| Trading Metrics calculated at close of trading on 17-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1,359.6 |
1,380.3 |
20.7 |
1.5% |
1,583.8 |
| High |
1,404.0 |
1,398.7 |
-5.3 |
-0.4% |
1,594.6 |
| Low |
1,325.0 |
1,370.0 |
45.0 |
3.4% |
1,480.0 |
| Close |
1,390.7 |
1,386.2 |
-4.5 |
-0.3% |
1,505.6 |
| Range |
79.0 |
28.7 |
-50.3 |
-63.7% |
114.6 |
| ATR |
36.6 |
36.0 |
-0.6 |
-1.5% |
0.0 |
| Volume |
11,501 |
6,487 |
-5,014 |
-43.6% |
23,636 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,471.1 |
1,457.3 |
1,402.0 |
|
| R3 |
1,442.4 |
1,428.6 |
1,394.1 |
|
| R2 |
1,413.7 |
1,413.7 |
1,391.5 |
|
| R1 |
1,399.9 |
1,399.9 |
1,388.8 |
1,406.8 |
| PP |
1,385.0 |
1,385.0 |
1,385.0 |
1,388.4 |
| S1 |
1,371.2 |
1,371.2 |
1,383.6 |
1,378.1 |
| S2 |
1,356.3 |
1,356.3 |
1,380.9 |
|
| S3 |
1,327.6 |
1,342.5 |
1,378.3 |
|
| S4 |
1,298.9 |
1,313.8 |
1,370.4 |
|
|
| 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 |
1,570.5 |
1,325.0 |
245.5 |
17.7% |
72.5 |
5.2% |
25% |
False |
False |
5,704 |
| 10 |
1,594.6 |
1,325.0 |
269.6 |
19.4% |
47.5 |
3.4% |
23% |
False |
False |
5,345 |
| 20 |
1,621.8 |
1,325.0 |
296.8 |
21.4% |
31.5 |
2.3% |
21% |
False |
False |
3,629 |
| 40 |
1,625.2 |
1,325.0 |
300.2 |
21.7% |
24.9 |
1.8% |
20% |
False |
False |
2,657 |
| 60 |
1,705.5 |
1,325.0 |
380.5 |
27.4% |
21.8 |
1.6% |
16% |
False |
False |
2,552 |
| 80 |
1,705.5 |
1,325.0 |
380.5 |
27.4% |
20.7 |
1.5% |
16% |
False |
False |
2,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,520.7 |
|
2.618 |
1,473.8 |
|
1.618 |
1,445.1 |
|
1.000 |
1,427.4 |
|
0.618 |
1,416.4 |
|
HIGH |
1,398.7 |
|
0.618 |
1,387.7 |
|
0.500 |
1,384.4 |
|
0.382 |
1,381.0 |
|
LOW |
1,370.0 |
|
0.618 |
1,352.3 |
|
1.000 |
1,341.3 |
|
1.618 |
1,323.6 |
|
2.618 |
1,294.9 |
|
4.250 |
1,248.0 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,385.6 |
1,411.2 |
| PP |
1,385.0 |
1,402.9 |
| S1 |
1,384.4 |
1,394.5 |
|