| Trading Metrics calculated at close of trading on 05-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,581.0 |
2,553.0 |
-28.0 |
-1.1% |
2,552.0 |
| High |
2,607.0 |
2,571.0 |
-36.0 |
-1.4% |
2,617.0 |
| Low |
2,551.0 |
2,501.0 |
-50.0 |
-2.0% |
2,501.0 |
| Close |
2,560.0 |
2,523.0 |
-37.0 |
-1.4% |
2,523.0 |
| Range |
56.0 |
70.0 |
14.0 |
25.0% |
116.0 |
| ATR |
50.0 |
51.5 |
1.4 |
2.9% |
0.0 |
| Volume |
1,190,834 |
1,332,916 |
142,082 |
11.9% |
4,592,428 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,741.7 |
2,702.3 |
2,561.5 |
|
| R3 |
2,671.7 |
2,632.3 |
2,542.3 |
|
| R2 |
2,601.7 |
2,601.7 |
2,535.8 |
|
| R1 |
2,562.3 |
2,562.3 |
2,529.4 |
2,547.0 |
| PP |
2,531.7 |
2,531.7 |
2,531.7 |
2,524.0 |
| S1 |
2,492.3 |
2,492.3 |
2,516.6 |
2,477.0 |
| S2 |
2,461.7 |
2,461.7 |
2,510.2 |
|
| S3 |
2,391.7 |
2,422.3 |
2,503.8 |
|
| S4 |
2,321.7 |
2,352.3 |
2,484.5 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,895.0 |
2,825.0 |
2,586.8 |
|
| R3 |
2,779.0 |
2,709.0 |
2,554.9 |
|
| R2 |
2,663.0 |
2,663.0 |
2,544.3 |
|
| R1 |
2,593.0 |
2,593.0 |
2,533.6 |
2,570.0 |
| PP |
2,547.0 |
2,547.0 |
2,547.0 |
2,535.5 |
| S1 |
2,477.0 |
2,477.0 |
2,512.4 |
2,454.0 |
| S2 |
2,431.0 |
2,431.0 |
2,501.7 |
|
| S3 |
2,315.0 |
2,361.0 |
2,491.1 |
|
| S4 |
2,199.0 |
2,245.0 |
2,459.2 |
|
|
| 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 |
2,501.0 |
116.0 |
4.6% |
55.8 |
2.2% |
19% |
False |
True |
1,112,352 |
| 10 |
2,666.0 |
2,501.0 |
165.0 |
6.5% |
56.1 |
2.2% |
13% |
False |
True |
1,168,977 |
| 20 |
2,684.0 |
2,501.0 |
183.0 |
7.3% |
46.1 |
1.8% |
12% |
False |
True |
1,050,299 |
| 40 |
2,684.0 |
2,491.0 |
193.0 |
7.6% |
45.8 |
1.8% |
17% |
False |
False |
537,614 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.8% |
40.3 |
1.6% |
16% |
False |
False |
358,647 |
| 80 |
2,689.0 |
2,491.0 |
198.0 |
7.8% |
36.5 |
1.4% |
16% |
False |
False |
269,968 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
13.2% |
33.5 |
1.3% |
50% |
False |
False |
215,998 |
| 120 |
2,689.0 |
2,355.0 |
334.0 |
13.2% |
32.4 |
1.3% |
50% |
False |
False |
180,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,868.5 |
|
2.618 |
2,754.3 |
|
1.618 |
2,684.3 |
|
1.000 |
2,641.0 |
|
0.618 |
2,614.3 |
|
HIGH |
2,571.0 |
|
0.618 |
2,544.3 |
|
0.500 |
2,536.0 |
|
0.382 |
2,527.7 |
|
LOW |
2,501.0 |
|
0.618 |
2,457.7 |
|
1.000 |
2,431.0 |
|
1.618 |
2,387.7 |
|
2.618 |
2,317.7 |
|
4.250 |
2,203.5 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,536.0 |
2,557.0 |
| PP |
2,531.7 |
2,545.7 |
| S1 |
2,527.3 |
2,534.3 |
|