| Trading Metrics calculated at close of trading on 08-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1,554.0 |
1,580.8 |
26.8 |
1.7% |
1,598.1 |
| High |
1,581.8 |
1,582.9 |
1.1 |
0.1% |
1,604.3 |
| Low |
1,549.0 |
1,566.6 |
17.6 |
1.1% |
1,539.4 |
| Close |
1,575.9 |
1,572.5 |
-3.4 |
-0.2% |
1,575.9 |
| Range |
32.8 |
16.3 |
-16.5 |
-50.3% |
64.9 |
| ATR |
19.2 |
19.0 |
-0.2 |
-1.1% |
0.0 |
| Volume |
190,804 |
111,703 |
-79,101 |
-41.5% |
816,705 |
|
| Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,622.9 |
1,614.0 |
1,581.5 |
|
| R3 |
1,606.6 |
1,597.7 |
1,577.0 |
|
| R2 |
1,590.3 |
1,590.3 |
1,575.5 |
|
| R1 |
1,581.4 |
1,581.4 |
1,574.0 |
1,577.7 |
| PP |
1,574.0 |
1,574.0 |
1,574.0 |
1,572.2 |
| S1 |
1,565.1 |
1,565.1 |
1,571.0 |
1,561.4 |
| S2 |
1,557.7 |
1,557.7 |
1,569.5 |
|
| S3 |
1,541.4 |
1,548.8 |
1,568.0 |
|
| S4 |
1,525.1 |
1,532.5 |
1,563.5 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,767.9 |
1,736.8 |
1,611.6 |
|
| R3 |
1,703.0 |
1,671.9 |
1,593.7 |
|
| R2 |
1,638.1 |
1,638.1 |
1,587.8 |
|
| R1 |
1,607.0 |
1,607.0 |
1,581.8 |
1,590.1 |
| PP |
1,573.2 |
1,573.2 |
1,573.2 |
1,564.8 |
| S1 |
1,542.1 |
1,542.1 |
1,570.0 |
1,525.2 |
| S2 |
1,508.3 |
1,508.3 |
1,564.0 |
|
| S3 |
1,443.4 |
1,477.2 |
1,558.1 |
|
| S4 |
1,378.5 |
1,412.3 |
1,540.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,604.3 |
1,539.4 |
64.9 |
4.1% |
25.4 |
1.6% |
51% |
False |
False |
173,246 |
| 10 |
1,614.5 |
1,539.4 |
75.1 |
4.8% |
20.0 |
1.3% |
44% |
False |
False |
147,152 |
| 20 |
1,618.3 |
1,539.4 |
78.9 |
5.0% |
17.1 |
1.1% |
42% |
False |
False |
86,612 |
| 40 |
1,675.8 |
1,539.4 |
136.4 |
8.7% |
19.5 |
1.2% |
24% |
False |
False |
48,608 |
| 60 |
1,700.0 |
1,539.4 |
160.6 |
10.2% |
18.5 |
1.2% |
21% |
False |
False |
33,974 |
| 80 |
1,728.8 |
1,539.4 |
189.4 |
12.0% |
18.7 |
1.2% |
17% |
False |
False |
26,218 |
| 100 |
1,759.5 |
1,539.4 |
220.1 |
14.0% |
18.1 |
1.2% |
15% |
False |
False |
21,367 |
| 120 |
1,760.5 |
1,539.4 |
221.1 |
14.1% |
17.8 |
1.1% |
15% |
False |
False |
18,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,652.2 |
|
2.618 |
1,625.6 |
|
1.618 |
1,609.3 |
|
1.000 |
1,599.2 |
|
0.618 |
1,593.0 |
|
HIGH |
1,582.9 |
|
0.618 |
1,576.7 |
|
0.500 |
1,574.8 |
|
0.382 |
1,572.8 |
|
LOW |
1,566.6 |
|
0.618 |
1,556.5 |
|
1.000 |
1,550.3 |
|
1.618 |
1,540.2 |
|
2.618 |
1,523.9 |
|
4.250 |
1,497.3 |
|
|
| Fisher Pivots for day following 08-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,574.8 |
1,568.7 |
| PP |
1,574.0 |
1,564.9 |
| S1 |
1,573.3 |
1,561.2 |
|