| 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 |
1,393.0 |
1,408.3 |
15.3 |
1.1% |
1,481.0 |
| High |
1,424.7 |
1,438.8 |
14.1 |
1.0% |
1,495.0 |
| Low |
1,385.4 |
1,403.5 |
18.1 |
1.3% |
1,321.5 |
| Close |
1,395.6 |
1,421.2 |
25.6 |
1.8% |
1,395.6 |
| Range |
39.3 |
35.3 |
-4.0 |
-10.2% |
173.5 |
| ATR |
39.7 |
39.9 |
0.3 |
0.6% |
0.0 |
| Volume |
199,699 |
186,680 |
-13,019 |
-6.5% |
1,827,032 |
|
| Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,527.1 |
1,509.4 |
1,440.6 |
|
| R3 |
1,491.8 |
1,474.1 |
1,430.9 |
|
| R2 |
1,456.5 |
1,456.5 |
1,427.7 |
|
| R1 |
1,438.8 |
1,438.8 |
1,424.4 |
1,447.7 |
| PP |
1,421.2 |
1,421.2 |
1,421.2 |
1,425.6 |
| S1 |
1,403.5 |
1,403.5 |
1,418.0 |
1,412.4 |
| S2 |
1,385.9 |
1,385.9 |
1,414.7 |
|
| S3 |
1,350.6 |
1,368.2 |
1,411.5 |
|
| S4 |
1,315.3 |
1,332.9 |
1,401.8 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,924.5 |
1,833.6 |
1,491.0 |
|
| R3 |
1,751.0 |
1,660.1 |
1,443.3 |
|
| R2 |
1,577.5 |
1,577.5 |
1,427.4 |
|
| R1 |
1,486.6 |
1,486.6 |
1,411.5 |
1,445.3 |
| PP |
1,404.0 |
1,404.0 |
1,404.0 |
1,383.4 |
| S1 |
1,313.1 |
1,313.1 |
1,379.7 |
1,271.8 |
| S2 |
1,230.5 |
1,230.5 |
1,363.8 |
|
| S3 |
1,057.0 |
1,139.6 |
1,347.9 |
|
| S4 |
883.5 |
966.1 |
1,300.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,438.8 |
1,321.5 |
117.3 |
8.3% |
50.8 |
3.6% |
85% |
True |
False |
262,673 |
| 10 |
1,590.1 |
1,321.5 |
268.6 |
18.9% |
57.0 |
4.0% |
37% |
False |
False |
282,873 |
| 20 |
1,614.5 |
1,321.5 |
293.0 |
20.6% |
38.5 |
2.7% |
34% |
False |
False |
215,013 |
| 40 |
1,620.6 |
1,321.5 |
299.1 |
21.0% |
28.0 |
2.0% |
33% |
False |
False |
117,367 |
| 60 |
1,689.1 |
1,321.5 |
367.6 |
25.9% |
25.3 |
1.8% |
27% |
False |
False |
80,592 |
| 80 |
1,700.0 |
1,321.5 |
378.5 |
26.6% |
23.5 |
1.7% |
26% |
False |
False |
61,296 |
| 100 |
1,758.4 |
1,321.5 |
436.9 |
30.7% |
22.5 |
1.6% |
23% |
False |
False |
49,495 |
| 120 |
1,759.5 |
1,321.5 |
438.0 |
30.8% |
21.3 |
1.5% |
23% |
False |
False |
41,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,588.8 |
|
2.618 |
1,531.2 |
|
1.618 |
1,495.9 |
|
1.000 |
1,474.1 |
|
0.618 |
1,460.6 |
|
HIGH |
1,438.8 |
|
0.618 |
1,425.3 |
|
0.500 |
1,421.2 |
|
0.382 |
1,417.0 |
|
LOW |
1,403.5 |
|
0.618 |
1,381.7 |
|
1.000 |
1,368.2 |
|
1.618 |
1,346.4 |
|
2.618 |
1,311.1 |
|
4.250 |
1,253.5 |
|
|
| Fisher Pivots for day following 22-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,421.2 |
1,409.9 |
| PP |
1,421.2 |
1,398.5 |
| S1 |
1,421.2 |
1,387.2 |
|