| Trading Metrics calculated at close of trading on 18-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,830.50 |
2,770.50 |
-60.00 |
-2.1% |
2,763.25 |
| High |
2,830.50 |
2,788.00 |
-42.50 |
-1.5% |
2,858.50 |
| Low |
2,758.25 |
2,724.00 |
-34.25 |
-1.2% |
2,757.00 |
| Close |
2,774.50 |
2,739.50 |
-35.00 |
-1.3% |
2,846.25 |
| Range |
72.25 |
64.00 |
-8.25 |
-11.4% |
101.50 |
| ATR |
39.71 |
41.44 |
1.74 |
4.4% |
0.00 |
| Volume |
378,577 |
345,298 |
-33,279 |
-8.8% |
1,071,136 |
|
| Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,942.50 |
2,905.00 |
2,774.75 |
|
| R3 |
2,878.50 |
2,841.00 |
2,757.00 |
|
| R2 |
2,814.50 |
2,814.50 |
2,751.25 |
|
| R1 |
2,777.00 |
2,777.00 |
2,745.25 |
2,763.75 |
| PP |
2,750.50 |
2,750.50 |
2,750.50 |
2,744.00 |
| S1 |
2,713.00 |
2,713.00 |
2,733.75 |
2,699.75 |
| S2 |
2,686.50 |
2,686.50 |
2,727.75 |
|
| S3 |
2,622.50 |
2,649.00 |
2,722.00 |
|
| S4 |
2,558.50 |
2,585.00 |
2,704.25 |
|
|
| 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 |
2,856.25 |
2,724.00 |
132.25 |
4.8% |
58.50 |
2.1% |
12% |
False |
True |
297,192 |
| 10 |
2,858.50 |
2,724.00 |
134.50 |
4.9% |
48.75 |
1.8% |
12% |
False |
True |
262,337 |
| 20 |
2,858.50 |
2,724.00 |
134.50 |
4.9% |
40.00 |
1.5% |
12% |
False |
True |
230,898 |
| 40 |
2,858.50 |
2,683.50 |
175.00 |
6.4% |
36.25 |
1.3% |
32% |
False |
False |
168,031 |
| 60 |
2,858.50 |
2,683.50 |
175.00 |
6.4% |
32.25 |
1.2% |
32% |
False |
False |
112,072 |
| 80 |
2,858.50 |
2,569.50 |
289.00 |
10.5% |
29.75 |
1.1% |
59% |
False |
False |
84,059 |
| 100 |
2,858.50 |
2,569.50 |
289.00 |
10.5% |
24.25 |
0.9% |
59% |
False |
False |
67,251 |
| 120 |
2,858.50 |
2,502.00 |
356.50 |
13.0% |
20.50 |
0.7% |
67% |
False |
False |
56,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,060.00 |
|
2.618 |
2,955.50 |
|
1.618 |
2,891.50 |
|
1.000 |
2,852.00 |
|
0.618 |
2,827.50 |
|
HIGH |
2,788.00 |
|
0.618 |
2,763.50 |
|
0.500 |
2,756.00 |
|
0.382 |
2,748.50 |
|
LOW |
2,724.00 |
|
0.618 |
2,684.50 |
|
1.000 |
2,660.00 |
|
1.618 |
2,620.50 |
|
2.618 |
2,556.50 |
|
4.250 |
2,452.00 |
|
|
| Fisher Pivots for day following 18-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,756.00 |
2,779.00 |
| PP |
2,750.50 |
2,766.00 |
| S1 |
2,745.00 |
2,752.75 |
|