |
5.2% |
69.5 |
1.1% |
10% |
False |
False |
87,444 |
| 60 |
6,481.5 |
6,095.5 |
386.0 |
6.2% |
60.0 |
1.0% |
24% |
False |
False |
58,418 |
| 80 |
6,481.5 |
5,793.5 |
688.0 |
11.1% |
51.5 |
0.8% |
57% |
False |
False |
43,851 |
| 100 |
6,481.5 |
5,671.0 |
810.5 |
13.1% |
41.5 |
0.7% |
64% |
False |
False |
35,086 |
| 120 |
6,481.5 |
5,492.5 |
989.0 |
16.0% |
34.5 |
0.6% |
70% |
False |
False |
29,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,454.5 |
|
2.618 |
6,367.0 |
|
1.618 |
6,313.5 |
|
1.000 |
6,280.5 |
|
0.618 |
6,260.0 |
|
HIGH |
6,227.0 |
|
0.618 |
6,206.5 |
|
0.500 |
6,200.0 |
|
0.382 |
6,194.0 |
|
LOW |
6,173.5 |
|
0.618 |
6,140.5 |
|
1.000 |
6,120.0 |
|
1.618 |
6,087.0 |
|
2.618 |
6,033.5 |
|
4.250 |
5,946.0 |
|
|
| Fisher Pivots for day following 18-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,200.0 |
6,237.0 |
| PP |
6,196.5 |
6,220.5 |
| S1 |
6,192.5 |
6,204.5 |
|