| Trading Metrics calculated at close of trading on 26-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
14,676.30 |
14,699.11 |
22.81 |
0.2% |
14,547.51 |
| High |
14,768.05 |
14,743.49 |
-24.56 |
-0.2% |
14,768.05 |
| Low |
14,665.45 |
14,684.82 |
19.37 |
0.1% |
14,457.60 |
| Close |
14,700.80 |
14,712.55 |
11.75 |
0.1% |
14,712.55 |
| Range |
102.60 |
58.67 |
-43.93 |
-42.8% |
310.45 |
| ATR |
127.62 |
122.70 |
-4.93 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,889.63 |
14,859.76 |
14,744.82 |
|
| R3 |
14,830.96 |
14,801.09 |
14,728.68 |
|
| R2 |
14,772.29 |
14,772.29 |
14,723.31 |
|
| R1 |
14,742.42 |
14,742.42 |
14,717.93 |
14,757.36 |
| PP |
14,713.62 |
14,713.62 |
14,713.62 |
14,721.09 |
| S1 |
14,683.75 |
14,683.75 |
14,707.17 |
14,698.69 |
| S2 |
14,654.95 |
14,654.95 |
14,701.79 |
|
| S3 |
14,596.28 |
14,625.08 |
14,696.42 |
|
| S4 |
14,537.61 |
14,566.41 |
14,680.28 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,577.42 |
15,455.43 |
14,883.30 |
|
| R3 |
15,266.97 |
15,144.98 |
14,797.92 |
|
| R2 |
14,956.52 |
14,956.52 |
14,769.47 |
|
| R1 |
14,834.53 |
14,834.53 |
14,741.01 |
14,895.53 |
| PP |
14,646.07 |
14,646.07 |
14,646.07 |
14,676.56 |
| S1 |
14,524.08 |
14,524.08 |
14,684.09 |
14,585.08 |
| S2 |
14,335.62 |
14,335.62 |
14,655.63 |
|
| S3 |
14,025.17 |
14,213.63 |
14,627.18 |
|
| S4 |
13,714.72 |
13,903.18 |
14,541.80 |
|
|
| 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 |
14,457.60 |
310.45 |
2.1% |
108.10 |
0.7% |
82% |
False |
False |
|
| 10 |
14,865.06 |
14,444.03 |
421.03 |
2.9% |
143.02 |
1.0% |
64% |
False |
False |
|
| 20 |
14,887.51 |
14,434.43 |
453.08 |
3.1% |
129.78 |
0.9% |
61% |
False |
False |
|
| 40 |
14,887.51 |
13,937.60 |
949.91 |
6.5% |
115.53 |
0.8% |
82% |
False |
False |
|
| 60 |
14,887.51 |
13,784.01 |
1,103.50 |
7.5% |
116.25 |
0.8% |
84% |
False |
False |
|
| 80 |
14,887.51 |
13,104.30 |
1,783.21 |
12.1% |
110.36 |
0.8% |
90% |
False |
False |
|
| 100 |
14,887.51 |
12,883.89 |
2,003.62 |
13.6% |
112.09 |
0.8% |
91% |
False |
False |
|
| 120 |
14,887.51 |
12,471.49 |
2,416.02 |
16.4% |
118.75 |
0.8% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,992.84 |
|
2.618 |
14,897.09 |
|
1.618 |
14,838.42 |
|
1.000 |
14,802.16 |
|
0.618 |
14,779.75 |
|
HIGH |
14,743.49 |
|
0.618 |
14,721.08 |
|
0.500 |
14,714.16 |
|
0.382 |
14,707.23 |
|
LOW |
14,684.82 |
|
0.618 |
14,648.56 |
|
1.000 |
14,626.15 |
|
1.618 |
14,589.89 |
|
2.618 |
14,531.22 |
|
4.250 |
14,435.47 |
|
|
| Fisher Pivots for day following 26-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,714.16 |
14,716.75 |
| PP |
14,713.62 |
14,715.35 |
| S1 |
14,713.09 |
14,713.95 |
|