| Trading Metrics calculated at close of trading on 26-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1,430.3 |
1,467.3 |
37.0 |
2.6% |
1,408.3 |
| High |
1,468.6 |
1,484.8 |
16.2 |
1.1% |
1,484.8 |
| Low |
1,426.3 |
1,447.3 |
21.0 |
1.5% |
1,403.5 |
| Close |
1,462.0 |
1,453.6 |
-8.4 |
-0.6% |
1,453.6 |
| Range |
42.3 |
37.5 |
-4.8 |
-11.3% |
81.3 |
| ATR |
38.6 |
38.5 |
-0.1 |
-0.2% |
0.0 |
| Volume |
197,319 |
239,659 |
42,340 |
21.5% |
981,864 |
|
| Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,574.4 |
1,551.5 |
1,474.2 |
|
| R3 |
1,536.9 |
1,514.0 |
1,463.9 |
|
| R2 |
1,499.4 |
1,499.4 |
1,460.5 |
|
| R1 |
1,476.5 |
1,476.5 |
1,457.0 |
1,469.2 |
| PP |
1,461.9 |
1,461.9 |
1,461.9 |
1,458.3 |
| S1 |
1,439.0 |
1,439.0 |
1,450.2 |
1,431.7 |
| S2 |
1,424.4 |
1,424.4 |
1,446.7 |
|
| S3 |
1,386.9 |
1,401.5 |
1,443.3 |
|
| S4 |
1,349.4 |
1,364.0 |
1,433.0 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,691.2 |
1,653.7 |
1,498.3 |
|
| R3 |
1,609.9 |
1,572.4 |
1,476.0 |
|
| R2 |
1,528.6 |
1,528.6 |
1,468.5 |
|
| R1 |
1,491.1 |
1,491.1 |
1,461.1 |
1,509.9 |
| PP |
1,447.3 |
1,447.3 |
1,447.3 |
1,456.7 |
| S1 |
1,409.8 |
1,409.8 |
1,446.1 |
1,428.6 |
| S2 |
1,366.0 |
1,366.0 |
1,438.7 |
|
| S3 |
1,284.7 |
1,328.5 |
1,431.2 |
|
| S4 |
1,203.4 |
1,247.2 |
1,408.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,484.8 |
1,403.5 |
81.3 |
5.6% |
33.2 |
2.3% |
62% |
True |
False |
196,372 |
| 10 |
1,495.0 |
1,321.5 |
173.5 |
11.9% |
54.5 |
3.7% |
76% |
False |
False |
280,889 |
| 20 |
1,604.3 |
1,321.5 |
282.8 |
19.5% |
41.7 |
2.9% |
47% |
False |
False |
227,616 |
| 40 |
1,618.3 |
1,321.5 |
296.8 |
20.4% |
28.6 |
2.0% |
45% |
False |
False |
136,028 |
| 60 |
1,689.1 |
1,321.5 |
367.6 |
25.3% |
26.5 |
1.8% |
36% |
False |
False |
93,329 |
| 80 |
1,700.0 |
1,321.5 |
378.5 |
26.0% |
24.3 |
1.7% |
35% |
False |
False |
71,140 |
| 100 |
1,728.8 |
1,321.5 |
407.3 |
28.0% |
23.0 |
1.6% |
32% |
False |
False |
57,332 |
| 120 |
1,759.5 |
1,321.5 |
438.0 |
30.1% |
22.2 |
1.5% |
30% |
False |
False |
48,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,644.2 |
|
2.618 |
1,583.0 |
|
1.618 |
1,545.5 |
|
1.000 |
1,522.3 |
|
0.618 |
1,508.0 |
|
HIGH |
1,484.8 |
|
0.618 |
1,470.5 |
|
0.500 |
1,466.1 |
|
0.382 |
1,461.6 |
|
LOW |
1,447.3 |
|
0.618 |
1,424.1 |
|
1.000 |
1,409.8 |
|
1.618 |
1,386.6 |
|
2.618 |
1,349.1 |
|
4.250 |
1,287.9 |
|
|
| Fisher Pivots for day following 26-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,466.1 |
1,451.8 |
| PP |
1,461.9 |
1,450.0 |
| S1 |
1,457.8 |
1,448.2 |
|