| Trading Metrics calculated at close of trading on 25-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
6,350.0 |
6,383.5 |
33.5 |
0.5% |
6,342.0 |
| High |
6,397.5 |
6,425.0 |
27.5 |
0.4% |
6,353.5 |
| Low |
6,350.0 |
6,368.0 |
18.0 |
0.3% |
6,173.5 |
| Close |
6,392.5 |
6,387.0 |
-5.5 |
-0.1% |
6,233.0 |
| Range |
47.5 |
57.0 |
9.5 |
20.0% |
180.0 |
| ATR |
79.8 |
78.2 |
-1.6 |
-2.0% |
0.0 |
| Volume |
97,349 |
62,814 |
-34,535 |
-35.5% |
535,693 |
|
| Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,564.5 |
6,532.5 |
6,418.5 |
|
| R3 |
6,507.5 |
6,475.5 |
6,402.5 |
|
| R2 |
6,450.5 |
6,450.5 |
6,397.5 |
|
| R1 |
6,418.5 |
6,418.5 |
6,392.0 |
6,434.5 |
| PP |
6,393.5 |
6,393.5 |
6,393.5 |
6,401.0 |
| S1 |
6,361.5 |
6,361.5 |
6,382.0 |
6,377.5 |
| S2 |
6,336.5 |
6,336.5 |
6,376.5 |
|
| S3 |
6,279.5 |
6,304.5 |
6,371.5 |
|
| S4 |
6,222.5 |
6,247.5 |
6,355.5 |
|
|
| 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 |
6,425.0 |
6,191.0 |
234.0 |
3.7% |
82.0 |
1.3% |
84% |
True |
False |
96,393 |
| 10 |
6,425.0 |
6,173.5 |
251.5 |
3.9% |
79.5 |
1.2% |
85% |
True |
False |
102,366 |
| 20 |
6,447.0 |
6,159.5 |
287.5 |
4.5% |
81.5 |
1.3% |
79% |
False |
False |
98,561 |
| 40 |
6,481.5 |
6,159.5 |
322.0 |
5.0% |
72.0 |
1.1% |
71% |
False |
False |
99,383 |
| 60 |
6,481.5 |
6,128.0 |
353.5 |
5.5% |
64.5 |
1.0% |
73% |
False |
False |
66,444 |
| 80 |
6,481.5 |
5,879.0 |
602.5 |
9.4% |
55.0 |
0.9% |
84% |
False |
False |
49,875 |
| 100 |
6,481.5 |
5,760.0 |
721.5 |
11.3% |
45.5 |
0.7% |
87% |
False |
False |
39,904 |
| 120 |
6,481.5 |
5,492.5 |
989.0 |
15.5% |
38.0 |
0.6% |
90% |
False |
False |
33,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,667.0 |
|
2.618 |
6,574.0 |
|
1.618 |
6,517.0 |
|
1.000 |
6,482.0 |
|
0.618 |
6,460.0 |
|
HIGH |
6,425.0 |
|
0.618 |
6,403.0 |
|
0.500 |
6,396.5 |
|
0.382 |
6,390.0 |
|
LOW |
6,368.0 |
|
0.618 |
6,333.0 |
|
1.000 |
6,311.0 |
|
1.618 |
6,276.0 |
|
2.618 |
6,219.0 |
|
4.250 |
6,126.0 |
|
|
| Fisher Pivots for day following 25-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,396.5 |
6,365.5 |
| PP |
6,393.5 |
6,343.5 |
| S1 |
6,390.0 |
6,322.0 |
|