| Trading Metrics calculated at close of trading on 03-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,789.75 |
2,814.25 |
24.50 |
0.9% |
2,793.50 |
| High |
2,823.00 |
2,819.25 |
-3.75 |
-0.1% |
2,814.75 |
| Low |
2,786.25 |
2,780.25 |
-6.00 |
-0.2% |
2,771.00 |
| Close |
2,812.75 |
2,787.00 |
-25.75 |
-0.9% |
2,811.00 |
| Range |
36.75 |
39.00 |
2.25 |
6.1% |
43.75 |
| ATR |
30.43 |
31.04 |
0.61 |
2.0% |
0.00 |
| Volume |
214,259 |
256,746 |
42,487 |
19.8% |
749,491 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,912.50 |
2,888.75 |
2,808.50 |
|
| R3 |
2,873.50 |
2,849.75 |
2,797.75 |
|
| R2 |
2,834.50 |
2,834.50 |
2,794.25 |
|
| R1 |
2,810.75 |
2,810.75 |
2,790.50 |
2,803.00 |
| PP |
2,795.50 |
2,795.50 |
2,795.50 |
2,791.75 |
| S1 |
2,771.75 |
2,771.75 |
2,783.50 |
2,764.00 |
| S2 |
2,756.50 |
2,756.50 |
2,779.75 |
|
| S3 |
2,717.50 |
2,732.75 |
2,776.25 |
|
| S4 |
2,678.50 |
2,693.75 |
2,765.50 |
|
|
| 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% |
32.00 |
1.1% |
23% |
False |
False |
189,612 |
| 10 |
2,823.00 |
2,761.25 |
61.75 |
2.2% |
31.75 |
1.1% |
42% |
False |
False |
198,173 |
| 20 |
2,823.00 |
2,748.25 |
74.75 |
2.7% |
29.00 |
1.0% |
52% |
False |
False |
192,147 |
| 40 |
2,823.00 |
2,683.50 |
139.50 |
5.0% |
30.25 |
1.1% |
74% |
False |
False |
96,854 |
| 60 |
2,823.00 |
2,683.50 |
139.50 |
5.0% |
26.25 |
0.9% |
74% |
False |
False |
64,574 |
| 80 |
2,823.00 |
2,569.50 |
253.50 |
9.1% |
24.00 |
0.9% |
86% |
False |
False |
48,439 |
| 100 |
2,823.00 |
2,502.00 |
321.00 |
11.5% |
19.50 |
0.7% |
89% |
False |
False |
38,751 |
| 120 |
2,823.00 |
2,502.00 |
321.00 |
11.5% |
16.50 |
0.6% |
89% |
False |
False |
32,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,985.00 |
|
2.618 |
2,921.25 |
|
1.618 |
2,882.25 |
|
1.000 |
2,858.25 |
|
0.618 |
2,843.25 |
|
HIGH |
2,819.25 |
|
0.618 |
2,804.25 |
|
0.500 |
2,799.75 |
|
0.382 |
2,795.25 |
|
LOW |
2,780.25 |
|
0.618 |
2,756.25 |
|
1.000 |
2,741.25 |
|
1.618 |
2,717.25 |
|
2.618 |
2,678.25 |
|
4.250 |
2,614.50 |
|
|
| Fisher Pivots for day following 03-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,799.75 |
2,801.50 |
| PP |
2,795.50 |
2,796.75 |
| S1 |
2,791.25 |
2,792.00 |
|