| Trading Metrics calculated at close of trading on 16-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,846.50 |
2,786.00 |
-60.50 |
-2.1% |
2,763.25 |
| High |
2,851.00 |
2,834.25 |
-16.75 |
-0.6% |
2,858.50 |
| Low |
2,771.25 |
2,785.25 |
14.00 |
0.5% |
2,757.00 |
| Close |
2,783.50 |
2,828.00 |
44.50 |
1.6% |
2,846.25 |
| Range |
79.75 |
49.00 |
-30.75 |
-38.6% |
101.50 |
| ATR |
36.16 |
37.20 |
1.04 |
2.9% |
0.00 |
| Volume |
326,433 |
236,656 |
-89,777 |
-27.5% |
1,071,136 |
|
| Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,962.75 |
2,944.50 |
2,855.00 |
|
| R3 |
2,913.75 |
2,895.50 |
2,841.50 |
|
| R2 |
2,864.75 |
2,864.75 |
2,837.00 |
|
| R1 |
2,846.50 |
2,846.50 |
2,832.50 |
2,855.50 |
| PP |
2,815.75 |
2,815.75 |
2,815.75 |
2,820.50 |
| S1 |
2,797.50 |
2,797.50 |
2,823.50 |
2,806.50 |
| S2 |
2,766.75 |
2,766.75 |
2,819.00 |
|
| S3 |
2,717.75 |
2,748.50 |
2,814.50 |
|
| S4 |
2,668.75 |
2,699.50 |
2,801.00 |
|
|
| 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% |
47.00 |
1.7% |
65% |
False |
False |
244,102 |
| 10 |
2,858.50 |
2,737.50 |
121.00 |
4.3% |
42.00 |
1.5% |
75% |
False |
False |
238,286 |
| 20 |
2,858.50 |
2,737.50 |
121.00 |
4.3% |
37.00 |
1.3% |
75% |
False |
False |
219,435 |
| 40 |
2,858.50 |
2,683.50 |
175.00 |
6.2% |
34.50 |
1.2% |
83% |
False |
False |
149,939 |
| 60 |
2,858.50 |
2,683.50 |
175.00 |
6.2% |
30.75 |
1.1% |
83% |
False |
False |
100,007 |
| 80 |
2,858.50 |
2,569.50 |
289.00 |
10.2% |
28.50 |
1.0% |
89% |
False |
False |
75,015 |
| 100 |
2,858.50 |
2,569.50 |
289.00 |
10.2% |
23.00 |
0.8% |
89% |
False |
False |
60,012 |
| 120 |
2,858.50 |
2,502.00 |
356.50 |
12.6% |
19.25 |
0.7% |
91% |
False |
False |
50,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,042.50 |
|
2.618 |
2,962.50 |
|
1.618 |
2,913.50 |
|
1.000 |
2,883.25 |
|
0.618 |
2,864.50 |
|
HIGH |
2,834.25 |
|
0.618 |
2,815.50 |
|
0.500 |
2,809.75 |
|
0.382 |
2,804.00 |
|
LOW |
2,785.25 |
|
0.618 |
2,755.00 |
|
1.000 |
2,736.25 |
|
1.618 |
2,706.00 |
|
2.618 |
2,657.00 |
|
4.250 |
2,577.00 |
|
|
| Fisher Pivots for day following 16-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,822.00 |
2,823.25 |
| PP |
2,815.75 |
2,818.50 |
| S1 |
2,809.75 |
2,813.75 |
|