| Trading Metrics calculated at close of trading on 19-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
6,205.0 |
6,195.0 |
-10.0 |
-0.2% |
6,342.0 |
| High |
6,227.0 |
6,245.5 |
18.5 |
0.3% |
6,353.5 |
| Low |
6,173.5 |
6,191.0 |
17.5 |
0.3% |
6,173.5 |
| Close |
6,188.5 |
6,233.0 |
44.5 |
0.7% |
6,233.0 |
| Range |
53.5 |
54.5 |
1.0 |
1.9% |
180.0 |
| ATR |
76.6 |
75.2 |
-1.4 |
-1.8% |
0.0 |
| Volume |
108,920 |
103,413 |
-5,507 |
-5.1% |
535,693 |
|
| Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,386.5 |
6,364.5 |
6,263.0 |
|
| R3 |
6,332.0 |
6,310.0 |
6,248.0 |
|
| R2 |
6,277.5 |
6,277.5 |
6,243.0 |
|
| R1 |
6,255.5 |
6,255.5 |
6,238.0 |
6,266.5 |
| PP |
6,223.0 |
6,223.0 |
6,223.0 |
6,229.0 |
| S1 |
6,201.0 |
6,201.0 |
6,228.0 |
6,212.0 |
| S2 |
6,168.5 |
6,168.5 |
6,223.0 |
|
| S3 |
6,114.0 |
6,146.5 |
6,218.0 |
|
| S4 |
6,059.5 |
6,092.0 |
6,203.0 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,793.5 |
6,693.0 |
6,332.0 |
|
| R3 |
6,613.5 |
6,513.0 |
6,282.5 |
|
| R2 |
6,433.5 |
6,433.5 |
6,266.0 |
|
| R1 |
6,333.0 |
6,333.0 |
6,249.5 |
6,293.0 |
| PP |
6,253.5 |
6,253.5 |
6,253.5 |
6,233.5 |
| S1 |
6,153.0 |
6,153.0 |
6,216.5 |
6,113.0 |
| S2 |
6,073.5 |
6,073.5 |
6,200.0 |
|
| S3 |
5,893.5 |
5,973.0 |
6,183.5 |
|
| S4 |
5,713.5 |
5,793.0 |
6,134.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,353.5 |
6,173.5 |
180.0 |
2.9% |
79.0 |
1.3% |
33% |
False |
False |
107,138 |
| 10 |
6,370.0 |
6,173.5 |
196.5 |
3.2% |
67.5 |
1.1% |
30% |
False |
False |
97,215 |
| 20 |
6,447.0 |
6,159.5 |
287.5 |
4.6% |
78.0 |
1.3% |
26% |
False |
False |
97,840 |
| 40 |
6,481.5 |
6,157.0 |
324.5 |
5.2% |
69.5 |
1.1% |
23% |
False |
False |
89,924 |
| 60 |
6,481.5 |
6,104.0 |
377.5 |
6.1% |
61.0 |
1.0% |
34% |
False |
False |
60,138 |
| 80 |
6,481.5 |
5,793.5 |
688.0 |
11.0% |
51.5 |
0.8% |
64% |
False |
False |
45,143 |
| 100 |
6,481.5 |
5,671.0 |
810.5 |
13.0% |
42.0 |
0.7% |
69% |
False |
False |
36,120 |
| 120 |
6,481.5 |
5,492.5 |
989.0 |
15.9% |
35.0 |
0.6% |
75% |
False |
False |
30,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,477.0 |
|
2.618 |
6,388.0 |
|
1.618 |
6,333.5 |
|
1.000 |
6,300.0 |
|
0.618 |
6,279.0 |
|
HIGH |
6,245.5 |
|
0.618 |
6,224.5 |
|
0.500 |
6,218.0 |
|
0.382 |
6,212.0 |
|
LOW |
6,191.0 |
|
0.618 |
6,157.5 |
|
1.000 |
6,136.5 |
|
1.618 |
6,103.0 |
|
2.618 |
6,048.5 |
|
4.250 |
5,959.5 |
|
|
| Fisher Pivots for day following 19-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,228.0 |
6,232.0 |
| PP |
6,223.0 |
6,231.5 |
| S1 |
6,218.0 |
6,230.5 |
|