| Trading Metrics calculated at close of trading on 16-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1,576.25 |
1,539.00 |
-37.25 |
-2.4% |
1,539.00 |
| High |
1,576.50 |
1,564.00 |
-12.50 |
-0.8% |
1,586.50 |
| Low |
1,532.75 |
1,538.50 |
5.75 |
0.4% |
1,536.75 |
| Close |
1,537.50 |
1,562.50 |
25.00 |
1.6% |
1,576.00 |
| Range |
43.75 |
25.50 |
-18.25 |
-41.7% |
49.75 |
| ATR |
17.21 |
17.88 |
0.66 |
3.9% |
0.00 |
| Volume |
12,948 |
12,291 |
-657 |
-5.1% |
26,108 |
|
| Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,631.50 |
1,622.50 |
1,576.50 |
|
| R3 |
1,606.00 |
1,597.00 |
1,569.50 |
|
| R2 |
1,580.50 |
1,580.50 |
1,567.25 |
|
| R1 |
1,571.50 |
1,571.50 |
1,564.75 |
1,576.00 |
| PP |
1,555.00 |
1,555.00 |
1,555.00 |
1,557.25 |
| S1 |
1,546.00 |
1,546.00 |
1,560.25 |
1,550.50 |
| S2 |
1,529.50 |
1,529.50 |
1,557.75 |
|
| S3 |
1,504.00 |
1,520.50 |
1,555.50 |
|
| S4 |
1,478.50 |
1,495.00 |
1,548.50 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,715.75 |
1,695.50 |
1,603.25 |
|
| R3 |
1,666.00 |
1,645.75 |
1,589.75 |
|
| R2 |
1,616.25 |
1,616.25 |
1,585.00 |
|
| R1 |
1,596.00 |
1,596.00 |
1,580.50 |
1,606.00 |
| PP |
1,566.50 |
1,566.50 |
1,566.50 |
1,571.50 |
| S1 |
1,546.25 |
1,546.25 |
1,571.50 |
1,556.50 |
| S2 |
1,516.75 |
1,516.75 |
1,567.00 |
|
| S3 |
1,467.00 |
1,496.50 |
1,562.25 |
|
| S4 |
1,417.25 |
1,446.75 |
1,548.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,586.50 |
1,532.75 |
53.75 |
3.4% |
24.00 |
1.5% |
55% |
False |
False |
9,441 |
| 10 |
1,586.50 |
1,527.00 |
59.50 |
3.8% |
20.75 |
1.3% |
60% |
False |
False |
5,758 |
| 20 |
1,586.50 |
1,526.00 |
60.50 |
3.9% |
18.00 |
1.2% |
60% |
False |
False |
3,544 |
| 40 |
1,586.50 |
1,470.25 |
116.25 |
7.4% |
16.00 |
1.0% |
79% |
False |
False |
2,177 |
| 60 |
1,586.50 |
1,460.25 |
126.25 |
8.1% |
13.50 |
0.9% |
81% |
False |
False |
1,530 |
| 80 |
1,586.50 |
1,370.50 |
216.00 |
13.8% |
12.75 |
0.8% |
89% |
False |
False |
1,161 |
| 100 |
1,586.50 |
1,363.00 |
223.50 |
14.3% |
11.00 |
0.7% |
89% |
False |
False |
931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,672.50 |
|
2.618 |
1,630.75 |
|
1.618 |
1,605.25 |
|
1.000 |
1,589.50 |
|
0.618 |
1,579.75 |
|
HIGH |
1,564.00 |
|
0.618 |
1,554.25 |
|
0.500 |
1,551.25 |
|
0.382 |
1,548.25 |
|
LOW |
1,538.50 |
|
0.618 |
1,522.75 |
|
1.000 |
1,513.00 |
|
1.618 |
1,497.25 |
|
2.618 |
1,471.75 |
|
4.250 |
1,430.00 |
|
|
| Fisher Pivots for day following 16-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,558.75 |
1,561.00 |
| PP |
1,555.00 |
1,559.50 |
| S1 |
1,551.25 |
1,558.00 |
|