| 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 |
6,383.5 |
6,382.0 |
-1.5 |
0.0% |
6,246.0 |
| High |
6,425.0 |
6,396.5 |
-28.5 |
-0.4% |
6,425.0 |
| Low |
6,368.0 |
6,355.0 |
-13.0 |
-0.2% |
6,200.0 |
| Close |
6,387.0 |
6,376.0 |
-11.0 |
-0.2% |
6,376.0 |
| Range |
57.0 |
41.5 |
-15.5 |
-27.2% |
225.0 |
| ATR |
78.2 |
75.5 |
-2.6 |
-3.3% |
0.0 |
| Volume |
62,814 |
76,987 |
14,173 |
22.6% |
455,543 |
|
| Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,500.5 |
6,479.5 |
6,399.0 |
|
| R3 |
6,459.0 |
6,438.0 |
6,387.5 |
|
| R2 |
6,417.5 |
6,417.5 |
6,383.5 |
|
| R1 |
6,396.5 |
6,396.5 |
6,380.0 |
6,386.0 |
| PP |
6,376.0 |
6,376.0 |
6,376.0 |
6,370.5 |
| S1 |
6,355.0 |
6,355.0 |
6,372.0 |
6,345.0 |
| S2 |
6,334.5 |
6,334.5 |
6,368.5 |
|
| S3 |
6,293.0 |
6,313.5 |
6,364.5 |
|
| S4 |
6,251.5 |
6,272.0 |
6,353.0 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,008.5 |
6,917.5 |
6,500.0 |
|
| R3 |
6,783.5 |
6,692.5 |
6,438.0 |
|
| R2 |
6,558.5 |
6,558.5 |
6,417.0 |
|
| R1 |
6,467.5 |
6,467.5 |
6,396.5 |
6,513.0 |
| PP |
6,333.5 |
6,333.5 |
6,333.5 |
6,356.5 |
| S1 |
6,242.5 |
6,242.5 |
6,355.5 |
6,288.0 |
| S2 |
6,108.5 |
6,108.5 |
6,335.0 |
|
| S3 |
5,883.5 |
6,017.5 |
6,314.0 |
|
| S4 |
5,658.5 |
5,792.5 |
6,252.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,425.0 |
6,200.0 |
225.0 |
3.5% |
79.0 |
1.2% |
78% |
False |
False |
91,108 |
| 10 |
6,425.0 |
6,173.5 |
251.5 |
3.9% |
79.0 |
1.2% |
81% |
False |
False |
99,123 |
| 20 |
6,447.0 |
6,159.5 |
287.5 |
4.5% |
79.5 |
1.2% |
75% |
False |
False |
97,083 |
| 40 |
6,481.5 |
6,159.5 |
322.0 |
5.1% |
71.0 |
1.1% |
67% |
False |
False |
101,288 |
| 60 |
6,481.5 |
6,128.0 |
353.5 |
5.5% |
64.5 |
1.0% |
70% |
False |
False |
67,726 |
| 80 |
6,481.5 |
5,913.0 |
568.5 |
8.9% |
54.5 |
0.9% |
81% |
False |
False |
50,837 |
| 100 |
6,481.5 |
5,760.0 |
721.5 |
11.3% |
46.0 |
0.7% |
85% |
False |
False |
40,674 |
| 120 |
6,481.5 |
5,492.5 |
989.0 |
15.5% |
38.5 |
0.6% |
89% |
False |
False |
33,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,573.0 |
|
2.618 |
6,505.0 |
|
1.618 |
6,463.5 |
|
1.000 |
6,438.0 |
|
0.618 |
6,422.0 |
|
HIGH |
6,396.5 |
|
0.618 |
6,380.5 |
|
0.500 |
6,376.0 |
|
0.382 |
6,371.0 |
|
LOW |
6,355.0 |
|
0.618 |
6,329.5 |
|
1.000 |
6,313.5 |
|
1.618 |
6,288.0 |
|
2.618 |
6,246.5 |
|
4.250 |
6,178.5 |
|
|
| Fisher Pivots for day following 26-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,376.0 |
6,387.5 |
| PP |
6,376.0 |
6,383.5 |
| S1 |
6,376.0 |
6,380.0 |
|