| Trading Metrics calculated at close of trading on 15-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1,565.6 |
1,485.0 |
-80.6 |
-5.1% |
1,583.8 |
| High |
1,565.6 |
1,497.4 |
-68.2 |
-4.4% |
1,594.6 |
| Low |
1,480.0 |
1,340.9 |
-139.1 |
-9.4% |
1,480.0 |
| Close |
1,505.6 |
1,364.2 |
-141.4 |
-9.4% |
1,505.6 |
| Range |
85.6 |
156.5 |
70.9 |
82.8% |
114.6 |
| ATR |
23.2 |
33.3 |
10.1 |
43.5% |
0.0 |
| Volume |
1,893 |
5,183 |
3,290 |
173.8% |
23,636 |
|
| Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,870.3 |
1,773.8 |
1,450.3 |
|
| R3 |
1,713.8 |
1,617.3 |
1,407.2 |
|
| R2 |
1,557.3 |
1,557.3 |
1,392.9 |
|
| R1 |
1,460.8 |
1,460.8 |
1,378.5 |
1,430.8 |
| PP |
1,400.8 |
1,400.8 |
1,400.8 |
1,385.9 |
| S1 |
1,304.3 |
1,304.3 |
1,349.9 |
1,274.3 |
| S2 |
1,244.3 |
1,244.3 |
1,335.5 |
|
| S3 |
1,087.8 |
1,147.8 |
1,321.2 |
|
| S4 |
931.3 |
991.3 |
1,278.1 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,870.5 |
1,802.7 |
1,568.6 |
|
| R3 |
1,755.9 |
1,688.1 |
1,537.1 |
|
| R2 |
1,641.3 |
1,641.3 |
1,526.6 |
|
| R1 |
1,573.5 |
1,573.5 |
1,516.1 |
1,550.1 |
| PP |
1,526.7 |
1,526.7 |
1,526.7 |
1,515.1 |
| S1 |
1,458.9 |
1,458.9 |
1,495.1 |
1,435.5 |
| S2 |
1,412.1 |
1,412.1 |
1,484.6 |
|
| S3 |
1,297.5 |
1,344.3 |
1,474.1 |
|
| S4 |
1,182.9 |
1,229.7 |
1,442.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,594.6 |
1,340.9 |
253.7 |
18.6% |
61.3 |
4.5% |
9% |
False |
True |
4,535 |
| 10 |
1,608.5 |
1,340.9 |
267.6 |
19.6% |
42.3 |
3.1% |
9% |
False |
True |
3,750 |
| 20 |
1,621.8 |
1,340.9 |
280.9 |
20.6% |
27.7 |
2.0% |
8% |
False |
True |
2,827 |
| 40 |
1,641.6 |
1,340.9 |
300.7 |
22.0% |
23.5 |
1.7% |
8% |
False |
True |
2,450 |
| 60 |
1,705.5 |
1,340.9 |
364.6 |
26.7% |
20.6 |
1.5% |
6% |
False |
True |
2,310 |
| 80 |
1,713.4 |
1,340.9 |
372.5 |
27.3% |
20.0 |
1.5% |
6% |
False |
True |
2,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,162.5 |
|
2.618 |
1,907.1 |
|
1.618 |
1,750.6 |
|
1.000 |
1,653.9 |
|
0.618 |
1,594.1 |
|
HIGH |
1,497.4 |
|
0.618 |
1,437.6 |
|
0.500 |
1,419.2 |
|
0.382 |
1,400.7 |
|
LOW |
1,340.9 |
|
0.618 |
1,244.2 |
|
1.000 |
1,184.4 |
|
1.618 |
1,087.7 |
|
2.618 |
931.2 |
|
4.250 |
675.8 |
|
|
| Fisher Pivots for day following 15-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,419.2 |
1,455.7 |
| PP |
1,400.8 |
1,425.2 |
| S1 |
1,382.5 |
1,394.7 |
|