| 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 |
6,265.0 |
6,328.0 |
63.0 |
1.0% |
6,337.5 |
| High |
6,352.0 |
6,370.0 |
18.0 |
0.3% |
6,447.0 |
| Low |
6,255.0 |
6,321.5 |
66.5 |
1.1% |
6,159.5 |
| Close |
6,335.5 |
6,360.5 |
25.0 |
0.4% |
6,199.0 |
| Range |
97.0 |
48.5 |
-48.5 |
-50.0% |
287.5 |
| ATR |
78.2 |
76.1 |
-2.1 |
-2.7% |
0.0 |
| Volume |
70,033 |
80,679 |
10,646 |
15.2% |
404,376 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,496.0 |
6,477.0 |
6,387.0 |
|
| R3 |
6,447.5 |
6,428.5 |
6,374.0 |
|
| R2 |
6,399.0 |
6,399.0 |
6,369.5 |
|
| R1 |
6,380.0 |
6,380.0 |
6,365.0 |
6,389.5 |
| PP |
6,350.5 |
6,350.5 |
6,350.5 |
6,355.5 |
| S1 |
6,331.5 |
6,331.5 |
6,356.0 |
6,341.0 |
| S2 |
6,302.0 |
6,302.0 |
6,351.5 |
|
| S3 |
6,253.5 |
6,283.0 |
6,347.0 |
|
| S4 |
6,205.0 |
6,234.5 |
6,334.0 |
|
|
| 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 |
6,370.0 |
6,159.5 |
210.5 |
3.3% |
75.5 |
1.2% |
95% |
True |
False |
80,778 |
| 10 |
6,447.0 |
6,159.5 |
287.5 |
4.5% |
83.5 |
1.3% |
70% |
False |
False |
94,757 |
| 20 |
6,481.5 |
6,159.5 |
322.0 |
5.1% |
79.0 |
1.2% |
62% |
False |
False |
97,179 |
| 40 |
6,481.5 |
6,157.0 |
324.5 |
5.1% |
65.0 |
1.0% |
63% |
False |
False |
73,949 |
| 60 |
6,481.5 |
5,975.0 |
506.5 |
8.0% |
55.5 |
0.9% |
76% |
False |
False |
49,412 |
| 80 |
6,481.5 |
5,784.5 |
697.0 |
11.0% |
47.0 |
0.7% |
83% |
False |
False |
37,082 |
| 100 |
6,481.5 |
5,492.5 |
989.0 |
15.5% |
37.5 |
0.6% |
88% |
False |
False |
29,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,576.0 |
|
2.618 |
6,497.0 |
|
1.618 |
6,448.5 |
|
1.000 |
6,418.5 |
|
0.618 |
6,400.0 |
|
HIGH |
6,370.0 |
|
0.618 |
6,351.5 |
|
0.500 |
6,346.0 |
|
0.382 |
6,340.0 |
|
LOW |
6,321.5 |
|
0.618 |
6,291.5 |
|
1.000 |
6,273.0 |
|
1.618 |
6,243.0 |
|
2.618 |
6,194.5 |
|
4.250 |
6,115.5 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,355.5 |
6,341.0 |
| PP |
6,350.5 |
6,321.5 |
| S1 |
6,346.0 |
6,302.0 |
|