| Trading Metrics calculated at close of trading on 04-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
6,418.5 |
6,347.0 |
-71.5 |
-1.1% |
6,363.0 |
| High |
6,424.0 |
6,374.0 |
-50.0 |
-0.8% |
6,402.5 |
| Low |
6,337.0 |
6,279.5 |
-57.5 |
-0.9% |
6,287.5 |
| Close |
6,372.5 |
6,297.5 |
-75.0 |
-1.2% |
6,351.0 |
| Range |
87.0 |
94.5 |
7.5 |
8.6% |
115.0 |
| ATR |
74.0 |
75.5 |
1.5 |
2.0% |
0.0 |
| Volume |
105,058 |
132,647 |
27,589 |
26.3% |
393,230 |
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,600.5 |
6,543.5 |
6,349.5 |
|
| R3 |
6,506.0 |
6,449.0 |
6,323.5 |
|
| R2 |
6,411.5 |
6,411.5 |
6,315.0 |
|
| R1 |
6,354.5 |
6,354.5 |
6,306.0 |
6,336.0 |
| PP |
6,317.0 |
6,317.0 |
6,317.0 |
6,307.5 |
| S1 |
6,260.0 |
6,260.0 |
6,289.0 |
6,241.0 |
| S2 |
6,222.5 |
6,222.5 |
6,280.0 |
|
| S3 |
6,128.0 |
6,165.5 |
6,271.5 |
|
| S4 |
6,033.5 |
6,071.0 |
6,245.5 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,692.0 |
6,636.5 |
6,414.0 |
|
| R3 |
6,577.0 |
6,521.5 |
6,382.5 |
|
| R2 |
6,462.0 |
6,462.0 |
6,372.0 |
|
| R1 |
6,406.5 |
6,406.5 |
6,361.5 |
6,377.0 |
| PP |
6,347.0 |
6,347.0 |
6,347.0 |
6,332.0 |
| S1 |
6,291.5 |
6,291.5 |
6,340.5 |
6,262.0 |
| S2 |
6,232.0 |
6,232.0 |
6,330.0 |
|
| S3 |
6,117.0 |
6,176.5 |
6,319.5 |
|
| S4 |
6,002.0 |
6,061.5 |
6,288.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,447.0 |
6,279.5 |
167.5 |
2.7% |
91.0 |
1.4% |
11% |
False |
True |
108,736 |
| 10 |
6,447.0 |
6,279.5 |
167.5 |
2.7% |
80.5 |
1.3% |
11% |
False |
True |
100,656 |
| 20 |
6,481.5 |
6,275.0 |
206.5 |
3.3% |
70.0 |
1.1% |
11% |
False |
False |
122,079 |
| 40 |
6,481.5 |
6,128.0 |
353.5 |
5.6% |
61.5 |
1.0% |
48% |
False |
False |
63,972 |
| 60 |
6,481.5 |
5,962.5 |
519.0 |
8.2% |
51.5 |
0.8% |
65% |
False |
False |
42,705 |
| 80 |
6,481.5 |
5,784.5 |
697.0 |
11.1% |
42.0 |
0.7% |
74% |
False |
False |
32,035 |
| 100 |
6,481.5 |
5,492.5 |
989.0 |
15.7% |
34.0 |
0.5% |
81% |
False |
False |
25,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,775.5 |
|
2.618 |
6,621.5 |
|
1.618 |
6,527.0 |
|
1.000 |
6,468.5 |
|
0.618 |
6,432.5 |
|
HIGH |
6,374.0 |
|
0.618 |
6,338.0 |
|
0.500 |
6,327.0 |
|
0.382 |
6,315.5 |
|
LOW |
6,279.5 |
|
0.618 |
6,221.0 |
|
1.000 |
6,185.0 |
|
1.618 |
6,126.5 |
|
2.618 |
6,032.0 |
|
4.250 |
5,878.0 |
|
|
| Fisher Pivots for day following 04-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,327.0 |
6,363.0 |
| PP |
6,317.0 |
6,341.5 |
| S1 |
6,307.0 |
6,319.5 |
|