| Trading Metrics calculated at close of trading on 11-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,799.00 |
2,852.00 |
53.00 |
1.9% |
2,811.00 |
| High |
2,857.50 |
2,858.50 |
1.00 |
0.0% |
2,823.00 |
| Low |
2,794.75 |
2,843.25 |
48.50 |
1.7% |
2,737.50 |
| Close |
2,853.25 |
2,853.25 |
0.00 |
0.0% |
2,763.00 |
| Range |
62.75 |
15.25 |
-47.50 |
-75.7% |
85.50 |
| ATR |
34.56 |
33.18 |
-1.38 |
-4.0% |
0.00 |
| Volume |
259,070 |
199,356 |
-59,714 |
-23.0% |
1,108,700 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,897.50 |
2,890.50 |
2,861.75 |
|
| R3 |
2,882.25 |
2,875.25 |
2,857.50 |
|
| R2 |
2,867.00 |
2,867.00 |
2,856.00 |
|
| R1 |
2,860.00 |
2,860.00 |
2,854.75 |
2,863.50 |
| PP |
2,851.75 |
2,851.75 |
2,851.75 |
2,853.50 |
| S1 |
2,844.75 |
2,844.75 |
2,851.75 |
2,848.25 |
| S2 |
2,836.50 |
2,836.50 |
2,850.50 |
|
| S3 |
2,821.25 |
2,829.50 |
2,849.00 |
|
| S4 |
2,806.00 |
2,814.25 |
2,844.75 |
|
|
| 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 |
2,858.50 |
2,737.50 |
121.00 |
4.2% |
38.75 |
1.4% |
96% |
True |
False |
227,483 |
| 10 |
2,858.50 |
2,737.50 |
121.00 |
4.2% |
35.25 |
1.2% |
96% |
True |
False |
212,638 |
| 20 |
2,858.50 |
2,737.50 |
121.00 |
4.2% |
33.50 |
1.2% |
96% |
True |
False |
210,187 |
| 40 |
2,858.50 |
2,683.50 |
175.00 |
6.1% |
32.00 |
1.1% |
97% |
True |
False |
130,929 |
| 60 |
2,858.50 |
2,683.50 |
175.00 |
6.1% |
28.75 |
1.0% |
97% |
True |
False |
87,307 |
| 80 |
2,858.50 |
2,569.50 |
289.00 |
10.1% |
26.50 |
0.9% |
98% |
True |
False |
65,489 |
| 100 |
2,858.50 |
2,502.00 |
356.50 |
12.5% |
21.50 |
0.8% |
99% |
True |
False |
52,391 |
| 120 |
2,858.50 |
2,502.00 |
356.50 |
12.5% |
18.25 |
0.6% |
99% |
True |
False |
43,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,923.25 |
|
2.618 |
2,898.50 |
|
1.618 |
2,883.25 |
|
1.000 |
2,873.75 |
|
0.618 |
2,868.00 |
|
HIGH |
2,858.50 |
|
0.618 |
2,852.75 |
|
0.500 |
2,851.00 |
|
0.382 |
2,849.00 |
|
LOW |
2,843.25 |
|
0.618 |
2,833.75 |
|
1.000 |
2,828.00 |
|
1.618 |
2,818.50 |
|
2.618 |
2,803.25 |
|
4.250 |
2,778.50 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,852.50 |
2,840.75 |
| PP |
2,851.75 |
2,828.25 |
| S1 |
2,851.00 |
2,815.75 |
|