| Trading Metrics calculated at close of trading on 03-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,552.0 |
2,596.0 |
44.0 |
1.7% |
2,658.0 |
| High |
2,617.0 |
2,613.0 |
-4.0 |
-0.2% |
2,666.0 |
| Low |
2,552.0 |
2,567.0 |
15.0 |
0.6% |
2,524.0 |
| Close |
2,614.0 |
2,577.0 |
-37.0 |
-1.4% |
2,554.0 |
| Range |
65.0 |
46.0 |
-19.0 |
-29.2% |
142.0 |
| ATR |
49.8 |
49.6 |
-0.2 |
-0.4% |
0.0 |
| Volume |
1,059,280 |
1,009,398 |
-49,882 |
-4.7% |
4,963,522 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,723.7 |
2,696.3 |
2,602.3 |
|
| R3 |
2,677.7 |
2,650.3 |
2,589.7 |
|
| R2 |
2,631.7 |
2,631.7 |
2,585.4 |
|
| R1 |
2,604.3 |
2,604.3 |
2,581.2 |
2,595.0 |
| PP |
2,585.7 |
2,585.7 |
2,585.7 |
2,581.0 |
| S1 |
2,558.3 |
2,558.3 |
2,572.8 |
2,549.0 |
| S2 |
2,539.7 |
2,539.7 |
2,568.6 |
|
| S3 |
2,493.7 |
2,512.3 |
2,564.4 |
|
| S4 |
2,447.7 |
2,466.3 |
2,551.7 |
|
|
| 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 |
2,617.0 |
2,524.0 |
93.0 |
3.6% |
50.4 |
2.0% |
57% |
False |
False |
1,104,168 |
| 10 |
2,666.0 |
2,524.0 |
142.0 |
5.5% |
51.6 |
2.0% |
37% |
False |
False |
1,146,522 |
| 20 |
2,684.0 |
2,524.0 |
160.0 |
6.2% |
44.0 |
1.7% |
33% |
False |
False |
942,376 |
| 40 |
2,684.0 |
2,491.0 |
193.0 |
7.5% |
44.8 |
1.7% |
45% |
False |
False |
474,548 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.7% |
38.8 |
1.5% |
43% |
False |
False |
316,601 |
| 80 |
2,689.0 |
2,491.0 |
198.0 |
7.7% |
35.6 |
1.4% |
43% |
False |
False |
238,444 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
13.0% |
33.2 |
1.3% |
66% |
False |
False |
190,761 |
| 120 |
2,689.0 |
2,355.0 |
334.0 |
13.0% |
31.4 |
1.2% |
66% |
False |
False |
159,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,808.5 |
|
2.618 |
2,733.4 |
|
1.618 |
2,687.4 |
|
1.000 |
2,659.0 |
|
0.618 |
2,641.4 |
|
HIGH |
2,613.0 |
|
0.618 |
2,595.4 |
|
0.500 |
2,590.0 |
|
0.382 |
2,584.6 |
|
LOW |
2,567.0 |
|
0.618 |
2,538.6 |
|
1.000 |
2,521.0 |
|
1.618 |
2,492.6 |
|
2.618 |
2,446.6 |
|
4.250 |
2,371.5 |
|
|
| Fisher Pivots for day following 03-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,590.0 |
2,576.8 |
| PP |
2,585.7 |
2,576.7 |
| S1 |
2,581.3 |
2,576.5 |
|