| Trading Metrics calculated at close of trading on 11-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,535.0 |
2,597.0 |
62.0 |
2.4% |
2,552.0 |
| High |
2,604.0 |
2,622.0 |
18.0 |
0.7% |
2,617.0 |
| Low |
2,535.0 |
2,589.0 |
54.0 |
2.1% |
2,501.0 |
| Close |
2,598.0 |
2,617.0 |
19.0 |
0.7% |
2,523.0 |
| Range |
69.0 |
33.0 |
-36.0 |
-52.2% |
116.0 |
| ATR |
50.1 |
48.9 |
-1.2 |
-2.4% |
0.0 |
| Volume |
1,132,119 |
837,590 |
-294,529 |
-26.0% |
4,592,428 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,708.3 |
2,695.7 |
2,635.2 |
|
| R3 |
2,675.3 |
2,662.7 |
2,626.1 |
|
| R2 |
2,642.3 |
2,642.3 |
2,623.1 |
|
| R1 |
2,629.7 |
2,629.7 |
2,620.0 |
2,636.0 |
| PP |
2,609.3 |
2,609.3 |
2,609.3 |
2,612.5 |
| S1 |
2,596.7 |
2,596.7 |
2,614.0 |
2,603.0 |
| S2 |
2,576.3 |
2,576.3 |
2,611.0 |
|
| S3 |
2,543.3 |
2,563.7 |
2,607.9 |
|
| S4 |
2,510.3 |
2,530.7 |
2,598.9 |
|
|
| 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 |
2,622.0 |
2,501.0 |
121.0 |
4.6% |
45.0 |
1.7% |
96% |
True |
False |
935,860 |
| 10 |
2,622.0 |
2,501.0 |
121.0 |
4.6% |
50.0 |
1.9% |
96% |
True |
False |
1,031,188 |
| 20 |
2,684.0 |
2,501.0 |
183.0 |
7.0% |
48.4 |
1.8% |
63% |
False |
False |
1,075,979 |
| 40 |
2,684.0 |
2,491.0 |
193.0 |
7.4% |
46.2 |
1.8% |
65% |
False |
False |
620,874 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.6% |
41.3 |
1.6% |
64% |
False |
False |
414,392 |
| 80 |
2,689.0 |
2,491.0 |
198.0 |
7.6% |
36.9 |
1.4% |
64% |
False |
False |
311,648 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
12.8% |
33.9 |
1.3% |
78% |
False |
False |
249,462 |
| 120 |
2,689.0 |
2,355.0 |
334.0 |
12.8% |
32.8 |
1.3% |
78% |
False |
False |
207,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,762.3 |
|
2.618 |
2,708.4 |
|
1.618 |
2,675.4 |
|
1.000 |
2,655.0 |
|
0.618 |
2,642.4 |
|
HIGH |
2,622.0 |
|
0.618 |
2,609.4 |
|
0.500 |
2,605.5 |
|
0.382 |
2,601.6 |
|
LOW |
2,589.0 |
|
0.618 |
2,568.6 |
|
1.000 |
2,556.0 |
|
1.618 |
2,535.6 |
|
2.618 |
2,502.6 |
|
4.250 |
2,448.8 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,613.2 |
2,601.5 |
| PP |
2,609.3 |
2,586.0 |
| S1 |
2,605.5 |
2,570.5 |
|