| Trading Metrics calculated at close of trading on 25-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
14,718.69 |
14,676.30 |
-42.39 |
-0.3% |
14,865.06 |
| High |
14,747.42 |
14,768.05 |
20.63 |
0.1% |
14,865.06 |
| Low |
14,666.54 |
14,665.45 |
-1.09 |
0.0% |
14,444.03 |
| Close |
14,676.30 |
14,700.80 |
24.50 |
0.2% |
14,547.51 |
| Range |
80.88 |
102.60 |
21.72 |
26.9% |
421.03 |
| ATR |
129.55 |
127.62 |
-1.92 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,019.23 |
14,962.62 |
14,757.23 |
|
| R3 |
14,916.63 |
14,860.02 |
14,729.02 |
|
| R2 |
14,814.03 |
14,814.03 |
14,719.61 |
|
| R1 |
14,757.42 |
14,757.42 |
14,710.21 |
14,785.73 |
| PP |
14,711.43 |
14,711.43 |
14,711.43 |
14,725.59 |
| S1 |
14,654.82 |
14,654.82 |
14,691.40 |
14,683.13 |
| S2 |
14,608.83 |
14,608.83 |
14,681.99 |
|
| S3 |
14,506.23 |
14,552.22 |
14,672.59 |
|
| S4 |
14,403.63 |
14,449.62 |
14,644.37 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,881.96 |
15,635.76 |
14,779.08 |
|
| R3 |
15,460.93 |
15,214.73 |
14,663.29 |
|
| R2 |
15,039.90 |
15,039.90 |
14,624.70 |
|
| R1 |
14,793.70 |
14,793.70 |
14,586.10 |
14,706.29 |
| PP |
14,618.87 |
14,618.87 |
14,618.87 |
14,575.16 |
| S1 |
14,372.67 |
14,372.67 |
14,508.92 |
14,285.26 |
| S2 |
14,197.84 |
14,197.84 |
14,470.32 |
|
| S3 |
13,776.81 |
13,951.64 |
14,431.73 |
|
| S4 |
13,355.78 |
13,530.61 |
14,315.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,768.05 |
14,444.03 |
324.02 |
2.2% |
118.31 |
0.8% |
79% |
True |
False |
|
| 10 |
14,865.21 |
14,444.03 |
421.18 |
2.9% |
144.61 |
1.0% |
61% |
False |
False |
|
| 20 |
14,887.51 |
14,434.43 |
453.08 |
3.1% |
130.06 |
0.9% |
59% |
False |
False |
|
| 40 |
14,887.51 |
13,937.60 |
949.91 |
6.5% |
116.54 |
0.8% |
80% |
False |
False |
|
| 60 |
14,887.51 |
13,784.01 |
1,103.50 |
7.5% |
116.43 |
0.8% |
83% |
False |
False |
|
| 80 |
14,887.51 |
12,883.89 |
2,003.62 |
13.6% |
112.45 |
0.8% |
91% |
False |
False |
|
| 100 |
14,887.51 |
12,883.89 |
2,003.62 |
13.6% |
112.15 |
0.8% |
91% |
False |
False |
|
| 120 |
14,887.51 |
12,471.49 |
2,416.02 |
16.4% |
119.72 |
0.8% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,204.10 |
|
2.618 |
15,036.66 |
|
1.618 |
14,934.06 |
|
1.000 |
14,870.65 |
|
0.618 |
14,831.46 |
|
HIGH |
14,768.05 |
|
0.618 |
14,728.86 |
|
0.500 |
14,716.75 |
|
0.382 |
14,704.64 |
|
LOW |
14,665.45 |
|
0.618 |
14,602.04 |
|
1.000 |
14,562.85 |
|
1.618 |
14,499.44 |
|
2.618 |
14,396.84 |
|
4.250 |
14,229.40 |
|
|
| Fisher Pivots for day following 25-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,716.75 |
14,687.59 |
| PP |
14,711.43 |
14,674.38 |
| S1 |
14,706.12 |
14,661.17 |
|