| Trading Metrics calculated at close of trading on 10-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,545.0 |
2,535.0 |
-10.0 |
-0.4% |
2,552.0 |
| High |
2,551.0 |
2,604.0 |
53.0 |
2.1% |
2,617.0 |
| Low |
2,519.0 |
2,535.0 |
16.0 |
0.6% |
2,501.0 |
| Close |
2,527.0 |
2,598.0 |
71.0 |
2.8% |
2,523.0 |
| Range |
32.0 |
69.0 |
37.0 |
115.6% |
116.0 |
| ATR |
48.0 |
50.1 |
2.1 |
4.3% |
0.0 |
| Volume |
706,030 |
1,132,119 |
426,089 |
60.3% |
4,592,428 |
|
| Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,786.0 |
2,761.0 |
2,636.0 |
|
| R3 |
2,717.0 |
2,692.0 |
2,617.0 |
|
| R2 |
2,648.0 |
2,648.0 |
2,610.7 |
|
| R1 |
2,623.0 |
2,623.0 |
2,604.3 |
2,635.5 |
| PP |
2,579.0 |
2,579.0 |
2,579.0 |
2,585.3 |
| S1 |
2,554.0 |
2,554.0 |
2,591.7 |
2,566.5 |
| S2 |
2,510.0 |
2,510.0 |
2,585.4 |
|
| S3 |
2,441.0 |
2,485.0 |
2,579.0 |
|
| S4 |
2,372.0 |
2,416.0 |
2,560.1 |
|
|
| 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 |
2,607.0 |
2,501.0 |
106.0 |
4.1% |
49.6 |
1.9% |
92% |
False |
False |
1,006,508 |
| 10 |
2,617.0 |
2,501.0 |
116.0 |
4.5% |
50.0 |
1.9% |
84% |
False |
False |
1,055,338 |
| 20 |
2,684.0 |
2,501.0 |
183.0 |
7.0% |
48.1 |
1.9% |
53% |
False |
False |
1,095,445 |
| 40 |
2,684.0 |
2,491.0 |
193.0 |
7.4% |
46.2 |
1.8% |
55% |
False |
False |
599,937 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.6% |
41.1 |
1.6% |
54% |
False |
False |
400,437 |
| 80 |
2,689.0 |
2,491.0 |
198.0 |
7.6% |
36.9 |
1.4% |
54% |
False |
False |
301,254 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
12.9% |
34.0 |
1.3% |
73% |
False |
False |
241,086 |
| 120 |
2,689.0 |
2,355.0 |
334.0 |
12.9% |
33.0 |
1.3% |
73% |
False |
False |
200,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,897.3 |
|
2.618 |
2,784.6 |
|
1.618 |
2,715.6 |
|
1.000 |
2,673.0 |
|
0.618 |
2,646.6 |
|
HIGH |
2,604.0 |
|
0.618 |
2,577.6 |
|
0.500 |
2,569.5 |
|
0.382 |
2,561.4 |
|
LOW |
2,535.0 |
|
0.618 |
2,492.4 |
|
1.000 |
2,466.0 |
|
1.618 |
2,423.4 |
|
2.618 |
2,354.4 |
|
4.250 |
2,241.8 |
|
|
| Fisher Pivots for day following 10-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,588.5 |
2,585.8 |
| PP |
2,579.0 |
2,573.7 |
| S1 |
2,569.5 |
2,561.5 |
|