| Trading Metrics calculated at close of trading on 02-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
6,341.0 |
6,337.5 |
-3.5 |
-0.1% |
6,363.0 |
| High |
6,393.0 |
6,447.0 |
54.0 |
0.8% |
6,402.5 |
| Low |
6,312.0 |
6,336.5 |
24.5 |
0.4% |
6,287.5 |
| Close |
6,351.0 |
6,436.0 |
85.0 |
1.3% |
6,351.0 |
| Range |
81.0 |
110.5 |
29.5 |
36.4% |
115.0 |
| ATR |
69.1 |
72.1 |
3.0 |
4.3% |
0.0 |
| Volume |
109,605 |
89,826 |
-19,779 |
-18.0% |
393,230 |
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,738.0 |
6,697.5 |
6,497.0 |
|
| R3 |
6,627.5 |
6,587.0 |
6,466.5 |
|
| R2 |
6,517.0 |
6,517.0 |
6,456.5 |
|
| R1 |
6,476.5 |
6,476.5 |
6,446.0 |
6,497.0 |
| PP |
6,406.5 |
6,406.5 |
6,406.5 |
6,416.5 |
| S1 |
6,366.0 |
6,366.0 |
6,426.0 |
6,386.0 |
| S2 |
6,296.0 |
6,296.0 |
6,415.5 |
|
| S3 |
6,185.5 |
6,255.5 |
6,405.5 |
|
| S4 |
6,075.0 |
6,145.0 |
6,375.0 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,692.0 |
6,636.5 |
6,414.0 |
|
| R3 |
6,577.0 |
6,521.5 |
6,382.5 |
|
| R2 |
6,462.0 |
6,462.0 |
6,372.0 |
|
| R1 |
6,406.5 |
6,406.5 |
6,361.5 |
6,377.0 |
| PP |
6,347.0 |
6,347.0 |
6,347.0 |
6,332.0 |
| S1 |
6,291.5 |
6,291.5 |
6,340.5 |
6,262.0 |
| S2 |
6,232.0 |
6,232.0 |
6,330.0 |
|
| S3 |
6,117.0 |
6,176.5 |
6,319.5 |
|
| S4 |
6,002.0 |
6,061.5 |
6,288.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,447.0 |
6,287.5 |
159.5 |
2.5% |
85.0 |
1.3% |
93% |
True |
False |
96,611 |
| 10 |
6,447.0 |
6,275.0 |
172.0 |
2.7% |
81.5 |
1.3% |
94% |
True |
False |
96,008 |
| 20 |
6,481.5 |
6,247.0 |
234.5 |
3.6% |
66.0 |
1.0% |
81% |
False |
False |
114,937 |
| 40 |
6,481.5 |
6,128.0 |
353.5 |
5.5% |
60.0 |
0.9% |
87% |
False |
False |
58,030 |
| 60 |
6,481.5 |
5,944.0 |
537.5 |
8.4% |
49.0 |
0.8% |
92% |
False |
False |
38,743 |
| 80 |
6,481.5 |
5,776.5 |
705.0 |
11.0% |
40.0 |
0.6% |
94% |
False |
False |
29,064 |
| 100 |
6,481.5 |
5,492.5 |
989.0 |
15.4% |
32.0 |
0.5% |
95% |
False |
False |
23,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,916.5 |
|
2.618 |
6,736.5 |
|
1.618 |
6,626.0 |
|
1.000 |
6,557.5 |
|
0.618 |
6,515.5 |
|
HIGH |
6,447.0 |
|
0.618 |
6,405.0 |
|
0.500 |
6,392.0 |
|
0.382 |
6,378.5 |
|
LOW |
6,336.5 |
|
0.618 |
6,268.0 |
|
1.000 |
6,226.0 |
|
1.618 |
6,157.5 |
|
2.618 |
6,047.0 |
|
4.250 |
5,867.0 |
|
|
| Fisher Pivots for day following 02-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,421.0 |
6,413.0 |
| PP |
6,406.5 |
6,390.0 |
| S1 |
6,392.0 |
6,367.0 |
|