| 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 |
1,572.4 |
1,585.0 |
12.6 |
0.8% |
1,598.1 |
| High |
1,590.1 |
1,588.5 |
-1.6 |
-0.1% |
1,604.3 |
| Low |
1,570.0 |
1,555.3 |
-14.7 |
-0.9% |
1,539.4 |
| Close |
1,586.7 |
1,558.8 |
-27.9 |
-1.8% |
1,575.9 |
| Range |
20.1 |
33.2 |
13.1 |
65.2% |
64.9 |
| ATR |
19.1 |
20.1 |
1.0 |
5.3% |
0.0 |
| Volume |
126,551 |
176,373 |
49,822 |
39.4% |
816,705 |
|
| Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,667.1 |
1,646.2 |
1,577.1 |
|
| R3 |
1,633.9 |
1,613.0 |
1,567.9 |
|
| R2 |
1,600.7 |
1,600.7 |
1,564.9 |
|
| R1 |
1,579.8 |
1,579.8 |
1,561.8 |
1,573.7 |
| PP |
1,567.5 |
1,567.5 |
1,567.5 |
1,564.5 |
| S1 |
1,546.6 |
1,546.6 |
1,555.8 |
1,540.5 |
| S2 |
1,534.3 |
1,534.3 |
1,552.7 |
|
| S3 |
1,501.1 |
1,513.4 |
1,549.7 |
|
| S4 |
1,467.9 |
1,480.2 |
1,540.5 |
|
|
| 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 |
1,590.1 |
1,539.4 |
50.7 |
3.3% |
24.5 |
1.6% |
38% |
False |
False |
158,791 |
| 10 |
1,609.0 |
1,539.4 |
69.6 |
4.5% |
21.8 |
1.4% |
28% |
False |
False |
153,474 |
| 20 |
1,618.3 |
1,539.4 |
78.9 |
5.1% |
18.5 |
1.2% |
25% |
False |
False |
99,081 |
| 40 |
1,655.8 |
1,539.4 |
116.4 |
7.5% |
20.0 |
1.3% |
17% |
False |
False |
56,047 |
| 60 |
1,700.0 |
1,539.4 |
160.6 |
10.3% |
18.7 |
1.2% |
12% |
False |
False |
38,949 |
| 80 |
1,715.6 |
1,539.4 |
176.2 |
11.3% |
19.1 |
1.2% |
11% |
False |
False |
29,969 |
| 100 |
1,759.5 |
1,539.4 |
220.1 |
14.1% |
18.4 |
1.2% |
9% |
False |
False |
24,364 |
| 120 |
1,760.5 |
1,539.4 |
221.1 |
14.2% |
18.0 |
1.2% |
9% |
False |
False |
20,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,729.6 |
|
2.618 |
1,675.4 |
|
1.618 |
1,642.2 |
|
1.000 |
1,621.7 |
|
0.618 |
1,609.0 |
|
HIGH |
1,588.5 |
|
0.618 |
1,575.8 |
|
0.500 |
1,571.9 |
|
0.382 |
1,568.0 |
|
LOW |
1,555.3 |
|
0.618 |
1,534.8 |
|
1.000 |
1,522.1 |
|
1.618 |
1,501.6 |
|
2.618 |
1,468.4 |
|
4.250 |
1,414.2 |
|
|
| Fisher Pivots for day following 10-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,571.9 |
1,572.7 |
| PP |
1,567.5 |
1,568.1 |
| S1 |
1,563.2 |
1,563.4 |
|