| 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 |
2,814.25 |
2,788.00 |
-26.25 |
-0.9% |
2,793.50 |
| High |
2,819.25 |
2,801.50 |
-17.75 |
-0.6% |
2,814.75 |
| Low |
2,780.25 |
2,772.50 |
-7.75 |
-0.3% |
2,771.00 |
| Close |
2,787.00 |
2,785.00 |
-2.00 |
-0.1% |
2,811.00 |
| Range |
39.00 |
29.00 |
-10.00 |
-25.6% |
43.75 |
| ATR |
31.04 |
30.90 |
-0.15 |
-0.5% |
0.00 |
| Volume |
256,746 |
226,614 |
-30,132 |
-11.7% |
749,491 |
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,873.25 |
2,858.25 |
2,801.00 |
|
| R3 |
2,844.25 |
2,829.25 |
2,793.00 |
|
| R2 |
2,815.25 |
2,815.25 |
2,790.25 |
|
| R1 |
2,800.25 |
2,800.25 |
2,787.75 |
2,793.25 |
| PP |
2,786.25 |
2,786.25 |
2,786.25 |
2,783.00 |
| S1 |
2,771.25 |
2,771.25 |
2,782.25 |
2,764.25 |
| S2 |
2,757.25 |
2,757.25 |
2,779.75 |
|
| S3 |
2,728.25 |
2,742.25 |
2,777.00 |
|
| S4 |
2,699.25 |
2,713.25 |
2,769.00 |
|
|
| 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 |
2,772.50 |
50.50 |
1.8% |
32.00 |
1.1% |
25% |
False |
True |
197,792 |
| 10 |
2,823.00 |
2,761.25 |
61.75 |
2.2% |
31.25 |
1.1% |
38% |
False |
False |
199,459 |
| 20 |
2,823.00 |
2,748.25 |
74.75 |
2.7% |
29.50 |
1.1% |
49% |
False |
False |
202,025 |
| 40 |
2,823.00 |
2,683.50 |
139.50 |
5.0% |
30.00 |
1.1% |
73% |
False |
False |
102,516 |
| 60 |
2,823.00 |
2,683.50 |
139.50 |
5.0% |
26.75 |
1.0% |
73% |
False |
False |
68,351 |
| 80 |
2,823.00 |
2,569.50 |
253.50 |
9.1% |
24.25 |
0.9% |
85% |
False |
False |
51,271 |
| 100 |
2,823.00 |
2,502.00 |
321.00 |
11.5% |
19.75 |
0.7% |
88% |
False |
False |
41,017 |
| 120 |
2,823.00 |
2,502.00 |
321.00 |
11.5% |
16.75 |
0.6% |
88% |
False |
False |
34,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,924.75 |
|
2.618 |
2,877.50 |
|
1.618 |
2,848.50 |
|
1.000 |
2,830.50 |
|
0.618 |
2,819.50 |
|
HIGH |
2,801.50 |
|
0.618 |
2,790.50 |
|
0.500 |
2,787.00 |
|
0.382 |
2,783.50 |
|
LOW |
2,772.50 |
|
0.618 |
2,754.50 |
|
1.000 |
2,743.50 |
|
1.618 |
2,725.50 |
|
2.618 |
2,696.50 |
|
4.250 |
2,649.25 |
|
|
| Fisher Pivots for day following 04-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,787.00 |
2,797.75 |
| PP |
2,786.25 |
2,793.50 |
| S1 |
2,785.75 |
2,789.25 |
|