| 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 |
1,587.4 |
1,560.0 |
-27.4 |
-1.7% |
1,602.6 |
| High |
1,589.9 |
1,569.6 |
-20.3 |
-1.3% |
1,604.0 |
| Low |
1,558.5 |
1,555.6 |
-2.9 |
-0.2% |
1,541.7 |
| Close |
1,560.4 |
1,566.5 |
6.1 |
0.4% |
1,577.5 |
| Range |
31.4 |
14.0 |
-17.4 |
-55.4% |
62.3 |
| ATR |
18.7 |
18.3 |
-0.3 |
-1.8% |
0.0 |
| Volume |
3,217 |
3,411 |
194 |
6.0% |
21,071 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,605.9 |
1,600.2 |
1,574.2 |
|
| R3 |
1,591.9 |
1,586.2 |
1,570.4 |
|
| R2 |
1,577.9 |
1,577.9 |
1,569.1 |
|
| R1 |
1,572.2 |
1,572.2 |
1,567.8 |
1,575.1 |
| PP |
1,563.9 |
1,563.9 |
1,563.9 |
1,565.3 |
| S1 |
1,558.2 |
1,558.2 |
1,565.2 |
1,561.1 |
| S2 |
1,549.9 |
1,549.9 |
1,563.9 |
|
| S3 |
1,535.9 |
1,544.2 |
1,562.7 |
|
| S4 |
1,521.9 |
1,530.2 |
1,558.8 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,761.3 |
1,731.7 |
1,611.8 |
|
| R3 |
1,699.0 |
1,669.4 |
1,594.6 |
|
| R2 |
1,636.7 |
1,636.7 |
1,588.9 |
|
| R1 |
1,607.1 |
1,607.1 |
1,583.2 |
1,590.8 |
| PP |
1,574.4 |
1,574.4 |
1,574.4 |
1,566.2 |
| S1 |
1,544.8 |
1,544.8 |
1,571.8 |
1,528.5 |
| S2 |
1,512.1 |
1,512.1 |
1,566.1 |
|
| S3 |
1,449.8 |
1,482.5 |
1,560.4 |
|
| S4 |
1,387.5 |
1,420.2 |
1,543.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,591.6 |
1,550.8 |
40.8 |
2.6% |
22.6 |
1.4% |
38% |
False |
False |
5,416 |
| 10 |
1,608.6 |
1,541.7 |
66.9 |
4.3% |
20.2 |
1.3% |
37% |
False |
False |
4,747 |
| 20 |
1,619.3 |
1,541.7 |
77.6 |
5.0% |
16.8 |
1.1% |
32% |
False |
False |
4,791 |
| 40 |
1,656.7 |
1,541.7 |
115.0 |
7.3% |
18.4 |
1.2% |
22% |
False |
False |
4,215 |
| 60 |
1,702.4 |
1,541.7 |
160.7 |
10.3% |
16.8 |
1.1% |
15% |
False |
False |
3,590 |
| 80 |
1,710.0 |
1,541.7 |
168.3 |
10.7% |
17.0 |
1.1% |
15% |
False |
False |
3,025 |
| 100 |
1,759.7 |
1,541.7 |
218.0 |
13.9% |
16.0 |
1.0% |
11% |
False |
False |
2,566 |
| 120 |
1,759.7 |
1,541.7 |
218.0 |
13.9% |
15.4 |
1.0% |
11% |
False |
False |
2,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,629.1 |
|
2.618 |
1,606.3 |
|
1.618 |
1,592.3 |
|
1.000 |
1,583.6 |
|
0.618 |
1,578.3 |
|
HIGH |
1,569.6 |
|
0.618 |
1,564.3 |
|
0.500 |
1,562.6 |
|
0.382 |
1,560.9 |
|
LOW |
1,555.6 |
|
0.618 |
1,546.9 |
|
1.000 |
1,541.6 |
|
1.618 |
1,532.9 |
|
2.618 |
1,518.9 |
|
4.250 |
1,496.1 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,565.2 |
1,573.6 |
| PP |
1,563.9 |
1,571.2 |
| S1 |
1,562.6 |
1,568.9 |
|