| Trading Metrics calculated at close of trading on 12-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,597.0 |
2,603.0 |
6.0 |
0.2% |
2,522.0 |
| High |
2,622.0 |
2,607.0 |
-15.0 |
-0.6% |
2,622.0 |
| Low |
2,589.0 |
2,568.0 |
-21.0 |
-0.8% |
2,519.0 |
| Close |
2,617.0 |
2,573.0 |
-44.0 |
-1.7% |
2,573.0 |
| Range |
33.0 |
39.0 |
6.0 |
18.2% |
103.0 |
| ATR |
48.9 |
48.9 |
0.0 |
0.0% |
0.0 |
| Volume |
837,590 |
929,771 |
92,181 |
11.0% |
4,276,155 |
|
| Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,699.7 |
2,675.3 |
2,594.5 |
|
| R3 |
2,660.7 |
2,636.3 |
2,583.7 |
|
| R2 |
2,621.7 |
2,621.7 |
2,580.2 |
|
| R1 |
2,597.3 |
2,597.3 |
2,576.6 |
2,590.0 |
| PP |
2,582.7 |
2,582.7 |
2,582.7 |
2,579.0 |
| S1 |
2,558.3 |
2,558.3 |
2,569.4 |
2,551.0 |
| S2 |
2,543.7 |
2,543.7 |
2,565.9 |
|
| S3 |
2,504.7 |
2,519.3 |
2,562.3 |
|
| S4 |
2,465.7 |
2,480.3 |
2,551.6 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,880.3 |
2,829.7 |
2,629.7 |
|
| R3 |
2,777.3 |
2,726.7 |
2,601.3 |
|
| R2 |
2,674.3 |
2,674.3 |
2,591.9 |
|
| R1 |
2,623.7 |
2,623.7 |
2,582.4 |
2,649.0 |
| PP |
2,571.3 |
2,571.3 |
2,571.3 |
2,584.0 |
| S1 |
2,520.7 |
2,520.7 |
2,563.6 |
2,546.0 |
| S2 |
2,468.3 |
2,468.3 |
2,554.1 |
|
| S3 |
2,365.3 |
2,417.7 |
2,544.7 |
|
| S4 |
2,262.3 |
2,314.7 |
2,516.4 |
|
|
| 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 |
2,519.0 |
103.0 |
4.0% |
38.8 |
1.5% |
52% |
False |
False |
855,231 |
| 10 |
2,622.0 |
2,501.0 |
121.0 |
4.7% |
47.3 |
1.8% |
60% |
False |
False |
983,791 |
| 20 |
2,684.0 |
2,501.0 |
183.0 |
7.1% |
49.2 |
1.9% |
39% |
False |
False |
1,063,588 |
| 40 |
2,684.0 |
2,491.0 |
193.0 |
7.5% |
46.6 |
1.8% |
42% |
False |
False |
644,116 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.7% |
41.6 |
1.6% |
41% |
False |
False |
429,886 |
| 80 |
2,689.0 |
2,491.0 |
198.0 |
7.7% |
37.1 |
1.4% |
41% |
False |
False |
323,206 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
13.0% |
34.0 |
1.3% |
65% |
False |
False |
258,760 |
| 120 |
2,689.0 |
2,355.0 |
334.0 |
13.0% |
33.1 |
1.3% |
65% |
False |
False |
215,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,772.8 |
|
2.618 |
2,709.1 |
|
1.618 |
2,670.1 |
|
1.000 |
2,646.0 |
|
0.618 |
2,631.1 |
|
HIGH |
2,607.0 |
|
0.618 |
2,592.1 |
|
0.500 |
2,587.5 |
|
0.382 |
2,582.9 |
|
LOW |
2,568.0 |
|
0.618 |
2,543.9 |
|
1.000 |
2,529.0 |
|
1.618 |
2,504.9 |
|
2.618 |
2,465.9 |
|
4.250 |
2,402.3 |
|
|
| Fisher Pivots for day following 12-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,587.5 |
2,578.5 |
| PP |
2,582.7 |
2,576.7 |
| S1 |
2,577.8 |
2,574.8 |
|