| 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 |
1,359.0 |
1,374.0 |
15.0 |
1.1% |
1,582.6 |
| High |
1,405.0 |
1,396.3 |
-8.7 |
-0.6% |
1,591.6 |
| Low |
1,323.0 |
1,366.6 |
43.6 |
3.3% |
1,478.8 |
| Close |
1,388.5 |
1,383.9 |
-4.6 |
-0.3% |
1,502.9 |
| Range |
82.0 |
29.7 |
-52.3 |
-63.8% |
112.8 |
| ATR |
36.9 |
36.4 |
-0.5 |
-1.4% |
0.0 |
| Volume |
21,009 |
10,524 |
-10,485 |
-49.9% |
32,571 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,471.4 |
1,457.3 |
1,400.2 |
|
| R3 |
1,441.7 |
1,427.6 |
1,392.1 |
|
| R2 |
1,412.0 |
1,412.0 |
1,389.3 |
|
| R1 |
1,397.9 |
1,397.9 |
1,386.6 |
1,405.0 |
| PP |
1,382.3 |
1,382.3 |
1,382.3 |
1,385.8 |
| S1 |
1,368.2 |
1,368.2 |
1,381.2 |
1,375.3 |
| S2 |
1,352.6 |
1,352.6 |
1,378.5 |
|
| S3 |
1,322.9 |
1,338.5 |
1,375.7 |
|
| S4 |
1,293.2 |
1,308.8 |
1,367.6 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,862.8 |
1,795.7 |
1,564.9 |
|
| R3 |
1,750.0 |
1,682.9 |
1,533.9 |
|
| R2 |
1,637.2 |
1,637.2 |
1,523.6 |
|
| R1 |
1,570.1 |
1,570.1 |
1,513.2 |
1,547.3 |
| PP |
1,524.4 |
1,524.4 |
1,524.4 |
1,513.0 |
| S1 |
1,457.3 |
1,457.3 |
1,492.6 |
1,434.5 |
| S2 |
1,411.6 |
1,411.6 |
1,482.2 |
|
| S3 |
1,298.8 |
1,344.5 |
1,471.9 |
|
| S4 |
1,186.0 |
1,231.7 |
1,440.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,569.6 |
1,323.0 |
246.6 |
17.8% |
74.0 |
5.3% |
25% |
False |
False |
10,337 |
| 10 |
1,591.6 |
1,323.0 |
268.6 |
19.4% |
48.5 |
3.5% |
23% |
False |
False |
8,212 |
| 20 |
1,619.3 |
1,323.0 |
296.3 |
21.4% |
32.0 |
2.3% |
21% |
False |
False |
6,573 |
| 40 |
1,622.0 |
1,323.0 |
299.0 |
21.6% |
25.2 |
1.8% |
20% |
False |
False |
5,037 |
| 60 |
1,701.0 |
1,323.0 |
378.0 |
27.3% |
21.9 |
1.6% |
16% |
False |
False |
4,240 |
| 80 |
1,702.4 |
1,323.0 |
379.4 |
27.4% |
20.6 |
1.5% |
16% |
False |
False |
3,559 |
| 100 |
1,759.7 |
1,323.0 |
436.7 |
31.6% |
19.2 |
1.4% |
14% |
False |
False |
3,004 |
| 120 |
1,759.7 |
1,323.0 |
436.7 |
31.6% |
17.8 |
1.3% |
14% |
False |
False |
2,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,522.5 |
|
2.618 |
1,474.1 |
|
1.618 |
1,444.4 |
|
1.000 |
1,426.0 |
|
0.618 |
1,414.7 |
|
HIGH |
1,396.3 |
|
0.618 |
1,385.0 |
|
0.500 |
1,381.5 |
|
0.382 |
1,377.9 |
|
LOW |
1,366.6 |
|
0.618 |
1,348.2 |
|
1.000 |
1,336.9 |
|
1.618 |
1,318.5 |
|
2.618 |
1,288.8 |
|
4.250 |
1,240.4 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,383.1 |
1,409.7 |
| PP |
1,382.3 |
1,401.1 |
| S1 |
1,381.5 |
1,392.5 |
|