| 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 |
1,590.0 |
1,562.1 |
-27.9 |
-1.8% |
1,606.2 |
| High |
1,592.1 |
1,570.5 |
-21.6 |
-1.4% |
1,608.5 |
| Low |
1,559.7 |
1,557.8 |
-1.9 |
-0.1% |
1,545.1 |
| Close |
1,563.3 |
1,569.4 |
6.1 |
0.4% |
1,580.5 |
| Range |
32.4 |
12.7 |
-19.7 |
-60.8% |
63.4 |
| ATR |
18.6 |
18.1 |
-0.4 |
-2.3% |
0.0 |
| Volume |
7,975 |
3,457 |
-4,518 |
-56.7% |
9,929 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,604.0 |
1,599.4 |
1,576.4 |
|
| R3 |
1,591.3 |
1,586.7 |
1,572.9 |
|
| R2 |
1,578.6 |
1,578.6 |
1,571.7 |
|
| R1 |
1,574.0 |
1,574.0 |
1,570.6 |
1,576.3 |
| PP |
1,565.9 |
1,565.9 |
1,565.9 |
1,567.1 |
| S1 |
1,561.3 |
1,561.3 |
1,568.2 |
1,563.6 |
| S2 |
1,553.2 |
1,553.2 |
1,567.1 |
|
| S3 |
1,540.5 |
1,548.6 |
1,565.9 |
|
| S4 |
1,527.8 |
1,535.9 |
1,562.4 |
|
|
| 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 |
1,554.2 |
40.4 |
2.6% |
21.6 |
1.4% |
38% |
False |
False |
5,294 |
| 10 |
1,612.5 |
1,545.1 |
67.4 |
4.3% |
20.0 |
1.3% |
36% |
False |
False |
3,348 |
| 20 |
1,621.8 |
1,545.1 |
76.7 |
4.9% |
16.8 |
1.1% |
32% |
False |
False |
2,570 |
| 40 |
1,660.8 |
1,545.1 |
115.7 |
7.4% |
18.2 |
1.2% |
21% |
False |
False |
2,398 |
| 60 |
1,705.5 |
1,545.1 |
160.4 |
10.2% |
17.0 |
1.1% |
15% |
False |
False |
2,213 |
| 80 |
1,713.4 |
1,545.1 |
168.3 |
10.7% |
17.1 |
1.1% |
14% |
False |
False |
1,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,624.5 |
|
2.618 |
1,603.7 |
|
1.618 |
1,591.0 |
|
1.000 |
1,583.2 |
|
0.618 |
1,578.3 |
|
HIGH |
1,570.5 |
|
0.618 |
1,565.6 |
|
0.500 |
1,564.2 |
|
0.382 |
1,562.7 |
|
LOW |
1,557.8 |
|
0.618 |
1,550.0 |
|
1.000 |
1,545.1 |
|
1.618 |
1,537.3 |
|
2.618 |
1,524.6 |
|
4.250 |
1,503.8 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,567.7 |
1,576.2 |
| PP |
1,565.9 |
1,573.9 |
| S1 |
1,564.2 |
1,571.7 |
|