| Trading Metrics calculated at close of trading on 24-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
6,248.5 |
6,350.0 |
101.5 |
1.6% |
6,342.0 |
| High |
6,369.0 |
6,397.5 |
28.5 |
0.4% |
6,353.5 |
| Low |
6,219.0 |
6,350.0 |
131.0 |
2.1% |
6,173.5 |
| Close |
6,348.5 |
6,392.5 |
44.0 |
0.7% |
6,233.0 |
| Range |
150.0 |
47.5 |
-102.5 |
-68.3% |
180.0 |
| ATR |
82.1 |
79.8 |
-2.4 |
-2.9% |
0.0 |
| Volume |
92,297 |
97,349 |
5,052 |
5.5% |
535,693 |
|
| Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,522.5 |
6,505.0 |
6,418.5 |
|
| R3 |
6,475.0 |
6,457.5 |
6,405.5 |
|
| R2 |
6,427.5 |
6,427.5 |
6,401.0 |
|
| R1 |
6,410.0 |
6,410.0 |
6,397.0 |
6,419.0 |
| PP |
6,380.0 |
6,380.0 |
6,380.0 |
6,384.5 |
| S1 |
6,362.5 |
6,362.5 |
6,388.0 |
6,371.0 |
| S2 |
6,332.5 |
6,332.5 |
6,384.0 |
|
| S3 |
6,285.0 |
6,315.0 |
6,379.5 |
|
| S4 |
6,237.5 |
6,267.5 |
6,366.5 |
|
|
| 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 |
6,397.5 |
6,173.5 |
224.0 |
3.5% |
81.0 |
1.3% |
98% |
True |
False |
105,615 |
| 10 |
6,397.5 |
6,173.5 |
224.0 |
3.5% |
78.5 |
1.2% |
98% |
True |
False |
104,152 |
| 20 |
6,447.0 |
6,159.5 |
287.5 |
4.5% |
81.0 |
1.3% |
81% |
False |
False |
100,422 |
| 40 |
6,481.5 |
6,157.0 |
324.5 |
5.1% |
72.0 |
1.1% |
73% |
False |
False |
97,814 |
| 60 |
6,481.5 |
6,128.0 |
353.5 |
5.5% |
64.0 |
1.0% |
75% |
False |
False |
65,397 |
| 80 |
6,481.5 |
5,793.5 |
688.0 |
10.8% |
54.0 |
0.8% |
87% |
False |
False |
49,089 |
| 100 |
6,481.5 |
5,760.0 |
721.5 |
11.3% |
45.0 |
0.7% |
88% |
False |
False |
39,276 |
| 120 |
6,481.5 |
5,492.5 |
989.0 |
15.5% |
37.5 |
0.6% |
91% |
False |
False |
32,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,599.5 |
|
2.618 |
6,522.0 |
|
1.618 |
6,474.5 |
|
1.000 |
6,445.0 |
|
0.618 |
6,427.0 |
|
HIGH |
6,397.5 |
|
0.618 |
6,379.5 |
|
0.500 |
6,374.0 |
|
0.382 |
6,368.0 |
|
LOW |
6,350.0 |
|
0.618 |
6,320.5 |
|
1.000 |
6,302.5 |
|
1.618 |
6,273.0 |
|
2.618 |
6,225.5 |
|
4.250 |
6,148.0 |
|
|
| Fisher Pivots for day following 24-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,386.0 |
6,361.0 |
| PP |
6,380.0 |
6,330.0 |
| S1 |
6,374.0 |
6,299.0 |
|