| 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 |
1,396.0 |
1,407.4 |
11.4 |
0.8% |
1,482.9 |
| High |
1,425.3 |
1,440.2 |
14.9 |
1.0% |
1,496.4 |
| Low |
1,387.0 |
1,406.5 |
19.5 |
1.4% |
1,323.0 |
| Close |
1,397.0 |
1,422.7 |
25.7 |
1.8% |
1,397.0 |
| Range |
38.3 |
33.7 |
-4.6 |
-12.0% |
173.4 |
| ATR |
38.3 |
38.6 |
0.4 |
0.9% |
0.0 |
| Volume |
5,368 |
3,205 |
-2,163 |
-40.3% |
49,188 |
|
| Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,524.2 |
1,507.2 |
1,441.2 |
|
| R3 |
1,490.5 |
1,473.5 |
1,432.0 |
|
| R2 |
1,456.8 |
1,456.8 |
1,428.9 |
|
| R1 |
1,439.8 |
1,439.8 |
1,425.8 |
1,448.3 |
| PP |
1,423.1 |
1,423.1 |
1,423.1 |
1,427.4 |
| S1 |
1,406.1 |
1,406.1 |
1,419.6 |
1,414.6 |
| S2 |
1,389.4 |
1,389.4 |
1,416.5 |
|
| S3 |
1,355.7 |
1,372.4 |
1,413.4 |
|
| S4 |
1,322.0 |
1,338.7 |
1,404.2 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,925.7 |
1,834.7 |
1,492.4 |
|
| R3 |
1,752.3 |
1,661.3 |
1,444.7 |
|
| R2 |
1,578.9 |
1,578.9 |
1,428.8 |
|
| R1 |
1,487.9 |
1,487.9 |
1,412.9 |
1,446.7 |
| PP |
1,405.5 |
1,405.5 |
1,405.5 |
1,384.9 |
| S1 |
1,314.5 |
1,314.5 |
1,381.1 |
1,273.3 |
| S2 |
1,232.1 |
1,232.1 |
1,365.2 |
|
| S3 |
1,058.7 |
1,141.1 |
1,349.3 |
|
| S4 |
885.3 |
967.7 |
1,301.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,440.2 |
1,323.0 |
117.2 |
8.2% |
49.3 |
3.5% |
85% |
True |
False |
9,271 |
| 10 |
1,591.6 |
1,323.0 |
268.6 |
18.9% |
55.6 |
3.9% |
37% |
False |
False |
7,316 |
| 20 |
1,614.7 |
1,323.0 |
291.7 |
20.5% |
37.0 |
2.6% |
34% |
False |
False |
6,679 |
| 40 |
1,622.0 |
1,323.0 |
299.0 |
21.0% |
26.3 |
1.8% |
33% |
False |
False |
5,195 |
| 60 |
1,687.6 |
1,323.0 |
364.6 |
25.6% |
23.5 |
1.7% |
27% |
False |
False |
4,419 |
| 80 |
1,702.4 |
1,323.0 |
379.4 |
26.7% |
21.5 |
1.5% |
26% |
False |
False |
3,703 |
| 100 |
1,757.0 |
1,323.0 |
434.0 |
30.5% |
20.2 |
1.4% |
23% |
False |
False |
3,137 |
| 120 |
1,759.7 |
1,323.0 |
436.7 |
30.7% |
18.7 |
1.3% |
23% |
False |
False |
2,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,583.4 |
|
2.618 |
1,528.4 |
|
1.618 |
1,494.7 |
|
1.000 |
1,473.9 |
|
0.618 |
1,461.0 |
|
HIGH |
1,440.2 |
|
0.618 |
1,427.3 |
|
0.500 |
1,423.4 |
|
0.382 |
1,419.4 |
|
LOW |
1,406.5 |
|
0.618 |
1,385.7 |
|
1.000 |
1,372.8 |
|
1.618 |
1,352.0 |
|
2.618 |
1,318.3 |
|
4.250 |
1,263.3 |
|
|
| Fisher Pivots for day following 22-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,423.4 |
1,411.8 |
| PP |
1,423.1 |
1,401.0 |
| S1 |
1,422.9 |
1,390.1 |
|