| Trading Metrics calculated at close of trading on 23-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,772.50 |
2,800.75 |
28.25 |
1.0% |
2,846.50 |
| High |
2,812.50 |
2,843.50 |
31.00 |
1.1% |
2,851.00 |
| Low |
2,770.75 |
2,785.00 |
14.25 |
0.5% |
2,724.00 |
| Close |
2,797.25 |
2,823.00 |
25.75 |
0.9% |
2,768.25 |
| Range |
41.75 |
58.50 |
16.75 |
40.1% |
127.00 |
| ATR |
41.73 |
42.93 |
1.20 |
2.9% |
0.00 |
| Volume |
230,393 |
269,327 |
38,934 |
16.9% |
1,560,794 |
|
| Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,992.75 |
2,966.25 |
2,855.25 |
|
| R3 |
2,934.25 |
2,907.75 |
2,839.00 |
|
| R2 |
2,875.75 |
2,875.75 |
2,833.75 |
|
| R1 |
2,849.25 |
2,849.25 |
2,828.25 |
2,862.50 |
| PP |
2,817.25 |
2,817.25 |
2,817.25 |
2,823.75 |
| S1 |
2,790.75 |
2,790.75 |
2,817.75 |
2,804.00 |
| S2 |
2,758.75 |
2,758.75 |
2,812.25 |
|
| S3 |
2,700.25 |
2,732.25 |
2,807.00 |
|
| S4 |
2,641.75 |
2,673.75 |
2,790.75 |
|
|
| 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 |
2,843.50 |
2,724.00 |
119.50 |
4.2% |
55.75 |
2.0% |
83% |
True |
False |
299,485 |
| 10 |
2,858.50 |
2,724.00 |
134.50 |
4.8% |
51.50 |
1.8% |
74% |
False |
False |
271,793 |
| 20 |
2,858.50 |
2,724.00 |
134.50 |
4.8% |
42.00 |
1.5% |
74% |
False |
False |
237,023 |
| 40 |
2,858.50 |
2,683.50 |
175.00 |
6.2% |
36.50 |
1.3% |
80% |
False |
False |
187,303 |
| 60 |
2,858.50 |
2,683.50 |
175.00 |
6.2% |
33.75 |
1.2% |
80% |
False |
False |
124,963 |
| 80 |
2,858.50 |
2,569.50 |
289.00 |
10.2% |
30.75 |
1.1% |
88% |
False |
False |
93,727 |
| 100 |
2,858.50 |
2,569.50 |
289.00 |
10.2% |
25.75 |
0.9% |
88% |
False |
False |
74,986 |
| 120 |
2,858.50 |
2,502.00 |
356.50 |
12.6% |
21.75 |
0.8% |
90% |
False |
False |
62,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,092.00 |
|
2.618 |
2,996.75 |
|
1.618 |
2,938.25 |
|
1.000 |
2,902.00 |
|
0.618 |
2,879.75 |
|
HIGH |
2,843.50 |
|
0.618 |
2,821.25 |
|
0.500 |
2,814.25 |
|
0.382 |
2,807.25 |
|
LOW |
2,785.00 |
|
0.618 |
2,748.75 |
|
1.000 |
2,726.50 |
|
1.618 |
2,690.25 |
|
2.618 |
2,631.75 |
|
4.250 |
2,536.50 |
|
|
| Fisher Pivots for day following 23-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,820.00 |
2,812.00 |
| PP |
2,817.25 |
2,801.00 |
| S1 |
2,814.25 |
2,790.00 |
|