| Trading Metrics calculated at close of trading on 03-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
156.61 |
156.91 |
0.30 |
0.2% |
156.01 |
| High |
157.21 |
157.03 |
-0.18 |
-0.1% |
156.85 |
| Low |
156.37 |
154.82 |
-1.55 |
-1.0% |
154.35 |
| Close |
156.82 |
155.23 |
-1.59 |
-1.0% |
156.67 |
| Range |
0.84 |
2.21 |
1.37 |
163.1% |
2.50 |
| ATR |
1.33 |
1.39 |
0.06 |
4.7% |
0.00 |
| Volume |
101,504,203 |
154,167,297 |
52,663,094 |
51.9% |
441,061,906 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.32 |
160.99 |
156.45 |
|
| R3 |
160.11 |
158.78 |
155.84 |
|
| R2 |
157.90 |
157.90 |
155.64 |
|
| R1 |
156.57 |
156.57 |
155.43 |
156.13 |
| PP |
155.69 |
155.69 |
155.69 |
155.48 |
| S1 |
154.36 |
154.36 |
155.03 |
153.92 |
| S2 |
153.48 |
153.48 |
154.82 |
|
| S3 |
151.27 |
152.15 |
154.62 |
|
| S4 |
149.06 |
149.94 |
154.01 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.46 |
162.56 |
158.05 |
|
| R3 |
160.96 |
160.06 |
157.36 |
|
| R2 |
158.46 |
158.46 |
157.13 |
|
| R1 |
157.56 |
157.56 |
156.90 |
158.01 |
| PP |
155.96 |
155.96 |
155.96 |
156.18 |
| S1 |
155.06 |
155.06 |
156.44 |
155.51 |
| S2 |
153.46 |
153.46 |
156.21 |
|
| S3 |
150.96 |
152.56 |
155.98 |
|
| S4 |
148.46 |
150.06 |
155.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
157.21 |
154.82 |
2.39 |
1.5% |
1.33 |
0.9% |
17% |
False |
True |
111,549,740 |
| 10 |
157.21 |
154.10 |
3.11 |
2.0% |
1.25 |
0.8% |
36% |
False |
False |
114,945,421 |
| 20 |
157.21 |
153.59 |
3.62 |
2.3% |
1.12 |
0.7% |
45% |
False |
False |
114,738,421 |
| 40 |
157.21 |
148.73 |
8.48 |
5.5% |
1.26 |
0.8% |
77% |
False |
False |
124,432,170 |
| 60 |
157.21 |
144.98 |
12.23 |
7.9% |
1.16 |
0.7% |
84% |
False |
False |
123,350,632 |
| 80 |
157.21 |
139.54 |
17.67 |
11.4% |
1.21 |
0.8% |
89% |
False |
False |
129,319,951 |
| 100 |
157.21 |
134.70 |
22.51 |
14.5% |
1.29 |
0.8% |
91% |
False |
False |
133,337,982 |
| 120 |
157.21 |
134.70 |
22.51 |
14.5% |
1.31 |
0.8% |
91% |
False |
False |
132,317,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.42 |
|
2.618 |
162.82 |
|
1.618 |
160.61 |
|
1.000 |
159.24 |
|
0.618 |
158.40 |
|
HIGH |
157.03 |
|
0.618 |
156.19 |
|
0.500 |
155.93 |
|
0.382 |
155.66 |
|
LOW |
154.82 |
|
0.618 |
153.45 |
|
1.000 |
152.61 |
|
1.618 |
151.24 |
|
2.618 |
149.03 |
|
4.250 |
145.43 |
|
|
| Fisher Pivots for day following 03-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
155.93 |
156.02 |
| PP |
155.69 |
155.75 |
| S1 |
155.46 |
155.49 |
|