| Trading Metrics calculated at close of trading on 23-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1,411.3 |
1,429.5 |
18.2 |
1.3% |
1,485.0 |
| High |
1,442.8 |
1,434.8 |
-8.0 |
-0.6% |
1,497.4 |
| Low |
1,409.1 |
1,409.7 |
0.6 |
0.0% |
1,325.0 |
| Close |
1,425.4 |
1,413.1 |
-12.3 |
-0.9% |
1,399.6 |
| Range |
33.7 |
25.1 |
-8.6 |
-25.5% |
172.4 |
| ATR |
38.2 |
37.2 |
-0.9 |
-2.4% |
0.0 |
| Volume |
1,952 |
2,802 |
850 |
43.5% |
31,013 |
|
| Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,494.5 |
1,478.9 |
1,426.9 |
|
| R3 |
1,469.4 |
1,453.8 |
1,420.0 |
|
| R2 |
1,444.3 |
1,444.3 |
1,417.7 |
|
| R1 |
1,428.7 |
1,428.7 |
1,415.4 |
1,424.0 |
| PP |
1,419.2 |
1,419.2 |
1,419.2 |
1,416.8 |
| S1 |
1,403.6 |
1,403.6 |
1,410.8 |
1,398.9 |
| S2 |
1,394.1 |
1,394.1 |
1,408.5 |
|
| S3 |
1,369.0 |
1,378.5 |
1,406.2 |
|
| S4 |
1,343.9 |
1,353.4 |
1,399.3 |
|
|
| 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 |
1,344.8 |
98.0 |
6.9% |
37.1 |
2.6% |
70% |
False |
False |
3,816 |
| 10 |
1,592.1 |
1,325.0 |
267.1 |
18.9% |
55.2 |
3.9% |
33% |
False |
False |
4,909 |
| 20 |
1,612.6 |
1,325.0 |
287.6 |
20.4% |
36.6 |
2.6% |
31% |
False |
False |
3,890 |
| 40 |
1,625.2 |
1,325.0 |
300.2 |
21.2% |
26.1 |
1.8% |
29% |
False |
False |
2,667 |
| 60 |
1,694.3 |
1,325.0 |
369.3 |
26.1% |
23.5 |
1.7% |
24% |
False |
False |
2,678 |
| 80 |
1,705.5 |
1,325.0 |
380.5 |
26.9% |
21.7 |
1.5% |
23% |
False |
False |
2,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,541.5 |
|
2.618 |
1,500.5 |
|
1.618 |
1,475.4 |
|
1.000 |
1,459.9 |
|
0.618 |
1,450.3 |
|
HIGH |
1,434.8 |
|
0.618 |
1,425.2 |
|
0.500 |
1,422.3 |
|
0.382 |
1,419.3 |
|
LOW |
1,409.7 |
|
0.618 |
1,394.2 |
|
1.000 |
1,384.6 |
|
1.618 |
1,369.1 |
|
2.618 |
1,344.0 |
|
4.250 |
1,303.0 |
|
|
| Fisher Pivots for day following 23-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,422.3 |
1,416.4 |
| PP |
1,419.2 |
1,415.3 |
| S1 |
1,416.2 |
1,414.2 |
|