| 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 |
1,583.8 |
1,577.0 |
-6.8 |
-0.4% |
1,606.2 |
| High |
1,584.3 |
1,594.6 |
10.3 |
0.7% |
1,608.5 |
| Low |
1,571.6 |
1,575.4 |
3.8 |
0.2% |
1,545.1 |
| Close |
1,577.1 |
1,591.4 |
14.3 |
0.9% |
1,580.5 |
| Range |
12.7 |
19.2 |
6.5 |
51.2% |
63.4 |
| ATR |
17.4 |
17.5 |
0.1 |
0.8% |
0.0 |
| Volume |
6,141 |
4,170 |
-1,971 |
-32.1% |
9,929 |
|
| Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,644.7 |
1,637.3 |
1,602.0 |
|
| R3 |
1,625.5 |
1,618.1 |
1,596.7 |
|
| R2 |
1,606.3 |
1,606.3 |
1,594.9 |
|
| R1 |
1,598.9 |
1,598.9 |
1,593.2 |
1,602.6 |
| PP |
1,587.1 |
1,587.1 |
1,587.1 |
1,589.0 |
| S1 |
1,579.7 |
1,579.7 |
1,589.6 |
1,583.4 |
| S2 |
1,567.9 |
1,567.9 |
1,587.9 |
|
| S3 |
1,548.7 |
1,560.5 |
1,586.1 |
|
| S4 |
1,529.5 |
1,541.3 |
1,580.8 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,768.2 |
1,737.8 |
1,615.4 |
|
| R3 |
1,704.8 |
1,674.4 |
1,597.9 |
|
| R2 |
1,641.4 |
1,641.4 |
1,592.1 |
|
| R1 |
1,611.0 |
1,611.0 |
1,586.3 |
1,594.5 |
| PP |
1,578.0 |
1,578.0 |
1,578.0 |
1,569.8 |
| S1 |
1,547.6 |
1,547.6 |
1,574.7 |
1,531.1 |
| S2 |
1,514.6 |
1,514.6 |
1,568.9 |
|
| S3 |
1,451.2 |
1,484.2 |
1,563.1 |
|
| S4 |
1,387.8 |
1,420.8 |
1,545.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,594.6 |
1,545.1 |
49.5 |
3.1% |
21.3 |
1.3% |
94% |
True |
False |
3,680 |
| 10 |
1,612.6 |
1,545.1 |
67.5 |
4.2% |
18.0 |
1.1% |
69% |
False |
False |
2,872 |
| 20 |
1,621.8 |
1,545.1 |
76.7 |
4.8% |
16.0 |
1.0% |
60% |
False |
False |
2,193 |
| 40 |
1,676.0 |
1,545.1 |
130.9 |
8.2% |
17.9 |
1.1% |
35% |
False |
False |
2,322 |
| 60 |
1,705.5 |
1,545.1 |
160.4 |
10.1% |
16.8 |
1.1% |
29% |
False |
False |
2,074 |
| 80 |
1,733.5 |
1,545.1 |
188.4 |
11.8% |
16.9 |
1.1% |
25% |
False |
False |
1,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,676.2 |
|
2.618 |
1,644.9 |
|
1.618 |
1,625.7 |
|
1.000 |
1,613.8 |
|
0.618 |
1,606.5 |
|
HIGH |
1,594.6 |
|
0.618 |
1,587.3 |
|
0.500 |
1,585.0 |
|
0.382 |
1,582.7 |
|
LOW |
1,575.4 |
|
0.618 |
1,563.5 |
|
1.000 |
1,556.2 |
|
1.618 |
1,544.3 |
|
2.618 |
1,525.1 |
|
4.250 |
1,493.8 |
|
|
| Fisher Pivots for day following 09-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,589.3 |
1,585.7 |
| PP |
1,587.1 |
1,580.1 |
| S1 |
1,585.0 |
1,574.4 |
|