| Trading Metrics calculated at close of trading on 10-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,784.75 |
2,799.00 |
14.25 |
0.5% |
2,811.00 |
| High |
2,809.75 |
2,857.50 |
47.75 |
1.7% |
2,823.00 |
| Low |
2,773.00 |
2,794.75 |
21.75 |
0.8% |
2,737.50 |
| Close |
2,797.50 |
2,853.25 |
55.75 |
2.0% |
2,763.00 |
| Range |
36.75 |
62.75 |
26.00 |
70.7% |
85.50 |
| ATR |
32.39 |
34.56 |
2.17 |
6.7% |
0.00 |
| Volume |
237,574 |
259,070 |
21,496 |
9.0% |
1,108,700 |
|
| Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,023.50 |
3,001.00 |
2,887.75 |
|
| R3 |
2,960.75 |
2,938.25 |
2,870.50 |
|
| R2 |
2,898.00 |
2,898.00 |
2,864.75 |
|
| R1 |
2,875.50 |
2,875.50 |
2,859.00 |
2,886.75 |
| PP |
2,835.25 |
2,835.25 |
2,835.25 |
2,840.75 |
| S1 |
2,812.75 |
2,812.75 |
2,847.50 |
2,824.00 |
| S2 |
2,772.50 |
2,772.50 |
2,841.75 |
|
| S3 |
2,709.75 |
2,750.00 |
2,836.00 |
|
| S4 |
2,647.00 |
2,687.25 |
2,818.75 |
|
|
| 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 |
2,857.50 |
2,737.50 |
120.00 |
4.2% |
41.50 |
1.5% |
96% |
True |
False |
232,935 |
| 10 |
2,857.50 |
2,737.50 |
120.00 |
4.2% |
36.75 |
1.3% |
96% |
True |
False |
211,273 |
| 20 |
2,857.50 |
2,737.50 |
120.00 |
4.2% |
33.75 |
1.2% |
96% |
True |
False |
210,827 |
| 40 |
2,857.50 |
2,683.50 |
174.00 |
6.1% |
32.00 |
1.1% |
98% |
True |
False |
125,946 |
| 60 |
2,857.50 |
2,683.50 |
174.00 |
6.1% |
29.00 |
1.0% |
98% |
True |
False |
83,984 |
| 80 |
2,857.50 |
2,569.50 |
288.00 |
10.1% |
26.50 |
0.9% |
99% |
True |
False |
62,997 |
| 100 |
2,857.50 |
2,502.00 |
355.50 |
12.5% |
21.50 |
0.8% |
99% |
True |
False |
50,398 |
| 120 |
2,857.50 |
2,502.00 |
355.50 |
12.5% |
18.00 |
0.6% |
99% |
True |
False |
41,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,124.25 |
|
2.618 |
3,021.75 |
|
1.618 |
2,959.00 |
|
1.000 |
2,920.25 |
|
0.618 |
2,896.25 |
|
HIGH |
2,857.50 |
|
0.618 |
2,833.50 |
|
0.500 |
2,826.00 |
|
0.382 |
2,818.75 |
|
LOW |
2,794.75 |
|
0.618 |
2,756.00 |
|
1.000 |
2,732.00 |
|
1.618 |
2,693.25 |
|
2.618 |
2,630.50 |
|
4.250 |
2,528.00 |
|
|
| Fisher Pivots for day following 10-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,844.25 |
2,838.00 |
| PP |
2,835.25 |
2,822.50 |
| S1 |
2,826.00 |
2,807.25 |
|