| Trading Metrics calculated at close of trading on 19-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
14,545 |
14,424 |
-121 |
-0.8% |
14,787 |
| High |
14,615 |
14,505 |
-110 |
-0.8% |
14,797 |
| Low |
14,403 |
14,407 |
4 |
0.0% |
14,403 |
| Close |
14,410 |
14,470 |
60 |
0.4% |
14,470 |
| Range |
212 |
98 |
-114 |
-53.8% |
394 |
| ATR |
150 |
146 |
-4 |
-2.5% |
0 |
| Volume |
211,144 |
153,797 |
-57,347 |
-27.2% |
1,049,060 |
|
| Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,755 |
14,710 |
14,524 |
|
| R3 |
14,657 |
14,612 |
14,497 |
|
| R2 |
14,559 |
14,559 |
14,488 |
|
| R1 |
14,514 |
14,514 |
14,479 |
14,537 |
| PP |
14,461 |
14,461 |
14,461 |
14,472 |
| S1 |
14,416 |
14,416 |
14,461 |
14,439 |
| S2 |
14,363 |
14,363 |
14,452 |
|
| S3 |
14,265 |
14,318 |
14,443 |
|
| S4 |
14,167 |
14,220 |
14,416 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,739 |
15,498 |
14,687 |
|
| R3 |
15,345 |
15,104 |
14,578 |
|
| R2 |
14,951 |
14,951 |
14,542 |
|
| R1 |
14,710 |
14,710 |
14,506 |
14,634 |
| PP |
14,557 |
14,557 |
14,557 |
14,518 |
| S1 |
14,316 |
14,316 |
14,434 |
14,240 |
| S2 |
14,163 |
14,163 |
14,398 |
|
| S3 |
13,769 |
13,922 |
14,362 |
|
| S4 |
13,375 |
13,528 |
14,253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,797 |
14,403 |
394 |
2.7% |
206 |
1.4% |
17% |
False |
False |
209,812 |
| 10 |
14,823 |
14,403 |
420 |
2.9% |
166 |
1.1% |
16% |
False |
False |
170,593 |
| 20 |
14,823 |
14,320 |
503 |
3.5% |
149 |
1.0% |
30% |
False |
False |
158,385 |
| 40 |
14,823 |
13,681 |
1,142 |
7.9% |
138 |
1.0% |
69% |
False |
False |
114,257 |
| 60 |
14,823 |
13,647 |
1,176 |
8.1% |
118 |
0.8% |
70% |
False |
False |
76,227 |
| 80 |
14,823 |
12,700 |
2,123 |
14.7% |
105 |
0.7% |
83% |
False |
False |
57,173 |
| 100 |
14,823 |
12,700 |
2,123 |
14.7% |
89 |
0.6% |
83% |
False |
False |
45,739 |
| 120 |
14,823 |
12,342 |
2,481 |
17.1% |
84 |
0.6% |
86% |
False |
False |
38,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,922 |
|
2.618 |
14,762 |
|
1.618 |
14,664 |
|
1.000 |
14,603 |
|
0.618 |
14,566 |
|
HIGH |
14,505 |
|
0.618 |
14,468 |
|
0.500 |
14,456 |
|
0.382 |
14,445 |
|
LOW |
14,407 |
|
0.618 |
14,347 |
|
1.000 |
14,309 |
|
1.618 |
14,249 |
|
2.618 |
14,151 |
|
4.250 |
13,991 |
|
|
| Fisher Pivots for day following 19-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,465 |
14,547 |
| PP |
14,461 |
14,521 |
| S1 |
14,456 |
14,496 |
|