| Trading Metrics calculated at close of trading on 08-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,553.0 |
2,522.0 |
-31.0 |
-1.2% |
2,552.0 |
| High |
2,571.0 |
2,542.0 |
-29.0 |
-1.1% |
2,617.0 |
| Low |
2,501.0 |
2,521.0 |
20.0 |
0.8% |
2,501.0 |
| Close |
2,523.0 |
2,523.0 |
0.0 |
0.0% |
2,523.0 |
| Range |
70.0 |
21.0 |
-49.0 |
-70.0% |
116.0 |
| ATR |
51.5 |
49.3 |
-2.2 |
-4.2% |
0.0 |
| Volume |
1,332,916 |
670,645 |
-662,271 |
-49.7% |
4,592,428 |
|
| Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,591.7 |
2,578.3 |
2,534.6 |
|
| R3 |
2,570.7 |
2,557.3 |
2,528.8 |
|
| R2 |
2,549.7 |
2,549.7 |
2,526.9 |
|
| R1 |
2,536.3 |
2,536.3 |
2,524.9 |
2,543.0 |
| PP |
2,528.7 |
2,528.7 |
2,528.7 |
2,532.0 |
| S1 |
2,515.3 |
2,515.3 |
2,521.1 |
2,522.0 |
| S2 |
2,507.7 |
2,507.7 |
2,519.2 |
|
| S3 |
2,486.7 |
2,494.3 |
2,517.2 |
|
| S4 |
2,465.7 |
2,473.3 |
2,511.5 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,895.0 |
2,825.0 |
2,586.8 |
|
| R3 |
2,779.0 |
2,709.0 |
2,554.9 |
|
| R2 |
2,663.0 |
2,663.0 |
2,544.3 |
|
| R1 |
2,593.0 |
2,593.0 |
2,533.6 |
2,570.0 |
| PP |
2,547.0 |
2,547.0 |
2,547.0 |
2,535.5 |
| S1 |
2,477.0 |
2,477.0 |
2,512.4 |
2,454.0 |
| S2 |
2,431.0 |
2,431.0 |
2,501.7 |
|
| S3 |
2,315.0 |
2,361.0 |
2,491.1 |
|
| S4 |
2,199.0 |
2,245.0 |
2,459.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,617.0 |
2,501.0 |
116.0 |
4.6% |
51.6 |
2.0% |
19% |
False |
False |
1,052,614 |
| 10 |
2,666.0 |
2,501.0 |
165.0 |
6.5% |
54.1 |
2.1% |
13% |
False |
False |
1,118,366 |
| 20 |
2,684.0 |
2,501.0 |
183.0 |
7.3% |
46.1 |
1.8% |
12% |
False |
False |
1,069,366 |
| 40 |
2,684.0 |
2,491.0 |
193.0 |
7.6% |
45.1 |
1.8% |
17% |
False |
False |
554,126 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.8% |
40.1 |
1.6% |
16% |
False |
False |
369,818 |
| 80 |
2,689.0 |
2,491.0 |
198.0 |
7.8% |
36.5 |
1.4% |
16% |
False |
False |
278,318 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
13.2% |
33.5 |
1.3% |
50% |
False |
False |
222,705 |
| 120 |
2,689.0 |
2,355.0 |
334.0 |
13.2% |
32.5 |
1.3% |
50% |
False |
False |
185,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,631.3 |
|
2.618 |
2,597.0 |
|
1.618 |
2,576.0 |
|
1.000 |
2,563.0 |
|
0.618 |
2,555.0 |
|
HIGH |
2,542.0 |
|
0.618 |
2,534.0 |
|
0.500 |
2,531.5 |
|
0.382 |
2,529.0 |
|
LOW |
2,521.0 |
|
0.618 |
2,508.0 |
|
1.000 |
2,500.0 |
|
1.618 |
2,487.0 |
|
2.618 |
2,466.0 |
|
4.250 |
2,431.8 |
|
|
| Fisher Pivots for day following 08-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,531.5 |
2,554.0 |
| PP |
2,528.7 |
2,543.7 |
| S1 |
2,525.8 |
2,533.3 |
|