| Trading Metrics calculated at close of trading on 02-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
14,508 |
14,501 |
-7 |
0.0% |
14,451 |
| High |
14,533 |
14,610 |
77 |
0.5% |
14,517 |
| Low |
14,453 |
14,487 |
34 |
0.2% |
14,320 |
| Close |
14,489 |
14,584 |
95 |
0.7% |
14,497 |
| Range |
80 |
123 |
43 |
53.8% |
197 |
| ATR |
117 |
118 |
0 |
0.3% |
0 |
| Volume |
86,213 |
129,304 |
43,091 |
50.0% |
570,962 |
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,929 |
14,880 |
14,652 |
|
| R3 |
14,806 |
14,757 |
14,618 |
|
| R2 |
14,683 |
14,683 |
14,607 |
|
| R1 |
14,634 |
14,634 |
14,595 |
14,659 |
| PP |
14,560 |
14,560 |
14,560 |
14,573 |
| S1 |
14,511 |
14,511 |
14,573 |
14,536 |
| S2 |
14,437 |
14,437 |
14,562 |
|
| S3 |
14,314 |
14,388 |
14,550 |
|
| S4 |
14,191 |
14,265 |
14,516 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,036 |
14,963 |
14,605 |
|
| R3 |
14,839 |
14,766 |
14,551 |
|
| R2 |
14,642 |
14,642 |
14,533 |
|
| R1 |
14,569 |
14,569 |
14,515 |
14,606 |
| PP |
14,445 |
14,445 |
14,445 |
14,463 |
| S1 |
14,372 |
14,372 |
14,479 |
14,409 |
| S2 |
14,248 |
14,248 |
14,461 |
|
| S3 |
14,051 |
14,175 |
14,443 |
|
| S4 |
13,854 |
13,978 |
14,389 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,610 |
14,364 |
246 |
1.7% |
110 |
0.8% |
89% |
True |
False |
115,814 |
| 10 |
14,610 |
14,308 |
302 |
2.1% |
129 |
0.9% |
91% |
True |
False |
143,548 |
| 20 |
14,610 |
14,047 |
563 |
3.9% |
114 |
0.8% |
95% |
True |
False |
116,013 |
| 40 |
14,610 |
13,681 |
929 |
6.4% |
115 |
0.8% |
97% |
True |
False |
58,262 |
| 60 |
14,610 |
13,170 |
1,440 |
9.9% |
93 |
0.6% |
98% |
True |
False |
38,856 |
| 80 |
14,610 |
12,700 |
1,910 |
13.1% |
85 |
0.6% |
99% |
True |
False |
29,144 |
| 100 |
14,610 |
12,342 |
2,268 |
15.6% |
78 |
0.5% |
99% |
True |
False |
23,317 |
| 120 |
14,610 |
12,342 |
2,268 |
15.6% |
71 |
0.5% |
99% |
True |
False |
19,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,133 |
|
2.618 |
14,932 |
|
1.618 |
14,809 |
|
1.000 |
14,733 |
|
0.618 |
14,686 |
|
HIGH |
14,610 |
|
0.618 |
14,563 |
|
0.500 |
14,549 |
|
0.382 |
14,534 |
|
LOW |
14,487 |
|
0.618 |
14,411 |
|
1.000 |
14,364 |
|
1.618 |
14,288 |
|
2.618 |
14,165 |
|
4.250 |
13,964 |
|
|
| Fisher Pivots for day following 02-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,572 |
14,557 |
| PP |
14,560 |
14,530 |
| S1 |
14,549 |
14,503 |
|