| Trading Metrics calculated at close of trading on 26-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,821.75 |
2,841.00 |
19.25 |
0.7% |
2,772.50 |
| High |
2,854.50 |
2,844.75 |
-9.75 |
-0.3% |
2,854.50 |
| Low |
2,814.00 |
2,822.25 |
8.25 |
0.3% |
2,770.75 |
| Close |
2,844.00 |
2,830.50 |
-13.50 |
-0.5% |
2,830.50 |
| Range |
40.50 |
22.50 |
-18.00 |
-44.4% |
83.75 |
| ATR |
41.38 |
40.03 |
-1.35 |
-3.3% |
0.00 |
| Volume |
196,635 |
165,108 |
-31,527 |
-16.0% |
1,118,539 |
|
| Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,900.00 |
2,887.75 |
2,843.00 |
|
| R3 |
2,877.50 |
2,865.25 |
2,836.75 |
|
| R2 |
2,855.00 |
2,855.00 |
2,834.50 |
|
| R1 |
2,842.75 |
2,842.75 |
2,832.50 |
2,837.50 |
| PP |
2,832.50 |
2,832.50 |
2,832.50 |
2,830.00 |
| S1 |
2,820.25 |
2,820.25 |
2,828.50 |
2,815.00 |
| S2 |
2,810.00 |
2,810.00 |
2,826.50 |
|
| S3 |
2,787.50 |
2,797.75 |
2,824.25 |
|
| S4 |
2,765.00 |
2,775.25 |
2,818.00 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,069.75 |
3,034.00 |
2,876.50 |
|
| R3 |
2,986.00 |
2,950.25 |
2,853.50 |
|
| R2 |
2,902.25 |
2,902.25 |
2,845.75 |
|
| R1 |
2,866.50 |
2,866.50 |
2,838.25 |
2,884.50 |
| PP |
2,818.50 |
2,818.50 |
2,818.50 |
2,827.50 |
| S1 |
2,782.75 |
2,782.75 |
2,822.75 |
2,800.50 |
| S2 |
2,734.75 |
2,734.75 |
2,815.25 |
|
| S3 |
2,651.00 |
2,699.00 |
2,807.50 |
|
| S4 |
2,567.25 |
2,615.25 |
2,784.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,854.50 |
2,770.75 |
83.75 |
3.0% |
37.00 |
1.3% |
71% |
False |
False |
223,707 |
| 10 |
2,854.50 |
2,724.00 |
130.50 |
4.6% |
49.25 |
1.7% |
82% |
False |
False |
267,933 |
| 20 |
2,858.50 |
2,724.00 |
134.50 |
4.8% |
42.50 |
1.5% |
79% |
False |
False |
242,958 |
| 40 |
2,858.50 |
2,707.50 |
151.00 |
5.3% |
35.75 |
1.3% |
81% |
False |
False |
202,619 |
| 60 |
2,858.50 |
2,683.50 |
175.00 |
6.2% |
34.25 |
1.2% |
84% |
False |
False |
135,276 |
| 80 |
2,858.50 |
2,678.50 |
180.00 |
6.4% |
30.00 |
1.1% |
84% |
False |
False |
101,461 |
| 100 |
2,858.50 |
2,569.50 |
289.00 |
10.2% |
26.75 |
0.9% |
90% |
False |
False |
81,175 |
| 120 |
2,858.50 |
2,502.00 |
356.50 |
12.6% |
22.25 |
0.8% |
92% |
False |
False |
67,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,940.50 |
|
2.618 |
2,903.75 |
|
1.618 |
2,881.25 |
|
1.000 |
2,867.25 |
|
0.618 |
2,858.75 |
|
HIGH |
2,844.75 |
|
0.618 |
2,836.25 |
|
0.500 |
2,833.50 |
|
0.382 |
2,830.75 |
|
LOW |
2,822.25 |
|
0.618 |
2,808.25 |
|
1.000 |
2,799.75 |
|
1.618 |
2,785.75 |
|
2.618 |
2,763.25 |
|
4.250 |
2,726.50 |
|
|
| Fisher Pivots for day following 26-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,833.50 |
2,834.25 |
| PP |
2,832.50 |
2,833.00 |
| S1 |
2,831.50 |
2,831.75 |
|