| Trading Metrics calculated at close of trading on 24-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1,428.1 |
1,415.0 |
-13.1 |
-0.9% |
1,482.9 |
| High |
1,431.9 |
1,434.6 |
2.7 |
0.2% |
1,496.4 |
| Low |
1,406.0 |
1,414.9 |
8.9 |
0.6% |
1,323.0 |
| Close |
1,410.3 |
1,425.3 |
15.0 |
1.1% |
1,397.0 |
| Range |
25.9 |
19.7 |
-6.2 |
-23.9% |
173.4 |
| ATR |
37.7 |
36.7 |
-1.0 |
-2.5% |
0.0 |
| Volume |
4,816 |
11,928 |
7,112 |
147.7% |
49,188 |
|
| Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,484.0 |
1,474.4 |
1,436.1 |
|
| R3 |
1,464.3 |
1,454.7 |
1,430.7 |
|
| R2 |
1,444.6 |
1,444.6 |
1,428.9 |
|
| R1 |
1,435.0 |
1,435.0 |
1,427.1 |
1,439.8 |
| PP |
1,424.9 |
1,424.9 |
1,424.9 |
1,427.4 |
| S1 |
1,415.3 |
1,415.3 |
1,423.5 |
1,420.1 |
| S2 |
1,405.2 |
1,405.2 |
1,421.7 |
|
| S3 |
1,385.5 |
1,395.6 |
1,419.9 |
|
| S4 |
1,365.8 |
1,375.9 |
1,414.5 |
|
|
| 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 |
1,340.0 |
100.2 |
7.0% |
36.1 |
2.5% |
85% |
False |
False |
6,314 |
| 10 |
1,569.6 |
1,323.0 |
246.6 |
17.3% |
55.0 |
3.9% |
41% |
False |
False |
8,325 |
| 20 |
1,610.0 |
1,323.0 |
287.0 |
20.1% |
37.8 |
2.6% |
36% |
False |
False |
6,732 |
| 40 |
1,619.3 |
1,323.0 |
296.3 |
20.8% |
26.2 |
1.8% |
35% |
False |
False |
5,463 |
| 60 |
1,687.6 |
1,323.0 |
364.6 |
25.6% |
23.9 |
1.7% |
28% |
False |
False |
4,638 |
| 80 |
1,702.4 |
1,323.0 |
379.4 |
26.6% |
21.8 |
1.5% |
27% |
False |
False |
3,895 |
| 100 |
1,738.1 |
1,323.0 |
415.1 |
29.1% |
20.2 |
1.4% |
25% |
False |
False |
3,290 |
| 120 |
1,759.7 |
1,323.0 |
436.7 |
30.6% |
19.0 |
1.3% |
23% |
False |
False |
3,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,518.3 |
|
2.618 |
1,486.2 |
|
1.618 |
1,466.5 |
|
1.000 |
1,454.3 |
|
0.618 |
1,446.8 |
|
HIGH |
1,434.6 |
|
0.618 |
1,427.1 |
|
0.500 |
1,424.8 |
|
0.382 |
1,422.4 |
|
LOW |
1,414.9 |
|
0.618 |
1,402.7 |
|
1.000 |
1,395.2 |
|
1.618 |
1,383.0 |
|
2.618 |
1,363.3 |
|
4.250 |
1,331.2 |
|
|
| Fisher Pivots for day following 24-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,425.1 |
1,424.6 |
| PP |
1,424.9 |
1,423.8 |
| S1 |
1,424.8 |
1,423.1 |
|