| Trading Metrics calculated at close of trading on 02-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1,596.8 |
1,599.2 |
2.4 |
0.2% |
1,608.8 |
| High |
1,600.5 |
1,602.6 |
2.1 |
0.1% |
1,612.8 |
| Low |
1,594.8 |
1,574.1 |
-20.7 |
-1.3% |
1,588.4 |
| Close |
1,600.0 |
1,575.1 |
-24.9 |
-1.6% |
1,594.8 |
| Range |
5.7 |
28.5 |
22.8 |
400.0% |
24.4 |
| ATR |
16.6 |
17.4 |
0.9 |
5.1% |
0.0 |
| Volume |
688 |
2,289 |
1,601 |
232.7% |
454,741 |
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,669.4 |
1,650.8 |
1,590.8 |
|
| R3 |
1,640.9 |
1,622.3 |
1,582.9 |
|
| R2 |
1,612.4 |
1,612.4 |
1,580.3 |
|
| R1 |
1,593.8 |
1,593.8 |
1,577.7 |
1,588.9 |
| PP |
1,583.9 |
1,583.9 |
1,583.9 |
1,581.5 |
| S1 |
1,565.3 |
1,565.3 |
1,572.5 |
1,560.4 |
| S2 |
1,555.4 |
1,555.4 |
1,569.9 |
|
| S3 |
1,526.9 |
1,536.8 |
1,567.3 |
|
| S4 |
1,498.4 |
1,508.3 |
1,559.4 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,671.9 |
1,657.7 |
1,608.2 |
|
| R3 |
1,647.5 |
1,633.3 |
1,601.5 |
|
| R2 |
1,623.1 |
1,623.1 |
1,599.3 |
|
| R1 |
1,608.9 |
1,608.9 |
1,597.0 |
1,603.8 |
| PP |
1,598.7 |
1,598.7 |
1,598.7 |
1,596.1 |
| S1 |
1,584.5 |
1,584.5 |
1,592.6 |
1,579.4 |
| S2 |
1,574.3 |
1,574.3 |
1,590.3 |
|
| S3 |
1,549.9 |
1,560.1 |
1,588.1 |
|
| S4 |
1,525.5 |
1,535.7 |
1,581.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,608.1 |
1,574.1 |
34.0 |
2.2% |
15.3 |
1.0% |
3% |
False |
True |
44,725 |
| 10 |
1,616.5 |
1,574.1 |
42.4 |
2.7% |
15.7 |
1.0% |
2% |
False |
True |
102,048 |
| 20 |
1,616.5 |
1,560.4 |
56.1 |
3.6% |
15.6 |
1.0% |
26% |
False |
False |
125,262 |
| 40 |
1,687.0 |
1,554.3 |
132.7 |
8.4% |
19.2 |
1.2% |
16% |
False |
False |
148,850 |
| 60 |
1,699.9 |
1,554.3 |
145.6 |
9.2% |
19.0 |
1.2% |
14% |
False |
False |
117,626 |
| 80 |
1,726.7 |
1,554.3 |
172.4 |
10.9% |
19.0 |
1.2% |
12% |
False |
False |
89,276 |
| 100 |
1,757.9 |
1,554.3 |
203.6 |
12.9% |
18.6 |
1.2% |
10% |
False |
False |
71,959 |
| 120 |
1,784.5 |
1,554.3 |
230.2 |
14.6% |
17.9 |
1.1% |
9% |
False |
False |
60,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,723.7 |
|
2.618 |
1,677.2 |
|
1.618 |
1,648.7 |
|
1.000 |
1,631.1 |
|
0.618 |
1,620.2 |
|
HIGH |
1,602.6 |
|
0.618 |
1,591.7 |
|
0.500 |
1,588.4 |
|
0.382 |
1,585.0 |
|
LOW |
1,574.1 |
|
0.618 |
1,556.5 |
|
1.000 |
1,545.6 |
|
1.618 |
1,528.0 |
|
2.618 |
1,499.5 |
|
4.250 |
1,453.0 |
|
|
| Fisher Pivots for day following 02-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,588.4 |
1,590.4 |
| PP |
1,583.9 |
1,585.3 |
| S1 |
1,579.5 |
1,580.2 |
|