| Trading Metrics calculated at close of trading on 17-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
14,505 |
14,681 |
176 |
1.2% |
14,479 |
| High |
14,698 |
14,691 |
-7 |
0.0% |
14,823 |
| Low |
14,504 |
14,494 |
-10 |
-0.1% |
14,432 |
| Close |
14,685 |
14,552 |
-133 |
-0.9% |
14,784 |
| Range |
194 |
197 |
3 |
1.5% |
391 |
| ATR |
141 |
145 |
4 |
2.8% |
0 |
| Volume |
187,105 |
238,623 |
51,518 |
27.5% |
656,877 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,170 |
15,058 |
14,660 |
|
| R3 |
14,973 |
14,861 |
14,606 |
|
| R2 |
14,776 |
14,776 |
14,588 |
|
| R1 |
14,664 |
14,664 |
14,570 |
14,622 |
| PP |
14,579 |
14,579 |
14,579 |
14,558 |
| S1 |
14,467 |
14,467 |
14,534 |
14,425 |
| S2 |
14,382 |
14,382 |
14,516 |
|
| S3 |
14,185 |
14,270 |
14,498 |
|
| S4 |
13,988 |
14,073 |
14,444 |
|
|
| 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% |
182 |
1.2% |
24% |
False |
False |
191,187 |
| 10 |
14,823 |
14,361 |
462 |
3.2% |
162 |
1.1% |
41% |
False |
False |
170,039 |
| 20 |
14,823 |
14,309 |
514 |
3.5% |
146 |
1.0% |
47% |
False |
False |
155,128 |
| 40 |
14,823 |
13,681 |
1,142 |
7.8% |
136 |
0.9% |
76% |
False |
False |
105,147 |
| 60 |
14,823 |
13,507 |
1,316 |
9.0% |
116 |
0.8% |
79% |
False |
False |
70,145 |
| 80 |
14,823 |
12,700 |
2,123 |
14.6% |
102 |
0.7% |
87% |
False |
False |
52,611 |
| 100 |
14,823 |
12,584 |
2,239 |
15.4% |
88 |
0.6% |
88% |
False |
False |
42,090 |
| 120 |
14,823 |
12,342 |
2,481 |
17.0% |
82 |
0.6% |
89% |
False |
False |
35,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,528 |
|
2.618 |
15,207 |
|
1.618 |
15,010 |
|
1.000 |
14,888 |
|
0.618 |
14,813 |
|
HIGH |
14,691 |
|
0.618 |
14,616 |
|
0.500 |
14,593 |
|
0.382 |
14,569 |
|
LOW |
14,494 |
|
0.618 |
14,372 |
|
1.000 |
14,297 |
|
1.618 |
14,175 |
|
2.618 |
13,978 |
|
4.250 |
13,657 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,593 |
14,633 |
| PP |
14,579 |
14,606 |
| S1 |
14,566 |
14,579 |
|