| Trading Metrics calculated at close of trading on 15-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,853.75 |
2,846.50 |
-7.25 |
-0.3% |
2,763.25 |
| High |
2,856.25 |
2,851.00 |
-5.25 |
-0.2% |
2,858.50 |
| Low |
2,828.25 |
2,771.25 |
-57.00 |
-2.0% |
2,757.00 |
| Close |
2,846.25 |
2,783.50 |
-62.75 |
-2.2% |
2,846.25 |
| Range |
28.00 |
79.75 |
51.75 |
184.8% |
101.50 |
| ATR |
32.81 |
36.16 |
3.35 |
10.2% |
0.00 |
| Volume |
198,997 |
326,433 |
127,436 |
64.0% |
1,071,136 |
|
| Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,041.25 |
2,992.00 |
2,827.25 |
|
| R3 |
2,961.50 |
2,912.25 |
2,805.50 |
|
| R2 |
2,881.75 |
2,881.75 |
2,798.00 |
|
| R1 |
2,832.50 |
2,832.50 |
2,790.75 |
2,817.25 |
| PP |
2,802.00 |
2,802.00 |
2,802.00 |
2,794.25 |
| S1 |
2,752.75 |
2,752.75 |
2,776.25 |
2,737.50 |
| S2 |
2,722.25 |
2,722.25 |
2,769.00 |
|
| S3 |
2,642.50 |
2,673.00 |
2,761.50 |
|
| S4 |
2,562.75 |
2,593.25 |
2,739.75 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,125.00 |
3,087.25 |
2,902.00 |
|
| R3 |
3,023.50 |
2,985.75 |
2,874.25 |
|
| R2 |
2,922.00 |
2,922.00 |
2,864.75 |
|
| R1 |
2,884.25 |
2,884.25 |
2,855.50 |
2,903.00 |
| PP |
2,820.50 |
2,820.50 |
2,820.50 |
2,830.00 |
| S1 |
2,782.75 |
2,782.75 |
2,837.00 |
2,801.50 |
| S2 |
2,719.00 |
2,719.00 |
2,827.75 |
|
| S3 |
2,617.50 |
2,681.25 |
2,818.25 |
|
| S4 |
2,516.00 |
2,579.75 |
2,790.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,858.50 |
2,771.25 |
87.25 |
3.1% |
44.50 |
1.6% |
14% |
False |
True |
244,286 |
| 10 |
2,858.50 |
2,737.50 |
121.00 |
4.3% |
40.75 |
1.5% |
38% |
False |
False |
236,046 |
| 20 |
2,858.50 |
2,737.50 |
121.00 |
4.3% |
37.00 |
1.3% |
38% |
False |
False |
220,678 |
| 40 |
2,858.50 |
2,683.50 |
175.00 |
6.3% |
34.00 |
1.2% |
57% |
False |
False |
144,024 |
| 60 |
2,858.50 |
2,683.50 |
175.00 |
6.3% |
30.00 |
1.1% |
57% |
False |
False |
96,063 |
| 80 |
2,858.50 |
2,569.50 |
289.00 |
10.4% |
28.00 |
1.0% |
74% |
False |
False |
72,057 |
| 100 |
2,858.50 |
2,569.50 |
289.00 |
10.4% |
22.50 |
0.8% |
74% |
False |
False |
57,646 |
| 120 |
2,858.50 |
2,502.00 |
356.50 |
12.8% |
19.25 |
0.7% |
79% |
False |
False |
48,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,190.00 |
|
2.618 |
3,059.75 |
|
1.618 |
2,980.00 |
|
1.000 |
2,930.75 |
|
0.618 |
2,900.25 |
|
HIGH |
2,851.00 |
|
0.618 |
2,820.50 |
|
0.500 |
2,811.00 |
|
0.382 |
2,801.75 |
|
LOW |
2,771.25 |
|
0.618 |
2,722.00 |
|
1.000 |
2,691.50 |
|
1.618 |
2,642.25 |
|
2.618 |
2,562.50 |
|
4.250 |
2,432.25 |
|
|
| Fisher Pivots for day following 15-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,811.00 |
2,815.00 |
| PP |
2,802.00 |
2,804.50 |
| S1 |
2,792.75 |
2,794.00 |
|