| Trading Metrics calculated at close of trading on 12-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,852.00 |
2,853.75 |
1.75 |
0.1% |
2,763.25 |
| High |
2,858.50 |
2,856.25 |
-2.25 |
-0.1% |
2,858.50 |
| Low |
2,843.25 |
2,828.25 |
-15.00 |
-0.5% |
2,757.00 |
| Close |
2,853.25 |
2,846.25 |
-7.00 |
-0.2% |
2,846.25 |
| Range |
15.25 |
28.00 |
12.75 |
83.6% |
101.50 |
| ATR |
33.18 |
32.81 |
-0.37 |
-1.1% |
0.00 |
| Volume |
199,356 |
198,997 |
-359 |
-0.2% |
1,071,136 |
|
| Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,927.50 |
2,915.00 |
2,861.75 |
|
| R3 |
2,899.50 |
2,887.00 |
2,854.00 |
|
| R2 |
2,871.50 |
2,871.50 |
2,851.50 |
|
| R1 |
2,859.00 |
2,859.00 |
2,848.75 |
2,851.25 |
| PP |
2,843.50 |
2,843.50 |
2,843.50 |
2,839.75 |
| S1 |
2,831.00 |
2,831.00 |
2,843.75 |
2,823.25 |
| S2 |
2,815.50 |
2,815.50 |
2,841.00 |
|
| S3 |
2,787.50 |
2,803.00 |
2,838.50 |
|
| S4 |
2,759.50 |
2,775.00 |
2,830.75 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,125.00 |
3,087.25 |
2,902.00 |
|
| R3 |
3,023.50 |
2,985.75 |
2,874.25 |
|
| R2 |
2,922.00 |
2,922.00 |
2,864.75 |
|
| R1 |
2,884.25 |
2,884.25 |
2,855.50 |
2,903.00 |
| PP |
2,820.50 |
2,820.50 |
2,820.50 |
2,830.00 |
| S1 |
2,782.75 |
2,782.75 |
2,837.00 |
2,801.50 |
| S2 |
2,719.00 |
2,719.00 |
2,827.75 |
|
| S3 |
2,617.50 |
2,681.25 |
2,818.25 |
|
| S4 |
2,516.00 |
2,579.75 |
2,790.50 |
|
|
| 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 |
2,757.00 |
101.50 |
3.6% |
34.75 |
1.2% |
88% |
False |
False |
214,227 |
| 10 |
2,858.50 |
2,737.50 |
121.00 |
4.3% |
35.75 |
1.3% |
90% |
False |
False |
217,983 |
| 20 |
2,858.50 |
2,737.50 |
121.00 |
4.3% |
34.25 |
1.2% |
90% |
False |
False |
211,938 |
| 40 |
2,858.50 |
2,683.50 |
175.00 |
6.1% |
32.25 |
1.1% |
93% |
False |
False |
135,879 |
| 60 |
2,858.50 |
2,683.50 |
175.00 |
6.1% |
29.00 |
1.0% |
93% |
False |
False |
90,623 |
| 80 |
2,858.50 |
2,569.50 |
289.00 |
10.2% |
27.00 |
0.9% |
96% |
False |
False |
67,976 |
| 100 |
2,858.50 |
2,502.00 |
356.50 |
12.5% |
22.00 |
0.8% |
97% |
False |
False |
54,381 |
| 120 |
2,858.50 |
2,502.00 |
356.50 |
12.5% |
18.50 |
0.6% |
97% |
False |
False |
45,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,975.25 |
|
2.618 |
2,929.50 |
|
1.618 |
2,901.50 |
|
1.000 |
2,884.25 |
|
0.618 |
2,873.50 |
|
HIGH |
2,856.25 |
|
0.618 |
2,845.50 |
|
0.500 |
2,842.25 |
|
0.382 |
2,839.00 |
|
LOW |
2,828.25 |
|
0.618 |
2,811.00 |
|
1.000 |
2,800.25 |
|
1.618 |
2,783.00 |
|
2.618 |
2,755.00 |
|
4.250 |
2,709.25 |
|
|
| Fisher Pivots for day following 12-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,845.00 |
2,839.75 |
| PP |
2,843.50 |
2,833.25 |
| S1 |
2,842.25 |
2,826.50 |
|