| Trading Metrics calculated at close of trading on 16-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
14,787 |
14,505 |
-282 |
-1.9% |
14,479 |
| High |
14,797 |
14,698 |
-99 |
-0.7% |
14,823 |
| Low |
14,468 |
14,504 |
36 |
0.2% |
14,432 |
| Close |
14,512 |
14,685 |
173 |
1.2% |
14,784 |
| Range |
329 |
194 |
-135 |
-41.0% |
391 |
| ATR |
137 |
141 |
4 |
2.9% |
0 |
| Volume |
258,391 |
187,105 |
-71,286 |
-27.6% |
656,877 |
|
| Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,211 |
15,142 |
14,792 |
|
| R3 |
15,017 |
14,948 |
14,738 |
|
| R2 |
14,823 |
14,823 |
14,721 |
|
| R1 |
14,754 |
14,754 |
14,703 |
14,789 |
| PP |
14,629 |
14,629 |
14,629 |
14,646 |
| S1 |
14,560 |
14,560 |
14,667 |
14,595 |
| S2 |
14,435 |
14,435 |
14,650 |
|
| S3 |
14,241 |
14,366 |
14,632 |
|
| S4 |
14,047 |
14,172 |
14,578 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,853 |
15,709 |
14,999 |
|
| R3 |
15,462 |
15,318 |
14,892 |
|
| R2 |
15,071 |
15,071 |
14,856 |
|
| R1 |
14,927 |
14,927 |
14,820 |
14,999 |
| PP |
14,680 |
14,680 |
14,680 |
14,716 |
| S1 |
14,536 |
14,536 |
14,748 |
14,608 |
| S2 |
14,289 |
14,289 |
14,712 |
|
| S3 |
13,898 |
14,145 |
14,677 |
|
| S4 |
13,507 |
13,754 |
14,569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,823 |
14,468 |
355 |
2.4% |
176 |
1.2% |
61% |
False |
False |
170,503 |
| 10 |
14,823 |
14,361 |
462 |
3.1% |
157 |
1.1% |
70% |
False |
False |
163,879 |
| 20 |
14,823 |
14,308 |
515 |
3.5% |
143 |
1.0% |
73% |
False |
False |
153,714 |
| 40 |
14,823 |
13,681 |
1,142 |
7.8% |
133 |
0.9% |
88% |
False |
False |
99,185 |
| 60 |
14,823 |
13,500 |
1,323 |
9.0% |
112 |
0.8% |
90% |
False |
False |
66,169 |
| 80 |
14,823 |
12,700 |
2,123 |
14.5% |
100 |
0.7% |
93% |
False |
False |
49,628 |
| 100 |
14,823 |
12,550 |
2,273 |
15.5% |
86 |
0.6% |
94% |
False |
False |
39,704 |
| 120 |
14,823 |
12,342 |
2,481 |
16.9% |
80 |
0.5% |
94% |
False |
False |
33,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,523 |
|
2.618 |
15,206 |
|
1.618 |
15,012 |
|
1.000 |
14,892 |
|
0.618 |
14,818 |
|
HIGH |
14,698 |
|
0.618 |
14,624 |
|
0.500 |
14,601 |
|
0.382 |
14,578 |
|
LOW |
14,504 |
|
0.618 |
14,384 |
|
1.000 |
14,310 |
|
1.618 |
14,190 |
|
2.618 |
13,996 |
|
4.250 |
13,680 |
|
|
| Fisher Pivots for day following 16-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,657 |
14,670 |
| PP |
14,629 |
14,655 |
| S1 |
14,601 |
14,640 |
|