| Trading Metrics calculated at close of trading on 22-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,746.25 |
2,772.50 |
26.25 |
1.0% |
2,846.50 |
| High |
2,779.50 |
2,812.50 |
33.00 |
1.2% |
2,851.00 |
| Low |
2,736.75 |
2,770.75 |
34.00 |
1.2% |
2,724.00 |
| Close |
2,768.25 |
2,797.25 |
29.00 |
1.0% |
2,768.25 |
| Range |
42.75 |
41.75 |
-1.00 |
-2.3% |
127.00 |
| ATR |
41.54 |
41.73 |
0.19 |
0.5% |
0.00 |
| Volume |
273,830 |
230,393 |
-43,437 |
-15.9% |
1,560,794 |
|
| Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,918.75 |
2,899.75 |
2,820.25 |
|
| R3 |
2,877.00 |
2,858.00 |
2,808.75 |
|
| R2 |
2,835.25 |
2,835.25 |
2,805.00 |
|
| R1 |
2,816.25 |
2,816.25 |
2,801.00 |
2,825.75 |
| PP |
2,793.50 |
2,793.50 |
2,793.50 |
2,798.25 |
| S1 |
2,774.50 |
2,774.50 |
2,793.50 |
2,784.00 |
| S2 |
2,751.75 |
2,751.75 |
2,789.50 |
|
| S3 |
2,710.00 |
2,732.75 |
2,785.75 |
|
| S4 |
2,668.25 |
2,691.00 |
2,774.25 |
|
|
| 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 |
2,834.25 |
2,724.00 |
110.25 |
3.9% |
54.00 |
1.9% |
66% |
False |
False |
292,950 |
| 10 |
2,858.50 |
2,724.00 |
134.50 |
4.8% |
49.25 |
1.8% |
54% |
False |
False |
268,618 |
| 20 |
2,858.50 |
2,724.00 |
134.50 |
4.8% |
41.00 |
1.5% |
54% |
False |
False |
236,025 |
| 40 |
2,858.50 |
2,683.50 |
175.00 |
6.3% |
36.75 |
1.3% |
65% |
False |
False |
180,599 |
| 60 |
2,858.50 |
2,683.50 |
175.00 |
6.3% |
33.00 |
1.2% |
65% |
False |
False |
120,475 |
| 80 |
2,858.50 |
2,569.50 |
289.00 |
10.3% |
30.50 |
1.1% |
79% |
False |
False |
90,361 |
| 100 |
2,858.50 |
2,569.50 |
289.00 |
10.3% |
25.25 |
0.9% |
79% |
False |
False |
72,293 |
| 120 |
2,858.50 |
2,502.00 |
356.50 |
12.7% |
21.25 |
0.8% |
83% |
False |
False |
60,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,990.00 |
|
2.618 |
2,921.75 |
|
1.618 |
2,880.00 |
|
1.000 |
2,854.25 |
|
0.618 |
2,838.25 |
|
HIGH |
2,812.50 |
|
0.618 |
2,796.50 |
|
0.500 |
2,791.50 |
|
0.382 |
2,786.75 |
|
LOW |
2,770.75 |
|
0.618 |
2,745.00 |
|
1.000 |
2,729.00 |
|
1.618 |
2,703.25 |
|
2.618 |
2,661.50 |
|
4.250 |
2,593.25 |
|
|
| Fisher Pivots for day following 22-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,795.50 |
2,787.50 |
| PP |
2,793.50 |
2,778.00 |
| S1 |
2,791.50 |
2,768.25 |
|