| Trading Metrics calculated at close of trading on 02-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,811.00 |
2,789.75 |
-21.25 |
-0.8% |
2,793.50 |
| High |
2,815.75 |
2,823.00 |
7.25 |
0.3% |
2,814.75 |
| Low |
2,784.25 |
2,786.25 |
2.00 |
0.1% |
2,771.00 |
| Close |
2,788.00 |
2,812.75 |
24.75 |
0.9% |
2,811.00 |
| Range |
31.50 |
36.75 |
5.25 |
16.7% |
43.75 |
| ATR |
29.94 |
30.43 |
0.49 |
1.6% |
0.00 |
| Volume |
145,803 |
214,259 |
68,456 |
47.0% |
749,491 |
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,917.50 |
2,902.00 |
2,833.00 |
|
| R3 |
2,880.75 |
2,865.25 |
2,822.75 |
|
| R2 |
2,844.00 |
2,844.00 |
2,819.50 |
|
| R1 |
2,828.50 |
2,828.50 |
2,816.00 |
2,836.25 |
| PP |
2,807.25 |
2,807.25 |
2,807.25 |
2,811.25 |
| S1 |
2,791.75 |
2,791.75 |
2,809.50 |
2,799.50 |
| S2 |
2,770.50 |
2,770.50 |
2,806.00 |
|
| S3 |
2,733.75 |
2,755.00 |
2,802.75 |
|
| S4 |
2,697.00 |
2,718.25 |
2,792.50 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,930.25 |
2,914.25 |
2,835.00 |
|
| R3 |
2,886.50 |
2,870.50 |
2,823.00 |
|
| R2 |
2,842.75 |
2,842.75 |
2,819.00 |
|
| R1 |
2,826.75 |
2,826.75 |
2,815.00 |
2,834.75 |
| PP |
2,799.00 |
2,799.00 |
2,799.00 |
2,803.00 |
| S1 |
2,783.00 |
2,783.00 |
2,807.00 |
2,791.00 |
| S2 |
2,755.25 |
2,755.25 |
2,803.00 |
|
| S3 |
2,711.50 |
2,739.25 |
2,799.00 |
|
| S4 |
2,667.75 |
2,695.50 |
2,787.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,823.00 |
2,776.50 |
46.50 |
1.7% |
28.00 |
1.0% |
78% |
True |
False |
172,036 |
| 10 |
2,823.00 |
2,755.25 |
67.75 |
2.4% |
32.25 |
1.2% |
85% |
True |
False |
200,584 |
| 20 |
2,823.00 |
2,748.25 |
74.75 |
2.7% |
29.25 |
1.0% |
86% |
True |
False |
179,851 |
| 40 |
2,823.00 |
2,683.50 |
139.50 |
5.0% |
30.50 |
1.1% |
93% |
True |
False |
90,436 |
| 60 |
2,823.00 |
2,683.50 |
139.50 |
5.0% |
26.00 |
0.9% |
93% |
True |
False |
60,295 |
| 80 |
2,823.00 |
2,569.50 |
253.50 |
9.0% |
23.50 |
0.8% |
96% |
True |
False |
45,229 |
| 100 |
2,823.00 |
2,502.00 |
321.00 |
11.4% |
19.00 |
0.7% |
97% |
True |
False |
36,184 |
| 120 |
2,823.00 |
2,502.00 |
321.00 |
11.4% |
16.25 |
0.6% |
97% |
True |
False |
30,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,979.25 |
|
2.618 |
2,919.25 |
|
1.618 |
2,882.50 |
|
1.000 |
2,859.75 |
|
0.618 |
2,845.75 |
|
HIGH |
2,823.00 |
|
0.618 |
2,809.00 |
|
0.500 |
2,804.50 |
|
0.382 |
2,800.25 |
|
LOW |
2,786.25 |
|
0.618 |
2,763.50 |
|
1.000 |
2,749.50 |
|
1.618 |
2,726.75 |
|
2.618 |
2,690.00 |
|
4.250 |
2,630.00 |
|
|
| Fisher Pivots for day following 02-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,810.00 |
2,809.75 |
| PP |
2,807.25 |
2,806.75 |
| S1 |
2,804.50 |
2,803.50 |
|