| Trading Metrics calculated at close of trading on 12-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
6,328.0 |
6,341.0 |
13.0 |
0.2% |
6,233.0 |
| High |
6,370.0 |
6,358.0 |
-12.0 |
-0.2% |
6,370.0 |
| Low |
6,321.5 |
6,312.5 |
-9.0 |
-0.1% |
6,204.0 |
| Close |
6,360.5 |
6,327.5 |
-33.0 |
-0.5% |
6,327.5 |
| Range |
48.5 |
45.5 |
-3.0 |
-6.2% |
166.0 |
| ATR |
76.1 |
74.1 |
-2.0 |
-2.6% |
0.0 |
| Volume |
80,679 |
109,413 |
28,734 |
35.6% |
436,461 |
|
| Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,469.0 |
6,444.0 |
6,352.5 |
|
| R3 |
6,423.5 |
6,398.5 |
6,340.0 |
|
| R2 |
6,378.0 |
6,378.0 |
6,336.0 |
|
| R1 |
6,353.0 |
6,353.0 |
6,331.5 |
6,343.0 |
| PP |
6,332.5 |
6,332.5 |
6,332.5 |
6,327.5 |
| S1 |
6,307.5 |
6,307.5 |
6,323.5 |
6,297.0 |
| S2 |
6,287.0 |
6,287.0 |
6,319.0 |
|
| S3 |
6,241.5 |
6,262.0 |
6,315.0 |
|
| S4 |
6,196.0 |
6,216.5 |
6,302.5 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,798.5 |
6,729.0 |
6,419.0 |
|
| R3 |
6,632.5 |
6,563.0 |
6,373.0 |
|
| R2 |
6,466.5 |
6,466.5 |
6,358.0 |
|
| R1 |
6,397.0 |
6,397.0 |
6,342.5 |
6,432.0 |
| PP |
6,300.5 |
6,300.5 |
6,300.5 |
6,318.0 |
| S1 |
6,231.0 |
6,231.0 |
6,312.5 |
6,266.0 |
| S2 |
6,134.5 |
6,134.5 |
6,297.0 |
|
| S3 |
5,968.5 |
6,065.0 |
6,282.0 |
|
| S4 |
5,802.5 |
5,899.0 |
6,236.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,370.0 |
6,204.0 |
166.0 |
2.6% |
56.0 |
0.9% |
74% |
False |
False |
87,292 |
| 10 |
6,447.0 |
6,159.5 |
287.5 |
4.5% |
79.5 |
1.3% |
58% |
False |
False |
95,044 |
| 20 |
6,481.5 |
6,159.5 |
322.0 |
5.1% |
78.0 |
1.2% |
52% |
False |
False |
96,511 |
| 40 |
6,481.5 |
6,157.0 |
324.5 |
5.1% |
64.5 |
1.0% |
53% |
False |
False |
76,654 |
| 60 |
6,481.5 |
5,993.0 |
488.5 |
7.7% |
55.5 |
0.9% |
68% |
False |
False |
51,228 |
| 80 |
6,481.5 |
5,784.5 |
697.0 |
11.0% |
47.5 |
0.8% |
78% |
False |
False |
38,448 |
| 100 |
6,481.5 |
5,622.0 |
859.5 |
13.6% |
38.0 |
0.6% |
82% |
False |
False |
30,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,551.5 |
|
2.618 |
6,477.0 |
|
1.618 |
6,431.5 |
|
1.000 |
6,403.5 |
|
0.618 |
6,386.0 |
|
HIGH |
6,358.0 |
|
0.618 |
6,340.5 |
|
0.500 |
6,335.0 |
|
0.382 |
6,330.0 |
|
LOW |
6,312.5 |
|
0.618 |
6,284.5 |
|
1.000 |
6,267.0 |
|
1.618 |
6,239.0 |
|
2.618 |
6,193.5 |
|
4.250 |
6,119.0 |
|
|
| Fisher Pivots for day following 12-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,335.0 |
6,322.5 |
| PP |
6,332.5 |
6,317.5 |
| S1 |
6,330.0 |
6,312.5 |
|