| Trading Metrics calculated at close of trading on 12-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1,562.1 |
1,565.6 |
3.5 |
0.2% |
1,583.8 |
| High |
1,570.5 |
1,565.6 |
-4.9 |
-0.3% |
1,594.6 |
| Low |
1,557.8 |
1,480.0 |
-77.8 |
-5.0% |
1,480.0 |
| Close |
1,569.4 |
1,505.6 |
-63.8 |
-4.1% |
1,505.6 |
| Range |
12.7 |
85.6 |
72.9 |
574.0% |
114.6 |
| ATR |
18.1 |
23.2 |
5.1 |
28.0% |
0.0 |
| Volume |
3,457 |
1,893 |
-1,564 |
-45.2% |
23,636 |
|
| Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,773.9 |
1,725.3 |
1,552.7 |
|
| R3 |
1,688.3 |
1,639.7 |
1,529.1 |
|
| R2 |
1,602.7 |
1,602.7 |
1,521.3 |
|
| R1 |
1,554.1 |
1,554.1 |
1,513.4 |
1,535.6 |
| PP |
1,517.1 |
1,517.1 |
1,517.1 |
1,507.8 |
| S1 |
1,468.5 |
1,468.5 |
1,497.8 |
1,450.0 |
| S2 |
1,431.5 |
1,431.5 |
1,489.9 |
|
| S3 |
1,345.9 |
1,382.9 |
1,482.1 |
|
| S4 |
1,260.3 |
1,297.3 |
1,458.5 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,870.5 |
1,802.7 |
1,568.6 |
|
| R3 |
1,755.9 |
1,688.1 |
1,537.1 |
|
| R2 |
1,641.3 |
1,641.3 |
1,526.6 |
|
| R1 |
1,573.5 |
1,573.5 |
1,516.1 |
1,550.1 |
| PP |
1,526.7 |
1,526.7 |
1,526.7 |
1,515.1 |
| S1 |
1,458.9 |
1,458.9 |
1,495.1 |
1,435.5 |
| S2 |
1,412.1 |
1,412.1 |
1,484.6 |
|
| S3 |
1,297.5 |
1,344.3 |
1,474.1 |
|
| S4 |
1,182.9 |
1,229.7 |
1,442.6 |
|
|
| 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 |
1,480.0 |
114.6 |
7.6% |
32.5 |
2.2% |
22% |
False |
True |
4,727 |
| 10 |
1,608.5 |
1,480.0 |
128.5 |
8.5% |
27.3 |
1.8% |
20% |
False |
True |
3,356 |
| 20 |
1,621.8 |
1,480.0 |
141.8 |
9.4% |
20.3 |
1.3% |
18% |
False |
True |
2,631 |
| 40 |
1,654.9 |
1,480.0 |
174.9 |
11.6% |
20.0 |
1.3% |
15% |
False |
True |
2,360 |
| 60 |
1,705.5 |
1,480.0 |
225.5 |
15.0% |
18.1 |
1.2% |
11% |
False |
True |
2,230 |
| 80 |
1,713.4 |
1,480.0 |
233.4 |
15.5% |
18.1 |
1.2% |
11% |
False |
True |
1,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,929.4 |
|
2.618 |
1,789.7 |
|
1.618 |
1,704.1 |
|
1.000 |
1,651.2 |
|
0.618 |
1,618.5 |
|
HIGH |
1,565.6 |
|
0.618 |
1,532.9 |
|
0.500 |
1,522.8 |
|
0.382 |
1,512.7 |
|
LOW |
1,480.0 |
|
0.618 |
1,427.1 |
|
1.000 |
1,394.4 |
|
1.618 |
1,341.5 |
|
2.618 |
1,255.9 |
|
4.250 |
1,116.2 |
|
|
| Fisher Pivots for day following 12-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,522.8 |
1,536.1 |
| PP |
1,517.1 |
1,525.9 |
| S1 |
1,511.3 |
1,515.8 |
|