| 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 |
1,566.00 |
1,548.50 |
-17.50 |
-1.1% |
1,550.00 |
| High |
1,567.75 |
1,557.50 |
-10.25 |
-0.7% |
1,564.50 |
| Low |
1,544.00 |
1,546.00 |
2.00 |
0.1% |
1,539.00 |
| Close |
1,548.50 |
1,554.50 |
6.00 |
0.4% |
1,562.75 |
| Range |
23.75 |
11.50 |
-12.25 |
-51.6% |
25.50 |
| ATR |
15.64 |
15.35 |
-0.30 |
-1.9% |
0.00 |
| Volume |
2,269,317 |
2,004,726 |
-264,591 |
-11.7% |
7,045,105 |
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,587.25 |
1,582.25 |
1,560.75 |
|
| R3 |
1,575.75 |
1,570.75 |
1,557.75 |
|
| R2 |
1,564.25 |
1,564.25 |
1,556.50 |
|
| R1 |
1,559.25 |
1,559.25 |
1,555.50 |
1,561.75 |
| PP |
1,552.75 |
1,552.75 |
1,552.75 |
1,554.00 |
| S1 |
1,547.75 |
1,547.75 |
1,553.50 |
1,550.25 |
| S2 |
1,541.25 |
1,541.25 |
1,552.50 |
|
| S3 |
1,529.75 |
1,536.25 |
1,551.25 |
|
| S4 |
1,518.25 |
1,524.75 |
1,548.25 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,632.00 |
1,622.75 |
1,576.75 |
|
| R3 |
1,606.50 |
1,597.25 |
1,569.75 |
|
| R2 |
1,581.00 |
1,581.00 |
1,567.50 |
|
| R1 |
1,571.75 |
1,571.75 |
1,565.00 |
1,576.50 |
| PP |
1,555.50 |
1,555.50 |
1,555.50 |
1,557.75 |
| S1 |
1,546.25 |
1,546.25 |
1,560.50 |
1,551.00 |
| S2 |
1,530.00 |
1,530.00 |
1,558.00 |
|
| S3 |
1,504.50 |
1,520.75 |
1,555.75 |
|
| S4 |
1,479.00 |
1,495.25 |
1,548.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,568.00 |
1,544.00 |
24.00 |
1.5% |
15.25 |
1.0% |
44% |
False |
False |
1,729,339 |
| 10 |
1,568.00 |
1,535.00 |
33.00 |
2.1% |
15.75 |
1.0% |
59% |
False |
False |
1,754,839 |
| 20 |
1,568.00 |
1,529.50 |
38.50 |
2.5% |
14.50 |
0.9% |
65% |
False |
False |
1,772,551 |
| 40 |
1,568.00 |
1,476.25 |
91.75 |
5.9% |
15.00 |
1.0% |
85% |
False |
False |
915,877 |
| 60 |
1,568.00 |
1,440.00 |
128.00 |
8.2% |
14.00 |
0.9% |
89% |
False |
False |
611,385 |
| 80 |
1,568.00 |
1,375.75 |
192.25 |
12.4% |
14.50 |
0.9% |
93% |
False |
False |
458,794 |
| 100 |
1,568.00 |
1,331.25 |
236.75 |
15.2% |
14.00 |
0.9% |
94% |
False |
False |
367,092 |
| 120 |
1,568.00 |
1,331.25 |
236.75 |
15.2% |
14.00 |
0.9% |
94% |
False |
False |
305,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,606.50 |
|
2.618 |
1,587.50 |
|
1.618 |
1,576.00 |
|
1.000 |
1,569.00 |
|
0.618 |
1,564.50 |
|
HIGH |
1,557.50 |
|
0.618 |
1,553.00 |
|
0.500 |
1,551.75 |
|
0.382 |
1,550.50 |
|
LOW |
1,546.00 |
|
0.618 |
1,539.00 |
|
1.000 |
1,534.50 |
|
1.618 |
1,527.50 |
|
2.618 |
1,516.00 |
|
4.250 |
1,497.00 |
|
|
| Fisher Pivots for day following 04-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,553.50 |
1,556.00 |
| PP |
1,552.75 |
1,555.50 |
| S1 |
1,551.75 |
1,555.00 |
|