| Trading Metrics calculated at close of trading on 22-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
6,195.0 |
6,246.0 |
51.0 |
0.8% |
6,342.0 |
| High |
6,245.5 |
6,300.0 |
54.5 |
0.9% |
6,353.5 |
| Low |
6,191.0 |
6,200.0 |
9.0 |
0.1% |
6,173.5 |
| Close |
6,233.0 |
6,221.5 |
-11.5 |
-0.2% |
6,233.0 |
| Range |
54.5 |
100.0 |
45.5 |
83.5% |
180.0 |
| ATR |
75.2 |
76.9 |
1.8 |
2.4% |
0.0 |
| Volume |
103,413 |
126,096 |
22,683 |
21.9% |
535,693 |
|
| Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,540.5 |
6,481.0 |
6,276.5 |
|
| R3 |
6,440.5 |
6,381.0 |
6,249.0 |
|
| R2 |
6,340.5 |
6,340.5 |
6,240.0 |
|
| R1 |
6,281.0 |
6,281.0 |
6,230.5 |
6,261.0 |
| PP |
6,240.5 |
6,240.5 |
6,240.5 |
6,230.5 |
| S1 |
6,181.0 |
6,181.0 |
6,212.5 |
6,161.0 |
| S2 |
6,140.5 |
6,140.5 |
6,203.0 |
|
| S3 |
6,040.5 |
6,081.0 |
6,194.0 |
|
| S4 |
5,940.5 |
5,981.0 |
6,166.5 |
|
|
| 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 |
6,300.0 |
6,173.5 |
126.5 |
2.0% |
76.0 |
1.2% |
38% |
True |
False |
114,596 |
| 10 |
6,370.0 |
6,173.5 |
196.5 |
3.2% |
73.0 |
1.2% |
24% |
False |
False |
102,263 |
| 20 |
6,447.0 |
6,159.5 |
287.5 |
4.6% |
79.5 |
1.3% |
22% |
False |
False |
100,056 |
| 40 |
6,481.5 |
6,157.0 |
324.5 |
5.2% |
71.0 |
1.1% |
20% |
False |
False |
93,075 |
| 60 |
6,481.5 |
6,128.0 |
353.5 |
5.7% |
61.5 |
1.0% |
26% |
False |
False |
62,237 |
| 80 |
6,481.5 |
5,793.5 |
688.0 |
11.1% |
52.5 |
0.8% |
62% |
False |
False |
46,719 |
| 100 |
6,481.5 |
5,692.0 |
789.5 |
12.7% |
43.0 |
0.7% |
67% |
False |
False |
37,380 |
| 120 |
6,481.5 |
5,492.5 |
989.0 |
15.9% |
36.0 |
0.6% |
74% |
False |
False |
31,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,725.0 |
|
2.618 |
6,562.0 |
|
1.618 |
6,462.0 |
|
1.000 |
6,400.0 |
|
0.618 |
6,362.0 |
|
HIGH |
6,300.0 |
|
0.618 |
6,262.0 |
|
0.500 |
6,250.0 |
|
0.382 |
6,238.0 |
|
LOW |
6,200.0 |
|
0.618 |
6,138.0 |
|
1.000 |
6,100.0 |
|
1.618 |
6,038.0 |
|
2.618 |
5,938.0 |
|
4.250 |
5,775.0 |
|
|
| Fisher Pivots for day following 22-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,250.0 |
6,237.0 |
| PP |
6,240.5 |
6,231.5 |
| S1 |
6,231.0 |
6,226.5 |
|