| Trading Metrics calculated at close of trading on 24-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,800.75 |
2,829.50 |
28.75 |
1.0% |
2,846.50 |
| High |
2,843.50 |
2,838.25 |
-5.25 |
-0.2% |
2,851.00 |
| Low |
2,785.00 |
2,816.00 |
31.00 |
1.1% |
2,724.00 |
| Close |
2,823.00 |
2,824.00 |
1.00 |
0.0% |
2,768.25 |
| Range |
58.50 |
22.25 |
-36.25 |
-62.0% |
127.00 |
| ATR |
42.93 |
41.45 |
-1.48 |
-3.4% |
0.00 |
| Volume |
269,327 |
257,076 |
-12,251 |
-4.5% |
1,560,794 |
|
| Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,892.75 |
2,880.75 |
2,836.25 |
|
| R3 |
2,870.50 |
2,858.50 |
2,830.00 |
|
| R2 |
2,848.25 |
2,848.25 |
2,828.00 |
|
| R1 |
2,836.25 |
2,836.25 |
2,826.00 |
2,831.00 |
| PP |
2,826.00 |
2,826.00 |
2,826.00 |
2,823.50 |
| S1 |
2,814.00 |
2,814.00 |
2,822.00 |
2,809.00 |
| S2 |
2,803.75 |
2,803.75 |
2,820.00 |
|
| S3 |
2,781.50 |
2,791.75 |
2,818.00 |
|
| S4 |
2,759.25 |
2,769.50 |
2,811.75 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,162.00 |
3,092.25 |
2,838.00 |
|
| R3 |
3,035.00 |
2,965.25 |
2,803.25 |
|
| R2 |
2,908.00 |
2,908.00 |
2,791.50 |
|
| R1 |
2,838.25 |
2,838.25 |
2,780.00 |
2,809.50 |
| PP |
2,781.00 |
2,781.00 |
2,781.00 |
2,766.75 |
| S1 |
2,711.25 |
2,711.25 |
2,756.50 |
2,682.50 |
| S2 |
2,654.00 |
2,654.00 |
2,745.00 |
|
| S3 |
2,527.00 |
2,584.25 |
2,733.25 |
|
| S4 |
2,400.00 |
2,457.25 |
2,698.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,843.50 |
2,724.00 |
119.50 |
4.2% |
45.75 |
1.6% |
84% |
False |
False |
275,184 |
| 10 |
2,858.50 |
2,724.00 |
134.50 |
4.8% |
47.25 |
1.7% |
74% |
False |
False |
271,594 |
| 20 |
2,858.50 |
2,724.00 |
134.50 |
4.8% |
42.00 |
1.5% |
74% |
False |
False |
241,433 |
| 40 |
2,858.50 |
2,698.50 |
160.00 |
5.7% |
36.25 |
1.3% |
78% |
False |
False |
193,677 |
| 60 |
2,858.50 |
2,683.50 |
175.00 |
6.2% |
33.75 |
1.2% |
80% |
False |
False |
129,248 |
| 80 |
2,858.50 |
2,569.50 |
289.00 |
10.2% |
30.75 |
1.1% |
88% |
False |
False |
96,940 |
| 100 |
2,858.50 |
2,569.50 |
289.00 |
10.2% |
26.00 |
0.9% |
88% |
False |
False |
77,557 |
| 120 |
2,858.50 |
2,502.00 |
356.50 |
12.6% |
21.75 |
0.8% |
90% |
False |
False |
64,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,932.75 |
|
2.618 |
2,896.50 |
|
1.618 |
2,874.25 |
|
1.000 |
2,860.50 |
|
0.618 |
2,852.00 |
|
HIGH |
2,838.25 |
|
0.618 |
2,829.75 |
|
0.500 |
2,827.00 |
|
0.382 |
2,824.50 |
|
LOW |
2,816.00 |
|
0.618 |
2,802.25 |
|
1.000 |
2,793.75 |
|
1.618 |
2,780.00 |
|
2.618 |
2,757.75 |
|
4.250 |
2,721.50 |
|
|
| Fisher Pivots for day following 24-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,827.00 |
2,818.50 |
| PP |
2,826.00 |
2,812.75 |
| S1 |
2,825.00 |
2,807.00 |
|