| Trading Metrics calculated at close of trading on 22-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1,395.0 |
1,411.3 |
16.3 |
1.2% |
1,485.0 |
| High |
1,427.6 |
1,442.8 |
15.2 |
1.1% |
1,497.4 |
| Low |
1,390.0 |
1,409.1 |
19.1 |
1.4% |
1,325.0 |
| Close |
1,399.6 |
1,425.4 |
25.8 |
1.8% |
1,399.6 |
| Range |
37.6 |
33.7 |
-3.9 |
-10.4% |
172.4 |
| ATR |
37.8 |
38.2 |
0.4 |
1.0% |
0.0 |
| Volume |
4,419 |
1,952 |
-2,467 |
-55.8% |
31,013 |
|
| Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,526.9 |
1,509.8 |
1,443.9 |
|
| R3 |
1,493.2 |
1,476.1 |
1,434.7 |
|
| R2 |
1,459.5 |
1,459.5 |
1,431.6 |
|
| R1 |
1,442.4 |
1,442.4 |
1,428.5 |
1,451.0 |
| PP |
1,425.8 |
1,425.8 |
1,425.8 |
1,430.0 |
| S1 |
1,408.7 |
1,408.7 |
1,422.3 |
1,417.3 |
| S2 |
1,392.1 |
1,392.1 |
1,419.2 |
|
| S3 |
1,358.4 |
1,375.0 |
1,416.1 |
|
| S4 |
1,324.7 |
1,341.3 |
1,406.9 |
|
|
| 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 |
1,442.8 |
1,325.0 |
117.8 |
8.3% |
47.9 |
3.4% |
85% |
True |
False |
5,556 |
| 10 |
1,594.6 |
1,325.0 |
269.6 |
18.9% |
54.6 |
3.8% |
37% |
False |
False |
5,046 |
| 20 |
1,618.0 |
1,325.0 |
293.0 |
20.6% |
36.5 |
2.6% |
34% |
False |
False |
3,859 |
| 40 |
1,625.2 |
1,325.0 |
300.2 |
21.1% |
25.9 |
1.8% |
33% |
False |
False |
2,617 |
| 60 |
1,694.3 |
1,325.0 |
369.3 |
25.9% |
23.3 |
1.6% |
27% |
False |
False |
2,666 |
| 80 |
1,705.5 |
1,325.0 |
380.5 |
26.7% |
21.5 |
1.5% |
26% |
False |
False |
2,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,586.0 |
|
2.618 |
1,531.0 |
|
1.618 |
1,497.3 |
|
1.000 |
1,476.5 |
|
0.618 |
1,463.6 |
|
HIGH |
1,442.8 |
|
0.618 |
1,429.9 |
|
0.500 |
1,426.0 |
|
0.382 |
1,422.0 |
|
LOW |
1,409.1 |
|
0.618 |
1,388.3 |
|
1.000 |
1,375.4 |
|
1.618 |
1,354.6 |
|
2.618 |
1,320.9 |
|
4.250 |
1,265.9 |
|
|
| Fisher Pivots for day following 22-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,426.0 |
1,414.9 |
| PP |
1,425.8 |
1,404.3 |
| S1 |
1,425.6 |
1,393.8 |
|