| Trading Metrics calculated at close of trading on 18-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1,380.3 |
1,379.5 |
-0.8 |
-0.1% |
1,583.8 |
| High |
1,398.7 |
1,405.3 |
6.6 |
0.5% |
1,594.6 |
| Low |
1,370.0 |
1,344.8 |
-25.2 |
-1.8% |
1,480.0 |
| Close |
1,386.2 |
1,396.3 |
10.1 |
0.7% |
1,505.6 |
| Range |
28.7 |
60.5 |
31.8 |
110.8% |
114.6 |
| ATR |
36.0 |
37.8 |
1.7 |
4.8% |
0.0 |
| Volume |
6,487 |
3,423 |
-3,064 |
-47.2% |
23,636 |
|
| Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,563.6 |
1,540.5 |
1,429.6 |
|
| R3 |
1,503.1 |
1,480.0 |
1,412.9 |
|
| R2 |
1,442.6 |
1,442.6 |
1,407.4 |
|
| R1 |
1,419.5 |
1,419.5 |
1,401.8 |
1,431.1 |
| PP |
1,382.1 |
1,382.1 |
1,382.1 |
1,387.9 |
| S1 |
1,359.0 |
1,359.0 |
1,390.8 |
1,370.6 |
| S2 |
1,321.6 |
1,321.6 |
1,385.2 |
|
| S3 |
1,261.1 |
1,298.5 |
1,379.7 |
|
| S4 |
1,200.6 |
1,238.0 |
1,363.0 |
|
|
| 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 |
1,565.6 |
1,325.0 |
240.6 |
17.2% |
82.1 |
5.9% |
30% |
False |
False |
5,697 |
| 10 |
1,594.6 |
1,325.0 |
269.6 |
19.3% |
51.8 |
3.7% |
26% |
False |
False |
5,495 |
| 20 |
1,621.8 |
1,325.0 |
296.8 |
21.3% |
34.1 |
2.4% |
24% |
False |
False |
3,668 |
| 40 |
1,625.2 |
1,325.0 |
300.2 |
21.5% |
25.2 |
1.8% |
24% |
False |
False |
2,554 |
| 60 |
1,704.4 |
1,325.0 |
379.4 |
27.2% |
22.7 |
1.6% |
19% |
False |
False |
2,601 |
| 80 |
1,705.5 |
1,325.0 |
380.5 |
27.3% |
21.0 |
1.5% |
19% |
False |
False |
2,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,662.4 |
|
2.618 |
1,563.7 |
|
1.618 |
1,503.2 |
|
1.000 |
1,465.8 |
|
0.618 |
1,442.7 |
|
HIGH |
1,405.3 |
|
0.618 |
1,382.2 |
|
0.500 |
1,375.1 |
|
0.382 |
1,367.9 |
|
LOW |
1,344.8 |
|
0.618 |
1,307.4 |
|
1.000 |
1,284.3 |
|
1.618 |
1,246.9 |
|
2.618 |
1,186.4 |
|
4.250 |
1,087.7 |
|
|
| Fisher Pivots for day following 18-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,389.2 |
1,385.9 |
| PP |
1,382.1 |
1,375.5 |
| S1 |
1,375.1 |
1,365.2 |
|