| Trading Metrics calculated at close of trading on 05-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,788.00 |
2,785.00 |
-3.00 |
-0.1% |
2,811.00 |
| High |
2,801.50 |
2,785.50 |
-16.00 |
-0.6% |
2,823.00 |
| Low |
2,772.50 |
2,737.50 |
-35.00 |
-1.3% |
2,737.50 |
| Close |
2,785.00 |
2,763.00 |
-22.00 |
-0.8% |
2,763.00 |
| Range |
29.00 |
48.00 |
19.00 |
65.5% |
85.50 |
| ATR |
30.90 |
32.12 |
1.22 |
4.0% |
0.00 |
| Volume |
226,614 |
265,278 |
38,664 |
17.1% |
1,108,700 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,906.00 |
2,882.50 |
2,789.50 |
|
| R3 |
2,858.00 |
2,834.50 |
2,776.25 |
|
| R2 |
2,810.00 |
2,810.00 |
2,771.75 |
|
| R1 |
2,786.50 |
2,786.50 |
2,767.50 |
2,774.25 |
| PP |
2,762.00 |
2,762.00 |
2,762.00 |
2,756.00 |
| S1 |
2,738.50 |
2,738.50 |
2,758.50 |
2,726.25 |
| S2 |
2,714.00 |
2,714.00 |
2,754.25 |
|
| S3 |
2,666.00 |
2,690.50 |
2,749.75 |
|
| S4 |
2,618.00 |
2,642.50 |
2,736.50 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,031.00 |
2,982.50 |
2,810.00 |
|
| R3 |
2,945.50 |
2,897.00 |
2,786.50 |
|
| R2 |
2,860.00 |
2,860.00 |
2,778.75 |
|
| R1 |
2,811.50 |
2,811.50 |
2,770.75 |
2,793.00 |
| PP |
2,774.50 |
2,774.50 |
2,774.50 |
2,765.25 |
| S1 |
2,726.00 |
2,726.00 |
2,755.25 |
2,707.50 |
| S2 |
2,689.00 |
2,689.00 |
2,747.25 |
|
| S3 |
2,603.50 |
2,640.50 |
2,739.50 |
|
| S4 |
2,518.00 |
2,555.00 |
2,716.00 |
|
|
| 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 |
2,737.50 |
85.50 |
3.1% |
36.75 |
1.3% |
30% |
False |
True |
221,740 |
| 10 |
2,823.00 |
2,737.50 |
85.50 |
3.1% |
33.25 |
1.2% |
30% |
False |
True |
203,859 |
| 20 |
2,823.00 |
2,737.50 |
85.50 |
3.1% |
31.00 |
1.1% |
30% |
False |
True |
211,677 |
| 40 |
2,823.00 |
2,683.50 |
139.50 |
5.0% |
30.75 |
1.1% |
57% |
False |
False |
109,145 |
| 60 |
2,823.00 |
2,683.50 |
139.50 |
5.0% |
27.25 |
1.0% |
57% |
False |
False |
72,772 |
| 80 |
2,823.00 |
2,569.50 |
253.50 |
9.2% |
25.00 |
0.9% |
76% |
False |
False |
54,587 |
| 100 |
2,823.00 |
2,502.00 |
321.00 |
11.6% |
20.25 |
0.7% |
81% |
False |
False |
43,670 |
| 120 |
2,823.00 |
2,502.00 |
321.00 |
11.6% |
17.25 |
0.6% |
81% |
False |
False |
36,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,989.50 |
|
2.618 |
2,911.25 |
|
1.618 |
2,863.25 |
|
1.000 |
2,833.50 |
|
0.618 |
2,815.25 |
|
HIGH |
2,785.50 |
|
0.618 |
2,767.25 |
|
0.500 |
2,761.50 |
|
0.382 |
2,755.75 |
|
LOW |
2,737.50 |
|
0.618 |
2,707.75 |
|
1.000 |
2,689.50 |
|
1.618 |
2,659.75 |
|
2.618 |
2,611.75 |
|
4.250 |
2,533.50 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,762.50 |
2,778.50 |
| PP |
2,762.00 |
2,773.25 |
| S1 |
2,761.50 |
2,768.00 |
|