| 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 |
1,567.00 |
1,575.50 |
8.50 |
0.5% |
1,545.00 |
| High |
1,582.00 |
1,576.00 |
-6.00 |
-0.4% |
1,582.00 |
| Low |
1,564.50 |
1,566.75 |
2.25 |
0.1% |
1,537.50 |
| Close |
1,575.75 |
1,570.50 |
-5.25 |
-0.3% |
1,570.50 |
| Range |
17.50 |
9.25 |
-8.25 |
-47.1% |
44.50 |
| ATR |
18.57 |
17.91 |
-0.67 |
-3.6% |
0.00 |
| Volume |
15,157 |
14,207 |
-950 |
-6.3% |
65,355 |
|
| Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,598.75 |
1,594.00 |
1,575.50 |
|
| R3 |
1,589.50 |
1,584.75 |
1,573.00 |
|
| R2 |
1,580.25 |
1,580.25 |
1,572.25 |
|
| R1 |
1,575.50 |
1,575.50 |
1,571.25 |
1,573.25 |
| PP |
1,571.00 |
1,571.00 |
1,571.00 |
1,570.00 |
| S1 |
1,566.25 |
1,566.25 |
1,569.75 |
1,564.00 |
| S2 |
1,561.75 |
1,561.75 |
1,568.75 |
|
| S3 |
1,552.50 |
1,557.00 |
1,568.00 |
|
| S4 |
1,543.25 |
1,547.75 |
1,565.50 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,696.75 |
1,678.25 |
1,595.00 |
|
| R3 |
1,652.25 |
1,633.75 |
1,582.75 |
|
| R2 |
1,607.75 |
1,607.75 |
1,578.75 |
|
| R1 |
1,589.25 |
1,589.25 |
1,574.50 |
1,598.50 |
| PP |
1,563.25 |
1,563.25 |
1,563.25 |
1,568.00 |
| S1 |
1,544.75 |
1,544.75 |
1,566.50 |
1,554.00 |
| S2 |
1,518.75 |
1,518.75 |
1,562.25 |
|
| S3 |
1,474.25 |
1,500.25 |
1,558.25 |
|
| S4 |
1,429.75 |
1,455.75 |
1,546.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,582.00 |
1,537.50 |
44.50 |
2.8% |
16.25 |
1.0% |
74% |
False |
False |
13,071 |
| 10 |
1,582.00 |
1,524.75 |
57.25 |
3.6% |
21.75 |
1.4% |
80% |
False |
False |
13,433 |
| 20 |
1,586.50 |
1,524.75 |
61.75 |
3.9% |
19.00 |
1.2% |
74% |
False |
False |
8,504 |
| 40 |
1,586.50 |
1,488.25 |
98.25 |
6.3% |
16.25 |
1.0% |
84% |
False |
False |
4,853 |
| 60 |
1,586.50 |
1,470.25 |
116.25 |
7.4% |
14.75 |
0.9% |
86% |
False |
False |
3,327 |
| 80 |
1,586.50 |
1,415.00 |
171.50 |
10.9% |
13.00 |
0.8% |
91% |
False |
False |
2,516 |
| 100 |
1,586.50 |
1,370.50 |
216.00 |
13.8% |
12.50 |
0.8% |
93% |
False |
False |
2,021 |
| 120 |
1,586.50 |
1,330.50 |
256.00 |
16.3% |
11.00 |
0.7% |
94% |
False |
False |
1,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,615.25 |
|
2.618 |
1,600.25 |
|
1.618 |
1,591.00 |
|
1.000 |
1,585.25 |
|
0.618 |
1,581.75 |
|
HIGH |
1,576.00 |
|
0.618 |
1,572.50 |
|
0.500 |
1,571.50 |
|
0.382 |
1,570.25 |
|
LOW |
1,566.75 |
|
0.618 |
1,561.00 |
|
1.000 |
1,557.50 |
|
1.618 |
1,551.75 |
|
2.618 |
1,542.50 |
|
4.250 |
1,527.50 |
|
|
| Fisher Pivots for day following 26-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,571.50 |
1,573.25 |
| PP |
1,571.00 |
1,572.25 |
| S1 |
1,570.75 |
1,571.50 |
|