| Trading Metrics calculated at close of trading on 04-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,596.0 |
2,581.0 |
-15.0 |
-0.6% |
2,658.0 |
| High |
2,613.0 |
2,607.0 |
-6.0 |
-0.2% |
2,666.0 |
| Low |
2,567.0 |
2,551.0 |
-16.0 |
-0.6% |
2,524.0 |
| Close |
2,577.0 |
2,560.0 |
-17.0 |
-0.7% |
2,554.0 |
| Range |
46.0 |
56.0 |
10.0 |
21.7% |
142.0 |
| ATR |
49.6 |
50.0 |
0.5 |
0.9% |
0.0 |
| Volume |
1,009,398 |
1,190,834 |
181,436 |
18.0% |
4,963,522 |
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,740.7 |
2,706.3 |
2,590.8 |
|
| R3 |
2,684.7 |
2,650.3 |
2,575.4 |
|
| R2 |
2,628.7 |
2,628.7 |
2,570.3 |
|
| R1 |
2,594.3 |
2,594.3 |
2,565.1 |
2,583.5 |
| PP |
2,572.7 |
2,572.7 |
2,572.7 |
2,567.3 |
| S1 |
2,538.3 |
2,538.3 |
2,554.9 |
2,527.5 |
| S2 |
2,516.7 |
2,516.7 |
2,549.7 |
|
| S3 |
2,460.7 |
2,482.3 |
2,544.6 |
|
| S4 |
2,404.7 |
2,426.3 |
2,529.2 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,007.3 |
2,922.7 |
2,632.1 |
|
| R3 |
2,865.3 |
2,780.7 |
2,593.1 |
|
| R2 |
2,723.3 |
2,723.3 |
2,580.0 |
|
| R1 |
2,638.7 |
2,638.7 |
2,567.0 |
2,610.0 |
| PP |
2,581.3 |
2,581.3 |
2,581.3 |
2,567.0 |
| S1 |
2,496.7 |
2,496.7 |
2,541.0 |
2,468.0 |
| S2 |
2,439.3 |
2,439.3 |
2,528.0 |
|
| S3 |
2,297.3 |
2,354.7 |
2,515.0 |
|
| S4 |
2,155.3 |
2,212.7 |
2,475.9 |
|
|
| 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 |
2,524.0 |
93.0 |
3.6% |
55.0 |
2.1% |
39% |
False |
False |
1,126,516 |
| 10 |
2,666.0 |
2,524.0 |
142.0 |
5.5% |
52.7 |
2.1% |
25% |
False |
False |
1,146,707 |
| 20 |
2,684.0 |
2,524.0 |
160.0 |
6.3% |
44.2 |
1.7% |
23% |
False |
False |
995,251 |
| 40 |
2,684.0 |
2,491.0 |
193.0 |
7.5% |
45.3 |
1.8% |
36% |
False |
False |
504,316 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.7% |
39.4 |
1.5% |
35% |
False |
False |
336,438 |
| 80 |
2,689.0 |
2,491.0 |
198.0 |
7.7% |
36.0 |
1.4% |
35% |
False |
False |
253,326 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
13.0% |
33.6 |
1.3% |
61% |
False |
False |
202,669 |
| 120 |
2,689.0 |
2,355.0 |
334.0 |
13.0% |
31.8 |
1.2% |
61% |
False |
False |
168,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,845.0 |
|
2.618 |
2,753.6 |
|
1.618 |
2,697.6 |
|
1.000 |
2,663.0 |
|
0.618 |
2,641.6 |
|
HIGH |
2,607.0 |
|
0.618 |
2,585.6 |
|
0.500 |
2,579.0 |
|
0.382 |
2,572.4 |
|
LOW |
2,551.0 |
|
0.618 |
2,516.4 |
|
1.000 |
2,495.0 |
|
1.618 |
2,460.4 |
|
2.618 |
2,404.4 |
|
4.250 |
2,313.0 |
|
|
| Fisher Pivots for day following 04-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,579.0 |
2,584.0 |
| PP |
2,572.7 |
2,576.0 |
| S1 |
2,566.3 |
2,568.0 |
|