| 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 |
6,337.5 |
6,418.5 |
81.0 |
1.3% |
6,363.0 |
| High |
6,447.0 |
6,424.0 |
-23.0 |
-0.4% |
6,402.5 |
| Low |
6,336.5 |
6,337.0 |
0.5 |
0.0% |
6,287.5 |
| Close |
6,436.0 |
6,372.5 |
-63.5 |
-1.0% |
6,351.0 |
| Range |
110.5 |
87.0 |
-23.5 |
-21.3% |
115.0 |
| ATR |
72.1 |
74.0 |
1.9 |
2.7% |
0.0 |
| Volume |
89,826 |
105,058 |
15,232 |
17.0% |
393,230 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,639.0 |
6,592.5 |
6,420.5 |
|
| R3 |
6,552.0 |
6,505.5 |
6,396.5 |
|
| R2 |
6,465.0 |
6,465.0 |
6,388.5 |
|
| R1 |
6,418.5 |
6,418.5 |
6,380.5 |
6,398.0 |
| PP |
6,378.0 |
6,378.0 |
6,378.0 |
6,367.5 |
| S1 |
6,331.5 |
6,331.5 |
6,364.5 |
6,311.0 |
| S2 |
6,291.0 |
6,291.0 |
6,356.5 |
|
| S3 |
6,204.0 |
6,244.5 |
6,348.5 |
|
| S4 |
6,117.0 |
6,157.5 |
6,324.5 |
|
|
| 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% |
82.0 |
1.3% |
53% |
False |
False |
102,212 |
| 10 |
6,447.0 |
6,287.5 |
159.5 |
2.5% |
77.0 |
1.2% |
53% |
False |
False |
97,544 |
| 20 |
6,481.5 |
6,275.0 |
206.5 |
3.2% |
69.0 |
1.1% |
47% |
False |
False |
117,059 |
| 40 |
6,481.5 |
6,128.0 |
353.5 |
5.5% |
60.0 |
0.9% |
69% |
False |
False |
60,656 |
| 60 |
6,481.5 |
5,944.0 |
537.5 |
8.4% |
50.0 |
0.8% |
80% |
False |
False |
40,494 |
| 80 |
6,481.5 |
5,784.5 |
697.0 |
10.9% |
41.0 |
0.6% |
84% |
False |
False |
30,377 |
| 100 |
6,481.5 |
5,492.5 |
989.0 |
15.5% |
33.0 |
0.5% |
89% |
False |
False |
24,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,794.0 |
|
2.618 |
6,652.0 |
|
1.618 |
6,565.0 |
|
1.000 |
6,511.0 |
|
0.618 |
6,478.0 |
|
HIGH |
6,424.0 |
|
0.618 |
6,391.0 |
|
0.500 |
6,380.5 |
|
0.382 |
6,370.0 |
|
LOW |
6,337.0 |
|
0.618 |
6,283.0 |
|
1.000 |
6,250.0 |
|
1.618 |
6,196.0 |
|
2.618 |
6,109.0 |
|
4.250 |
5,967.0 |
|
|
| Fisher Pivots for day following 03-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,380.5 |
6,379.5 |
| PP |
6,378.0 |
6,377.0 |
| S1 |
6,375.0 |
6,375.0 |
|