| 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 |
1,556.00 |
1,576.75 |
20.75 |
1.3% |
1,557.25 |
| High |
1,579.25 |
1,586.50 |
7.25 |
0.5% |
1,561.50 |
| Low |
1,555.00 |
1,574.75 |
19.75 |
1.3% |
1,527.00 |
| Close |
1,576.75 |
1,581.75 |
5.00 |
0.3% |
1,539.75 |
| Range |
24.25 |
11.75 |
-12.50 |
-51.5% |
34.50 |
| ATR |
15.49 |
15.22 |
-0.27 |
-1.7% |
0.00 |
| Volume |
1,402 |
9,920 |
8,518 |
607.6% |
9,646 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,616.25 |
1,610.75 |
1,588.25 |
|
| R3 |
1,604.50 |
1,599.00 |
1,585.00 |
|
| R2 |
1,592.75 |
1,592.75 |
1,584.00 |
|
| R1 |
1,587.25 |
1,587.25 |
1,582.75 |
1,590.00 |
| PP |
1,581.00 |
1,581.00 |
1,581.00 |
1,582.50 |
| S1 |
1,575.50 |
1,575.50 |
1,580.75 |
1,578.25 |
| S2 |
1,569.25 |
1,569.25 |
1,579.50 |
|
| S3 |
1,557.50 |
1,563.75 |
1,578.50 |
|
| S4 |
1,545.75 |
1,552.00 |
1,575.25 |
|
|
| 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 |
1,586.50 |
1,527.00 |
59.50 |
3.8% |
17.75 |
1.1% |
92% |
True |
False |
3,627 |
| 10 |
1,586.50 |
1,527.00 |
59.50 |
3.8% |
16.00 |
1.0% |
92% |
True |
False |
2,608 |
| 20 |
1,586.50 |
1,523.50 |
63.00 |
4.0% |
15.75 |
1.0% |
92% |
True |
False |
2,143 |
| 40 |
1,586.50 |
1,470.25 |
116.25 |
7.3% |
14.50 |
0.9% |
96% |
True |
False |
1,289 |
| 60 |
1,586.50 |
1,446.00 |
140.50 |
8.9% |
12.50 |
0.8% |
97% |
True |
False |
933 |
| 80 |
1,586.50 |
1,370.50 |
216.00 |
13.7% |
12.00 |
0.8% |
98% |
True |
False |
713 |
| 100 |
1,586.50 |
1,330.50 |
256.00 |
16.2% |
10.50 |
0.7% |
98% |
True |
False |
572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,636.50 |
|
2.618 |
1,617.25 |
|
1.618 |
1,605.50 |
|
1.000 |
1,598.25 |
|
0.618 |
1,593.75 |
|
HIGH |
1,586.50 |
|
0.618 |
1,582.00 |
|
0.500 |
1,580.50 |
|
0.382 |
1,579.25 |
|
LOW |
1,574.75 |
|
0.618 |
1,567.50 |
|
1.000 |
1,563.00 |
|
1.618 |
1,555.75 |
|
2.618 |
1,544.00 |
|
4.250 |
1,524.75 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,581.50 |
1,577.25 |
| PP |
1,581.00 |
1,572.50 |
| S1 |
1,580.50 |
1,568.00 |
|