| 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 |
6,256.5 |
6,265.0 |
8.5 |
0.1% |
6,337.5 |
| High |
6,278.5 |
6,352.0 |
73.5 |
1.2% |
6,447.0 |
| Low |
6,234.5 |
6,255.0 |
20.5 |
0.3% |
6,159.5 |
| Close |
6,257.0 |
6,335.5 |
78.5 |
1.3% |
6,199.0 |
| Range |
44.0 |
97.0 |
53.0 |
120.5% |
287.5 |
| ATR |
76.8 |
78.2 |
1.4 |
1.9% |
0.0 |
| Volume |
100,718 |
70,033 |
-30,685 |
-30.5% |
404,376 |
|
| Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,605.0 |
6,567.5 |
6,389.0 |
|
| R3 |
6,508.0 |
6,470.5 |
6,362.0 |
|
| R2 |
6,411.0 |
6,411.0 |
6,353.5 |
|
| R1 |
6,373.5 |
6,373.5 |
6,344.5 |
6,392.0 |
| PP |
6,314.0 |
6,314.0 |
6,314.0 |
6,323.5 |
| S1 |
6,276.5 |
6,276.5 |
6,326.5 |
6,295.0 |
| S2 |
6,217.0 |
6,217.0 |
6,317.5 |
|
| S3 |
6,120.0 |
6,179.5 |
6,309.0 |
|
| S4 |
6,023.0 |
6,082.5 |
6,282.0 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,131.0 |
6,952.5 |
6,357.0 |
|
| R3 |
6,843.5 |
6,665.0 |
6,278.0 |
|
| R2 |
6,556.0 |
6,556.0 |
6,251.5 |
|
| R1 |
6,377.5 |
6,377.5 |
6,225.5 |
6,323.0 |
| PP |
6,268.5 |
6,268.5 |
6,268.5 |
6,241.0 |
| S1 |
6,090.0 |
6,090.0 |
6,172.5 |
6,035.5 |
| S2 |
5,981.0 |
5,981.0 |
6,146.5 |
|
| S3 |
5,693.5 |
5,802.5 |
6,120.0 |
|
| S4 |
5,406.0 |
5,515.0 |
6,041.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,374.0 |
6,159.5 |
214.5 |
3.4% |
85.0 |
1.3% |
82% |
False |
False |
91,172 |
| 10 |
6,447.0 |
6,159.5 |
287.5 |
4.5% |
83.5 |
1.3% |
61% |
False |
False |
96,692 |
| 20 |
6,481.5 |
6,159.5 |
322.0 |
5.1% |
79.0 |
1.2% |
55% |
False |
False |
102,977 |
| 40 |
6,481.5 |
6,157.0 |
324.5 |
5.1% |
65.0 |
1.0% |
55% |
False |
False |
71,949 |
| 60 |
6,481.5 |
5,975.0 |
506.5 |
8.0% |
55.0 |
0.9% |
71% |
False |
False |
48,082 |
| 80 |
6,481.5 |
5,784.5 |
697.0 |
11.0% |
46.5 |
0.7% |
79% |
False |
False |
36,074 |
| 100 |
6,481.5 |
5,492.5 |
989.0 |
15.6% |
37.0 |
0.6% |
85% |
False |
False |
28,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,764.0 |
|
2.618 |
6,606.0 |
|
1.618 |
6,509.0 |
|
1.000 |
6,449.0 |
|
0.618 |
6,412.0 |
|
HIGH |
6,352.0 |
|
0.618 |
6,315.0 |
|
0.500 |
6,303.5 |
|
0.382 |
6,292.0 |
|
LOW |
6,255.0 |
|
0.618 |
6,195.0 |
|
1.000 |
6,158.0 |
|
1.618 |
6,098.0 |
|
2.618 |
6,001.0 |
|
4.250 |
5,843.0 |
|
|
| Fisher Pivots for day following 10-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,325.0 |
6,316.5 |
| PP |
6,314.0 |
6,297.0 |
| S1 |
6,303.5 |
6,278.0 |
|