| Trading Metrics calculated at close of trading on 09-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,522.0 |
2,545.0 |
23.0 |
0.9% |
2,552.0 |
| High |
2,542.0 |
2,551.0 |
9.0 |
0.4% |
2,617.0 |
| Low |
2,521.0 |
2,519.0 |
-2.0 |
-0.1% |
2,501.0 |
| Close |
2,523.0 |
2,527.0 |
4.0 |
0.2% |
2,523.0 |
| Range |
21.0 |
32.0 |
11.0 |
52.4% |
116.0 |
| ATR |
49.3 |
48.0 |
-1.2 |
-2.5% |
0.0 |
| Volume |
670,645 |
706,030 |
35,385 |
5.3% |
4,592,428 |
|
| Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,628.3 |
2,609.7 |
2,544.6 |
|
| R3 |
2,596.3 |
2,577.7 |
2,535.8 |
|
| R2 |
2,564.3 |
2,564.3 |
2,532.9 |
|
| R1 |
2,545.7 |
2,545.7 |
2,529.9 |
2,539.0 |
| PP |
2,532.3 |
2,532.3 |
2,532.3 |
2,529.0 |
| S1 |
2,513.7 |
2,513.7 |
2,524.1 |
2,507.0 |
| S2 |
2,500.3 |
2,500.3 |
2,521.1 |
|
| S3 |
2,468.3 |
2,481.7 |
2,518.2 |
|
| S4 |
2,436.3 |
2,449.7 |
2,509.4 |
|
|
| 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 |
2,613.0 |
2,501.0 |
112.0 |
4.4% |
45.0 |
1.8% |
23% |
False |
False |
981,964 |
| 10 |
2,666.0 |
2,501.0 |
165.0 |
6.5% |
53.2 |
2.1% |
16% |
False |
False |
1,093,262 |
| 20 |
2,684.0 |
2,501.0 |
183.0 |
7.2% |
45.7 |
1.8% |
14% |
False |
False |
1,082,487 |
| 40 |
2,684.0 |
2,491.0 |
193.0 |
7.6% |
45.1 |
1.8% |
19% |
False |
False |
571,761 |
| 60 |
2,689.0 |
2,491.0 |
198.0 |
7.8% |
40.3 |
1.6% |
18% |
False |
False |
381,585 |
| 80 |
2,689.0 |
2,491.0 |
198.0 |
7.8% |
36.5 |
1.4% |
18% |
False |
False |
287,125 |
| 100 |
2,689.0 |
2,355.0 |
334.0 |
13.2% |
33.4 |
1.3% |
51% |
False |
False |
229,765 |
| 120 |
2,689.0 |
2,355.0 |
334.0 |
13.2% |
32.6 |
1.3% |
51% |
False |
False |
191,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,687.0 |
|
2.618 |
2,634.8 |
|
1.618 |
2,602.8 |
|
1.000 |
2,583.0 |
|
0.618 |
2,570.8 |
|
HIGH |
2,551.0 |
|
0.618 |
2,538.8 |
|
0.500 |
2,535.0 |
|
0.382 |
2,531.2 |
|
LOW |
2,519.0 |
|
0.618 |
2,499.2 |
|
1.000 |
2,487.0 |
|
1.618 |
2,467.2 |
|
2.618 |
2,435.2 |
|
4.250 |
2,383.0 |
|
|
| Fisher Pivots for day following 09-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,535.0 |
2,536.0 |
| PP |
2,532.3 |
2,533.0 |
| S1 |
2,529.7 |
2,530.0 |
|