| Trading Metrics calculated at close of trading on 19-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,770.50 |
2,746.25 |
-24.25 |
-0.9% |
2,846.50 |
| High |
2,788.00 |
2,779.50 |
-8.50 |
-0.3% |
2,851.00 |
| Low |
2,724.00 |
2,736.75 |
12.75 |
0.5% |
2,724.00 |
| Close |
2,739.50 |
2,768.25 |
28.75 |
1.0% |
2,768.25 |
| Range |
64.00 |
42.75 |
-21.25 |
-33.2% |
127.00 |
| ATR |
41.44 |
41.54 |
0.09 |
0.2% |
0.00 |
| Volume |
345,298 |
273,830 |
-71,468 |
-20.7% |
1,560,794 |
|
| Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,889.75 |
2,871.75 |
2,791.75 |
|
| R3 |
2,847.00 |
2,829.00 |
2,780.00 |
|
| R2 |
2,804.25 |
2,804.25 |
2,776.00 |
|
| R1 |
2,786.25 |
2,786.25 |
2,772.25 |
2,795.25 |
| PP |
2,761.50 |
2,761.50 |
2,761.50 |
2,766.00 |
| S1 |
2,743.50 |
2,743.50 |
2,764.25 |
2,752.50 |
| S2 |
2,718.75 |
2,718.75 |
2,760.50 |
|
| S3 |
2,676.00 |
2,700.75 |
2,756.50 |
|
| S4 |
2,633.25 |
2,658.00 |
2,744.75 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,162.00 |
3,092.25 |
2,838.00 |
|
| R3 |
3,035.00 |
2,965.25 |
2,803.25 |
|
| R2 |
2,908.00 |
2,908.00 |
2,791.50 |
|
| R1 |
2,838.25 |
2,838.25 |
2,780.00 |
2,809.50 |
| PP |
2,781.00 |
2,781.00 |
2,781.00 |
2,766.75 |
| S1 |
2,711.25 |
2,711.25 |
2,756.50 |
2,682.50 |
| S2 |
2,654.00 |
2,654.00 |
2,745.00 |
|
| S3 |
2,527.00 |
2,584.25 |
2,733.25 |
|
| S4 |
2,400.00 |
2,457.25 |
2,698.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,851.00 |
2,724.00 |
127.00 |
4.6% |
61.50 |
2.2% |
35% |
False |
False |
312,158 |
| 10 |
2,858.50 |
2,724.00 |
134.50 |
4.9% |
48.25 |
1.7% |
33% |
False |
False |
263,193 |
| 20 |
2,858.50 |
2,724.00 |
134.50 |
4.9% |
40.75 |
1.5% |
33% |
False |
False |
233,526 |
| 40 |
2,858.50 |
2,683.50 |
175.00 |
6.3% |
36.25 |
1.3% |
48% |
False |
False |
174,865 |
| 60 |
2,858.50 |
2,683.50 |
175.00 |
6.3% |
33.00 |
1.2% |
48% |
False |
False |
116,635 |
| 80 |
2,858.50 |
2,569.50 |
289.00 |
10.4% |
30.00 |
1.1% |
69% |
False |
False |
87,481 |
| 100 |
2,858.50 |
2,569.50 |
289.00 |
10.4% |
24.75 |
0.9% |
69% |
False |
False |
69,989 |
| 120 |
2,858.50 |
2,502.00 |
356.50 |
12.9% |
20.75 |
0.8% |
75% |
False |
False |
58,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,961.25 |
|
2.618 |
2,891.50 |
|
1.618 |
2,848.75 |
|
1.000 |
2,822.25 |
|
0.618 |
2,806.00 |
|
HIGH |
2,779.50 |
|
0.618 |
2,763.25 |
|
0.500 |
2,758.00 |
|
0.382 |
2,753.00 |
|
LOW |
2,736.75 |
|
0.618 |
2,710.25 |
|
1.000 |
2,694.00 |
|
1.618 |
2,667.50 |
|
2.618 |
2,624.75 |
|
4.250 |
2,555.00 |
|
|
| Fisher Pivots for day following 19-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,765.00 |
2,777.25 |
| PP |
2,761.50 |
2,774.25 |
| S1 |
2,758.00 |
2,771.25 |
|