| Trading Metrics calculated at close of trading on 23-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
14,475 |
14,512 |
37 |
0.3% |
14,787 |
| High |
14,550 |
14,661 |
111 |
0.8% |
14,797 |
| Low |
14,394 |
14,444 |
50 |
0.3% |
14,403 |
| Close |
14,499 |
14,644 |
145 |
1.0% |
14,470 |
| Range |
156 |
217 |
61 |
39.1% |
394 |
| ATR |
147 |
152 |
5 |
3.4% |
0 |
| Volume |
166,375 |
182,635 |
16,260 |
9.8% |
1,049,060 |
|
| Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,234 |
15,156 |
14,763 |
|
| R3 |
15,017 |
14,939 |
14,704 |
|
| R2 |
14,800 |
14,800 |
14,684 |
|
| R1 |
14,722 |
14,722 |
14,664 |
14,761 |
| PP |
14,583 |
14,583 |
14,583 |
14,603 |
| S1 |
14,505 |
14,505 |
14,624 |
14,544 |
| S2 |
14,366 |
14,366 |
14,604 |
|
| S3 |
14,149 |
14,288 |
14,584 |
|
| S4 |
13,932 |
14,071 |
14,525 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,739 |
15,498 |
14,687 |
|
| R3 |
15,345 |
15,104 |
14,578 |
|
| R2 |
14,951 |
14,951 |
14,542 |
|
| R1 |
14,710 |
14,710 |
14,506 |
14,634 |
| PP |
14,557 |
14,557 |
14,557 |
14,518 |
| S1 |
14,316 |
14,316 |
14,434 |
14,240 |
| S2 |
14,163 |
14,163 |
14,398 |
|
| S3 |
13,769 |
13,922 |
14,362 |
|
| S4 |
13,375 |
13,528 |
14,253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,691 |
14,394 |
297 |
2.0% |
176 |
1.2% |
84% |
False |
False |
190,514 |
| 10 |
14,823 |
14,394 |
429 |
2.9% |
176 |
1.2% |
58% |
False |
False |
180,509 |
| 20 |
14,823 |
14,361 |
462 |
3.2% |
150 |
1.0% |
61% |
False |
False |
158,522 |
| 40 |
14,823 |
13,701 |
1,122 |
7.7% |
138 |
0.9% |
84% |
False |
False |
122,955 |
| 60 |
14,823 |
13,681 |
1,142 |
7.8% |
123 |
0.8% |
84% |
False |
False |
82,042 |
| 80 |
14,823 |
12,700 |
2,123 |
14.5% |
109 |
0.7% |
92% |
False |
False |
61,535 |
| 100 |
14,823 |
12,700 |
2,123 |
14.5% |
93 |
0.6% |
92% |
False |
False |
49,229 |
| 120 |
14,823 |
12,342 |
2,481 |
16.9% |
87 |
0.6% |
93% |
False |
False |
41,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,583 |
|
2.618 |
15,229 |
|
1.618 |
15,012 |
|
1.000 |
14,878 |
|
0.618 |
14,795 |
|
HIGH |
14,661 |
|
0.618 |
14,578 |
|
0.500 |
14,553 |
|
0.382 |
14,527 |
|
LOW |
14,444 |
|
0.618 |
14,310 |
|
1.000 |
14,227 |
|
1.618 |
14,093 |
|
2.618 |
13,876 |
|
4.250 |
13,522 |
|
|
| Fisher Pivots for day following 23-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,614 |
14,605 |
| PP |
14,583 |
14,566 |
| S1 |
14,553 |
14,528 |
|