| Trading Metrics calculated at close of trading on 02-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,547.0 |
2,552.0 |
5.0 |
0.2% |
2,658.0 |
| High |
2,578.0 |
2,617.0 |
39.0 |
1.5% |
2,666.0 |
| Low |
2,536.0 |
2,552.0 |
16.0 |
0.6% |
2,524.0 |
| Close |
2,554.0 |
2,614.0 |
60.0 |
2.3% |
2,554.0 |
| Range |
42.0 |
65.0 |
23.0 |
54.8% |
142.0 |
| ATR |
48.6 |
49.8 |
1.2 |
2.4% |
0.0 |
| Volume |
969,332 |
1,059,280 |
89,948 |
9.3% |
4,963,522 |
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,789.3 |
2,766.7 |
2,649.8 |
|
| R3 |
2,724.3 |
2,701.7 |
2,631.9 |
|
| R2 |
2,659.3 |
2,659.3 |
2,625.9 |
|
| R1 |
2,636.7 |
2,636.7 |
2,620.0 |
2,648.0 |
| PP |
2,594.3 |
2,594.3 |
2,594.3 |
2,600.0 |
| S1 |
2,571.7 |
2,571.7 |
2,608.0 |
2,583.0 |
| S2 |
2,529.3 |
2,529.3 |
2,602.1 |
|
| S3 |
2,464.3 |
2,506.7 |
2,596.1 |
|
| S4 |
2,399.3 |
2,441.7 |
2,578.3 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,007.3 |
2,922.7 |
2,632.1 |
|
| R3 |
2,865.3 |
2,780.7 |
2,593.1 |
|
| R2 |
2,723.3 |
2,723.3 |
2,580.0 |
|
| R1 |
2,638.7 |
2,638.7 |
2,567.0 |
2,610.0 |
| PP |
2,581.3 |
2,581.3 |
2,581.3 |
2,567.0 |
| S1 |
2,496.7 |
2,496.7 |
2,541.0 |
2,468.0 |
| S2 |
2,439.3 |
2,439.3 |
2,528.0 |
|
| S3 |
2,297.3 |
2,354.7 |
2,515.0 |
|
| S4 |
2,155.3 |
2,212.7 |
2,475.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,666.0 |
2,524.0 |
142.0 |
5.4% |
61.4 |
2.3% |
63% |
False |
False |
1,204,560 |
| 10 |
2,666.0 |
2,524.0 |
142.0 |
5.4% |
55.1 |
2.1% |
63% |
False |
False |
1,156,358 |
| 20 |
2,684.0 |
2,524.0 |
160.0 |
6.1% |
44.0 |
1.7% |
56% |
False |
False |
893,930 |
| 40 |
2,684.0 |
2,491.0 |
193.0 |
7.4% |
46.1 |
1.8% |
64% |
False |
False |
449,392 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.6% |
38.4 |
1.5% |
62% |
False |
False |
299,798 |
| 80 |
2,689.0 |
2,491.0 |
198.0 |
7.6% |
35.4 |
1.4% |
62% |
False |
False |
225,829 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
12.8% |
32.9 |
1.3% |
78% |
False |
False |
180,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,893.3 |
|
2.618 |
2,787.2 |
|
1.618 |
2,722.2 |
|
1.000 |
2,682.0 |
|
0.618 |
2,657.2 |
|
HIGH |
2,617.0 |
|
0.618 |
2,592.2 |
|
0.500 |
2,584.5 |
|
0.382 |
2,576.8 |
|
LOW |
2,552.0 |
|
0.618 |
2,511.8 |
|
1.000 |
2,487.0 |
|
1.618 |
2,446.8 |
|
2.618 |
2,381.8 |
|
4.250 |
2,275.8 |
|
|
| Fisher Pivots for day following 02-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,604.2 |
2,599.5 |
| PP |
2,594.3 |
2,585.0 |
| S1 |
2,584.5 |
2,570.5 |
|