| Trading Metrics calculated at close of trading on 23-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
6,246.0 |
6,248.5 |
2.5 |
0.0% |
6,342.0 |
| High |
6,300.0 |
6,369.0 |
69.0 |
1.1% |
6,353.5 |
| Low |
6,200.0 |
6,219.0 |
19.0 |
0.3% |
6,173.5 |
| Close |
6,221.5 |
6,348.5 |
127.0 |
2.0% |
6,233.0 |
| Range |
100.0 |
150.0 |
50.0 |
50.0% |
180.0 |
| ATR |
76.9 |
82.1 |
5.2 |
6.8% |
0.0 |
| Volume |
126,096 |
92,297 |
-33,799 |
-26.8% |
535,693 |
|
| Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,762.0 |
6,705.5 |
6,431.0 |
|
| R3 |
6,612.0 |
6,555.5 |
6,390.0 |
|
| R2 |
6,462.0 |
6,462.0 |
6,376.0 |
|
| R1 |
6,405.5 |
6,405.5 |
6,362.0 |
6,434.0 |
| PP |
6,312.0 |
6,312.0 |
6,312.0 |
6,326.5 |
| S1 |
6,255.5 |
6,255.5 |
6,335.0 |
6,284.0 |
| S2 |
6,162.0 |
6,162.0 |
6,321.0 |
|
| S3 |
6,012.0 |
6,105.5 |
6,307.0 |
|
| S4 |
5,862.0 |
5,955.5 |
6,266.0 |
|
|
| 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 |
6,369.0 |
6,173.5 |
195.5 |
3.1% |
94.5 |
1.5% |
90% |
True |
False |
107,783 |
| 10 |
6,370.0 |
6,173.5 |
196.5 |
3.1% |
83.5 |
1.3% |
89% |
False |
False |
101,421 |
| 20 |
6,447.0 |
6,159.5 |
287.5 |
4.5% |
83.5 |
1.3% |
66% |
False |
False |
99,407 |
| 40 |
6,481.5 |
6,157.0 |
324.5 |
5.1% |
74.0 |
1.2% |
59% |
False |
False |
95,381 |
| 60 |
6,481.5 |
6,128.0 |
353.5 |
5.6% |
63.5 |
1.0% |
62% |
False |
False |
63,775 |
| 80 |
6,481.5 |
5,793.5 |
688.0 |
10.8% |
54.5 |
0.9% |
81% |
False |
False |
47,873 |
| 100 |
6,481.5 |
5,699.5 |
782.0 |
12.3% |
44.5 |
0.7% |
83% |
False |
False |
38,303 |
| 120 |
6,481.5 |
5,492.5 |
989.0 |
15.6% |
37.0 |
0.6% |
87% |
False |
False |
31,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,006.5 |
|
2.618 |
6,761.5 |
|
1.618 |
6,611.5 |
|
1.000 |
6,519.0 |
|
0.618 |
6,461.5 |
|
HIGH |
6,369.0 |
|
0.618 |
6,311.5 |
|
0.500 |
6,294.0 |
|
0.382 |
6,276.5 |
|
LOW |
6,219.0 |
|
0.618 |
6,126.5 |
|
1.000 |
6,069.0 |
|
1.618 |
5,976.5 |
|
2.618 |
5,826.5 |
|
4.250 |
5,581.5 |
|
|
| Fisher Pivots for day following 23-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,330.5 |
6,325.5 |
| PP |
6,312.0 |
6,303.0 |
| S1 |
6,294.0 |
6,280.0 |
|