| 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 |
2,786.00 |
2,830.50 |
44.50 |
1.6% |
2,763.25 |
| High |
2,834.25 |
2,830.50 |
-3.75 |
-0.1% |
2,858.50 |
| Low |
2,785.25 |
2,758.25 |
-27.00 |
-1.0% |
2,757.00 |
| Close |
2,828.00 |
2,774.50 |
-53.50 |
-1.9% |
2,846.25 |
| Range |
49.00 |
72.25 |
23.25 |
47.4% |
101.50 |
| ATR |
37.20 |
39.71 |
2.50 |
6.7% |
0.00 |
| Volume |
236,656 |
378,577 |
141,921 |
60.0% |
1,071,136 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,004.50 |
2,961.75 |
2,814.25 |
|
| R3 |
2,932.25 |
2,889.50 |
2,794.25 |
|
| R2 |
2,860.00 |
2,860.00 |
2,787.75 |
|
| R1 |
2,817.25 |
2,817.25 |
2,781.00 |
2,802.50 |
| PP |
2,787.75 |
2,787.75 |
2,787.75 |
2,780.50 |
| S1 |
2,745.00 |
2,745.00 |
2,768.00 |
2,730.25 |
| S2 |
2,715.50 |
2,715.50 |
2,761.25 |
|
| S3 |
2,643.25 |
2,672.75 |
2,754.75 |
|
| S4 |
2,571.00 |
2,600.50 |
2,734.75 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,125.00 |
3,087.25 |
2,902.00 |
|
| R3 |
3,023.50 |
2,985.75 |
2,874.25 |
|
| R2 |
2,922.00 |
2,922.00 |
2,864.75 |
|
| R1 |
2,884.25 |
2,884.25 |
2,855.50 |
2,903.00 |
| PP |
2,820.50 |
2,820.50 |
2,820.50 |
2,830.00 |
| S1 |
2,782.75 |
2,782.75 |
2,837.00 |
2,801.50 |
| S2 |
2,719.00 |
2,719.00 |
2,827.75 |
|
| S3 |
2,617.50 |
2,681.25 |
2,818.25 |
|
| S4 |
2,516.00 |
2,579.75 |
2,790.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,858.50 |
2,758.25 |
100.25 |
3.6% |
48.75 |
1.8% |
16% |
False |
True |
268,003 |
| 10 |
2,858.50 |
2,737.50 |
121.00 |
4.4% |
45.25 |
1.6% |
31% |
False |
False |
250,469 |
| 20 |
2,858.50 |
2,737.50 |
121.00 |
4.4% |
38.50 |
1.4% |
31% |
False |
False |
224,321 |
| 40 |
2,858.50 |
2,683.50 |
175.00 |
6.3% |
36.00 |
1.3% |
52% |
False |
False |
159,401 |
| 60 |
2,858.50 |
2,683.50 |
175.00 |
6.3% |
31.75 |
1.1% |
52% |
False |
False |
106,317 |
| 80 |
2,858.50 |
2,569.50 |
289.00 |
10.4% |
29.25 |
1.1% |
71% |
False |
False |
79,747 |
| 100 |
2,858.50 |
2,569.50 |
289.00 |
10.4% |
23.75 |
0.9% |
71% |
False |
False |
63,798 |
| 120 |
2,858.50 |
2,502.00 |
356.50 |
12.8% |
20.00 |
0.7% |
76% |
False |
False |
53,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,137.50 |
|
2.618 |
3,019.75 |
|
1.618 |
2,947.50 |
|
1.000 |
2,902.75 |
|
0.618 |
2,875.25 |
|
HIGH |
2,830.50 |
|
0.618 |
2,803.00 |
|
0.500 |
2,794.50 |
|
0.382 |
2,785.75 |
|
LOW |
2,758.25 |
|
0.618 |
2,713.50 |
|
1.000 |
2,686.00 |
|
1.618 |
2,641.25 |
|
2.618 |
2,569.00 |
|
4.250 |
2,451.25 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,794.50 |
2,804.50 |
| PP |
2,787.75 |
2,794.50 |
| S1 |
2,781.00 |
2,784.50 |
|