| Trading Metrics calculated at close of trading on 05-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1,542.25 |
1,547.50 |
5.25 |
0.3% |
1,557.25 |
| High |
1,551.25 |
1,547.50 |
-3.75 |
-0.2% |
1,561.50 |
| Low |
1,540.50 |
1,527.00 |
-13.50 |
-0.9% |
1,527.00 |
| Close |
1,548.25 |
1,539.75 |
-8.50 |
-0.5% |
1,539.75 |
| Range |
10.75 |
20.50 |
9.75 |
90.7% |
34.50 |
| ATR |
14.10 |
14.61 |
0.51 |
3.6% |
0.00 |
| Volume |
1,067 |
2,673 |
1,606 |
150.5% |
9,646 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,599.50 |
1,590.25 |
1,551.00 |
|
| R3 |
1,579.00 |
1,569.75 |
1,545.50 |
|
| R2 |
1,558.50 |
1,558.50 |
1,543.50 |
|
| R1 |
1,549.25 |
1,549.25 |
1,541.75 |
1,543.50 |
| PP |
1,538.00 |
1,538.00 |
1,538.00 |
1,535.25 |
| S1 |
1,528.75 |
1,528.75 |
1,537.75 |
1,523.00 |
| S2 |
1,517.50 |
1,517.50 |
1,536.00 |
|
| S3 |
1,497.00 |
1,508.25 |
1,534.00 |
|
| S4 |
1,476.50 |
1,487.75 |
1,528.50 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,646.25 |
1,627.50 |
1,558.75 |
|
| R3 |
1,611.75 |
1,593.00 |
1,549.25 |
|
| R2 |
1,577.25 |
1,577.25 |
1,546.00 |
|
| R1 |
1,558.50 |
1,558.50 |
1,543.00 |
1,550.50 |
| PP |
1,542.75 |
1,542.75 |
1,542.75 |
1,538.75 |
| S1 |
1,524.00 |
1,524.00 |
1,536.50 |
1,516.00 |
| S2 |
1,508.25 |
1,508.25 |
1,533.50 |
|
| S3 |
1,473.75 |
1,489.50 |
1,530.25 |
|
| S4 |
1,439.25 |
1,455.00 |
1,520.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,561.50 |
1,527.00 |
34.50 |
2.2% |
15.50 |
1.0% |
37% |
False |
True |
1,929 |
| 10 |
1,561.50 |
1,527.00 |
34.50 |
2.2% |
15.75 |
1.0% |
37% |
False |
True |
1,514 |
| 20 |
1,561.50 |
1,523.50 |
38.00 |
2.5% |
14.00 |
0.9% |
43% |
False |
False |
1,567 |
| 40 |
1,561.50 |
1,470.25 |
91.25 |
5.9% |
13.50 |
0.9% |
76% |
False |
False |
910 |
| 60 |
1,561.50 |
1,440.00 |
121.50 |
7.9% |
11.75 |
0.8% |
82% |
False |
False |
678 |
| 80 |
1,561.50 |
1,370.50 |
191.00 |
12.4% |
11.50 |
0.7% |
89% |
False |
False |
520 |
| 100 |
1,561.50 |
1,330.50 |
231.00 |
15.0% |
10.00 |
0.6% |
91% |
False |
False |
418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,634.50 |
|
2.618 |
1,601.25 |
|
1.618 |
1,580.75 |
|
1.000 |
1,568.00 |
|
0.618 |
1,560.25 |
|
HIGH |
1,547.50 |
|
0.618 |
1,539.75 |
|
0.500 |
1,537.25 |
|
0.382 |
1,534.75 |
|
LOW |
1,527.00 |
|
0.618 |
1,514.25 |
|
1.000 |
1,506.50 |
|
1.618 |
1,493.75 |
|
2.618 |
1,473.25 |
|
4.250 |
1,440.00 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,539.00 |
1,544.00 |
| PP |
1,538.00 |
1,542.75 |
| S1 |
1,537.25 |
1,541.25 |
|