| 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 |
1,425.4 |
1,412.5 |
-12.9 |
-0.9% |
1,481.0 |
| High |
1,432.8 |
1,433.6 |
0.8 |
0.1% |
1,495.0 |
| Low |
1,404.0 |
1,411.5 |
7.5 |
0.5% |
1,321.5 |
| Close |
1,408.8 |
1,423.7 |
14.9 |
1.1% |
1,395.6 |
| Range |
28.8 |
22.1 |
-6.7 |
-23.3% |
173.5 |
| ATR |
39.1 |
38.1 |
-1.0 |
-2.6% |
0.0 |
| Volume |
215,906 |
142,300 |
-73,606 |
-34.1% |
1,827,032 |
|
| Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,489.2 |
1,478.6 |
1,435.9 |
|
| R3 |
1,467.1 |
1,456.5 |
1,429.8 |
|
| R2 |
1,445.0 |
1,445.0 |
1,427.8 |
|
| R1 |
1,434.4 |
1,434.4 |
1,425.7 |
1,439.7 |
| PP |
1,422.9 |
1,422.9 |
1,422.9 |
1,425.6 |
| S1 |
1,412.3 |
1,412.3 |
1,421.7 |
1,417.6 |
| S2 |
1,400.8 |
1,400.8 |
1,419.6 |
|
| S3 |
1,378.7 |
1,390.2 |
1,417.6 |
|
| S4 |
1,356.6 |
1,368.1 |
1,411.5 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,924.5 |
1,833.6 |
1,491.0 |
|
| R3 |
1,751.0 |
1,660.1 |
1,443.3 |
|
| R2 |
1,577.5 |
1,577.5 |
1,427.4 |
|
| R1 |
1,486.6 |
1,486.6 |
1,411.5 |
1,445.3 |
| PP |
1,404.0 |
1,404.0 |
1,404.0 |
1,383.4 |
| S1 |
1,313.1 |
1,313.1 |
1,379.7 |
1,271.8 |
| S2 |
1,230.5 |
1,230.5 |
1,363.8 |
|
| S3 |
1,057.0 |
1,139.6 |
1,347.9 |
|
| S4 |
883.5 |
966.1 |
1,300.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,438.8 |
1,335.6 |
103.2 |
7.2% |
38.4 |
2.7% |
85% |
False |
False |
198,298 |
| 10 |
1,568.1 |
1,321.5 |
246.6 |
17.3% |
56.8 |
4.0% |
41% |
False |
False |
288,401 |
| 20 |
1,609.0 |
1,321.5 |
287.5 |
20.2% |
39.3 |
2.8% |
36% |
False |
False |
220,938 |
| 40 |
1,618.3 |
1,321.5 |
296.8 |
20.8% |
27.8 |
2.0% |
34% |
False |
False |
125,771 |
| 60 |
1,689.1 |
1,321.5 |
367.6 |
25.8% |
25.7 |
1.8% |
28% |
False |
False |
86,346 |
| 80 |
1,700.0 |
1,321.5 |
378.5 |
26.6% |
23.8 |
1.7% |
27% |
False |
False |
65,752 |
| 100 |
1,737.3 |
1,321.5 |
415.8 |
29.2% |
22.5 |
1.6% |
25% |
False |
False |
53,008 |
| 120 |
1,759.5 |
1,321.5 |
438.0 |
30.8% |
21.7 |
1.5% |
23% |
False |
False |
44,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,527.5 |
|
2.618 |
1,491.5 |
|
1.618 |
1,469.4 |
|
1.000 |
1,455.7 |
|
0.618 |
1,447.3 |
|
HIGH |
1,433.6 |
|
0.618 |
1,425.2 |
|
0.500 |
1,422.6 |
|
0.382 |
1,419.9 |
|
LOW |
1,411.5 |
|
0.618 |
1,397.8 |
|
1.000 |
1,389.4 |
|
1.618 |
1,375.7 |
|
2.618 |
1,353.6 |
|
4.250 |
1,317.6 |
|
|
| Fisher Pivots for day following 24-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,423.3 |
1,422.9 |
| PP |
1,422.9 |
1,422.0 |
| S1 |
1,422.6 |
1,421.2 |
|