| Trading Metrics calculated at close of trading on 19-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1,379.5 |
1,395.0 |
15.5 |
1.1% |
1,485.0 |
| High |
1,405.3 |
1,427.6 |
22.3 |
1.6% |
1,497.4 |
| Low |
1,344.8 |
1,390.0 |
45.2 |
3.4% |
1,325.0 |
| Close |
1,396.3 |
1,399.6 |
3.3 |
0.2% |
1,399.6 |
| Range |
60.5 |
37.6 |
-22.9 |
-37.9% |
172.4 |
| ATR |
37.8 |
37.8 |
0.0 |
0.0% |
0.0 |
| Volume |
3,423 |
4,419 |
996 |
29.1% |
31,013 |
|
| Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,518.5 |
1,496.7 |
1,420.3 |
|
| R3 |
1,480.9 |
1,459.1 |
1,409.9 |
|
| R2 |
1,443.3 |
1,443.3 |
1,406.5 |
|
| R1 |
1,421.5 |
1,421.5 |
1,403.0 |
1,432.4 |
| PP |
1,405.7 |
1,405.7 |
1,405.7 |
1,411.2 |
| S1 |
1,383.9 |
1,383.9 |
1,396.2 |
1,394.8 |
| S2 |
1,368.1 |
1,368.1 |
1,392.7 |
|
| S3 |
1,330.5 |
1,346.3 |
1,389.3 |
|
| S4 |
1,292.9 |
1,308.7 |
1,378.9 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,924.5 |
1,834.5 |
1,494.4 |
|
| R3 |
1,752.1 |
1,662.1 |
1,447.0 |
|
| R2 |
1,579.7 |
1,579.7 |
1,431.2 |
|
| R1 |
1,489.7 |
1,489.7 |
1,415.4 |
1,448.5 |
| PP |
1,407.3 |
1,407.3 |
1,407.3 |
1,386.8 |
| S1 |
1,317.3 |
1,317.3 |
1,383.8 |
1,276.1 |
| S2 |
1,234.9 |
1,234.9 |
1,368.0 |
|
| S3 |
1,062.5 |
1,144.9 |
1,352.2 |
|
| S4 |
890.1 |
972.5 |
1,304.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,497.4 |
1,325.0 |
172.4 |
12.3% |
72.5 |
5.2% |
43% |
False |
False |
6,202 |
| 10 |
1,594.6 |
1,325.0 |
269.6 |
19.3% |
52.5 |
3.8% |
28% |
False |
False |
5,464 |
| 20 |
1,621.8 |
1,325.0 |
296.8 |
21.2% |
35.4 |
2.5% |
25% |
False |
False |
3,813 |
| 40 |
1,625.2 |
1,325.0 |
300.2 |
21.4% |
25.5 |
1.8% |
25% |
False |
False |
2,612 |
| 60 |
1,694.7 |
1,325.0 |
369.7 |
26.4% |
23.1 |
1.6% |
20% |
False |
False |
2,651 |
| 80 |
1,705.5 |
1,325.0 |
380.5 |
27.2% |
21.2 |
1.5% |
20% |
False |
False |
2,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,587.4 |
|
2.618 |
1,526.0 |
|
1.618 |
1,488.4 |
|
1.000 |
1,465.2 |
|
0.618 |
1,450.8 |
|
HIGH |
1,427.6 |
|
0.618 |
1,413.2 |
|
0.500 |
1,408.8 |
|
0.382 |
1,404.4 |
|
LOW |
1,390.0 |
|
0.618 |
1,366.8 |
|
1.000 |
1,352.4 |
|
1.618 |
1,329.2 |
|
2.618 |
1,291.6 |
|
4.250 |
1,230.2 |
|
|
| Fisher Pivots for day following 19-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,408.8 |
1,395.1 |
| PP |
1,405.7 |
1,390.7 |
| S1 |
1,402.7 |
1,386.2 |
|