| Trading Metrics calculated at close of trading on 02-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
7,810.0 |
7,800.5 |
-9.5 |
-0.1% |
8,014.5 |
| High |
7,857.5 |
7,962.5 |
105.0 |
1.3% |
8,044.5 |
| Low |
7,786.0 |
7,793.5 |
7.5 |
0.1% |
7,757.5 |
| Close |
7,800.5 |
7,956.5 |
156.0 |
2.0% |
7,800.5 |
| Range |
71.5 |
169.0 |
97.5 |
136.4% |
287.0 |
| ATR |
106.0 |
110.5 |
4.5 |
4.3% |
0.0 |
| Volume |
93,368 |
107,740 |
14,372 |
15.4% |
488,920 |
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,411.2 |
8,352.8 |
8,049.5 |
|
| R3 |
8,242.2 |
8,183.8 |
8,003.0 |
|
| R2 |
8,073.2 |
8,073.2 |
7,987.5 |
|
| R1 |
8,014.8 |
8,014.8 |
7,972.0 |
8,044.0 |
| PP |
7,904.2 |
7,904.2 |
7,904.2 |
7,918.8 |
| S1 |
7,845.8 |
7,845.8 |
7,941.0 |
7,875.0 |
| S2 |
7,735.2 |
7,735.2 |
7,925.5 |
|
| S3 |
7,566.2 |
7,676.8 |
7,910.0 |
|
| S4 |
7,397.2 |
7,507.8 |
7,863.6 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,728.5 |
8,551.5 |
7,958.4 |
|
| R3 |
8,441.5 |
8,264.5 |
7,879.4 |
|
| R2 |
8,154.5 |
8,154.5 |
7,853.1 |
|
| R1 |
7,977.5 |
7,977.5 |
7,826.8 |
7,922.5 |
| PP |
7,867.5 |
7,867.5 |
7,867.5 |
7,840.0 |
| S1 |
7,690.5 |
7,690.5 |
7,774.2 |
7,635.5 |
| S2 |
7,580.5 |
7,580.5 |
7,747.9 |
|
| S3 |
7,293.5 |
7,403.5 |
7,721.6 |
|
| S4 |
7,006.5 |
7,116.5 |
7,642.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,044.5 |
7,757.5 |
287.0 |
3.6% |
131.0 |
1.6% |
69% |
False |
False |
119,332 |
| 10 |
8,047.5 |
7,757.5 |
290.0 |
3.6% |
118.4 |
1.5% |
69% |
False |
False |
118,650 |
| 20 |
8,089.0 |
7,647.0 |
442.0 |
5.6% |
99.9 |
1.3% |
70% |
False |
False |
88,543 |
| 40 |
8,089.0 |
7,553.0 |
536.0 |
6.7% |
104.5 |
1.3% |
75% |
False |
False |
44,715 |
| 60 |
8,089.0 |
7,553.0 |
536.0 |
6.7% |
91.6 |
1.2% |
75% |
False |
False |
29,969 |
| 80 |
8,089.0 |
7,431.0 |
658.0 |
8.3% |
83.3 |
1.0% |
80% |
False |
False |
23,022 |
| 100 |
8,089.0 |
6,959.0 |
1,130.0 |
14.2% |
82.8 |
1.0% |
88% |
False |
False |
18,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,680.8 |
|
2.618 |
8,404.9 |
|
1.618 |
8,235.9 |
|
1.000 |
8,131.5 |
|
0.618 |
8,066.9 |
|
HIGH |
7,962.5 |
|
0.618 |
7,897.9 |
|
0.500 |
7,878.0 |
|
0.382 |
7,858.1 |
|
LOW |
7,793.5 |
|
0.618 |
7,689.1 |
|
1.000 |
7,624.5 |
|
1.618 |
7,520.1 |
|
2.618 |
7,351.1 |
|
4.250 |
7,075.3 |
|
|
| Fisher Pivots for day following 02-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
7,930.3 |
7,924.3 |
| PP |
7,904.2 |
7,892.2 |
| S1 |
7,878.0 |
7,860.0 |
|