| Trading Metrics calculated at close of trading on 25-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,829.50 |
2,821.75 |
-7.75 |
-0.3% |
2,846.50 |
| High |
2,838.25 |
2,854.50 |
16.25 |
0.6% |
2,851.00 |
| Low |
2,816.00 |
2,814.00 |
-2.00 |
-0.1% |
2,724.00 |
| Close |
2,824.00 |
2,844.00 |
20.00 |
0.7% |
2,768.25 |
| Range |
22.25 |
40.50 |
18.25 |
82.0% |
127.00 |
| ATR |
41.45 |
41.38 |
-0.07 |
-0.2% |
0.00 |
| Volume |
257,076 |
196,635 |
-60,441 |
-23.5% |
1,560,794 |
|
| Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,959.00 |
2,942.00 |
2,866.25 |
|
| R3 |
2,918.50 |
2,901.50 |
2,855.25 |
|
| R2 |
2,878.00 |
2,878.00 |
2,851.50 |
|
| R1 |
2,861.00 |
2,861.00 |
2,847.75 |
2,869.50 |
| PP |
2,837.50 |
2,837.50 |
2,837.50 |
2,841.75 |
| S1 |
2,820.50 |
2,820.50 |
2,840.25 |
2,829.00 |
| S2 |
2,797.00 |
2,797.00 |
2,836.50 |
|
| S3 |
2,756.50 |
2,780.00 |
2,832.75 |
|
| S4 |
2,716.00 |
2,739.50 |
2,821.75 |
|
|
| 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 |
2,854.50 |
2,736.75 |
117.75 |
4.1% |
41.25 |
1.4% |
91% |
True |
False |
245,452 |
| 10 |
2,856.25 |
2,724.00 |
132.25 |
4.7% |
50.00 |
1.8% |
91% |
False |
False |
271,322 |
| 20 |
2,858.50 |
2,724.00 |
134.50 |
4.7% |
42.50 |
1.5% |
89% |
False |
False |
241,980 |
| 40 |
2,858.50 |
2,707.50 |
151.00 |
5.3% |
36.00 |
1.3% |
90% |
False |
False |
198,531 |
| 60 |
2,858.50 |
2,683.50 |
175.00 |
6.2% |
34.00 |
1.2% |
92% |
False |
False |
132,525 |
| 80 |
2,858.50 |
2,569.50 |
289.00 |
10.2% |
30.75 |
1.1% |
95% |
False |
False |
99,397 |
| 100 |
2,858.50 |
2,569.50 |
289.00 |
10.2% |
26.50 |
0.9% |
95% |
False |
False |
79,523 |
| 120 |
2,858.50 |
2,502.00 |
356.50 |
12.5% |
22.25 |
0.8% |
96% |
False |
False |
66,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,026.50 |
|
2.618 |
2,960.50 |
|
1.618 |
2,920.00 |
|
1.000 |
2,895.00 |
|
0.618 |
2,879.50 |
|
HIGH |
2,854.50 |
|
0.618 |
2,839.00 |
|
0.500 |
2,834.25 |
|
0.382 |
2,829.50 |
|
LOW |
2,814.00 |
|
0.618 |
2,789.00 |
|
1.000 |
2,773.50 |
|
1.618 |
2,748.50 |
|
2.618 |
2,708.00 |
|
4.250 |
2,642.00 |
|
|
| Fisher Pivots for day following 25-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,840.75 |
2,836.00 |
| PP |
2,837.50 |
2,827.75 |
| S1 |
2,834.25 |
2,819.75 |
|