| Trading Metrics calculated at close of trading on 09-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1,580.8 |
1,572.4 |
-8.4 |
-0.5% |
1,598.1 |
| High |
1,582.9 |
1,590.1 |
7.2 |
0.5% |
1,604.3 |
| Low |
1,566.6 |
1,570.0 |
3.4 |
0.2% |
1,539.4 |
| Close |
1,572.5 |
1,586.7 |
14.2 |
0.9% |
1,575.9 |
| Range |
16.3 |
20.1 |
3.8 |
23.3% |
64.9 |
| ATR |
19.0 |
19.1 |
0.1 |
0.4% |
0.0 |
| Volume |
111,703 |
126,551 |
14,848 |
13.3% |
816,705 |
|
| Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,642.6 |
1,634.7 |
1,597.8 |
|
| R3 |
1,622.5 |
1,614.6 |
1,592.2 |
|
| R2 |
1,602.4 |
1,602.4 |
1,590.4 |
|
| R1 |
1,594.5 |
1,594.5 |
1,588.5 |
1,598.5 |
| PP |
1,582.3 |
1,582.3 |
1,582.3 |
1,584.2 |
| S1 |
1,574.4 |
1,574.4 |
1,584.9 |
1,578.4 |
| S2 |
1,562.2 |
1,562.2 |
1,583.0 |
|
| S3 |
1,542.1 |
1,554.3 |
1,581.2 |
|
| S4 |
1,522.0 |
1,534.2 |
1,575.6 |
|
|
| 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 |
1,590.1 |
1,539.4 |
50.7 |
3.2% |
23.3 |
1.5% |
93% |
True |
False |
165,418 |
| 10 |
1,609.0 |
1,539.4 |
69.6 |
4.4% |
19.6 |
1.2% |
68% |
False |
False |
149,943 |
| 20 |
1,618.3 |
1,539.4 |
78.9 |
5.0% |
17.7 |
1.1% |
60% |
False |
False |
91,526 |
| 40 |
1,671.4 |
1,539.4 |
132.0 |
8.3% |
19.8 |
1.2% |
36% |
False |
False |
51,700 |
| 60 |
1,700.0 |
1,539.4 |
160.6 |
10.1% |
18.5 |
1.2% |
29% |
False |
False |
36,044 |
| 80 |
1,728.8 |
1,539.4 |
189.4 |
11.9% |
18.8 |
1.2% |
25% |
False |
False |
27,790 |
| 100 |
1,759.5 |
1,539.4 |
220.1 |
13.9% |
18.2 |
1.1% |
21% |
False |
False |
22,614 |
| 120 |
1,760.5 |
1,539.4 |
221.1 |
13.9% |
17.8 |
1.1% |
21% |
False |
False |
19,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,675.5 |
|
2.618 |
1,642.7 |
|
1.618 |
1,622.6 |
|
1.000 |
1,610.2 |
|
0.618 |
1,602.5 |
|
HIGH |
1,590.1 |
|
0.618 |
1,582.4 |
|
0.500 |
1,580.1 |
|
0.382 |
1,577.7 |
|
LOW |
1,570.0 |
|
0.618 |
1,557.6 |
|
1.000 |
1,549.9 |
|
1.618 |
1,537.5 |
|
2.618 |
1,517.4 |
|
4.250 |
1,484.6 |
|
|
| Fisher Pivots for day following 09-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,584.5 |
1,581.0 |
| PP |
1,582.3 |
1,575.3 |
| S1 |
1,580.1 |
1,569.6 |
|