| Trading Metrics calculated at close of trading on 05-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
14,489 |
14,530 |
41 |
0.3% |
14,508 |
| High |
14,557 |
14,534 |
-23 |
-0.2% |
14,610 |
| Low |
14,466 |
14,361 |
-105 |
-0.7% |
14,361 |
| Close |
14,531 |
14,484 |
-47 |
-0.3% |
14,484 |
| Range |
91 |
173 |
82 |
90.1% |
249 |
| ATR |
118 |
122 |
4 |
3.3% |
0 |
| Volume |
175,242 |
184,154 |
8,912 |
5.1% |
751,943 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,979 |
14,904 |
14,579 |
|
| R3 |
14,806 |
14,731 |
14,532 |
|
| R2 |
14,633 |
14,633 |
14,516 |
|
| R1 |
14,558 |
14,558 |
14,500 |
14,509 |
| PP |
14,460 |
14,460 |
14,460 |
14,435 |
| S1 |
14,385 |
14,385 |
14,468 |
14,336 |
| S2 |
14,287 |
14,287 |
14,452 |
|
| S3 |
14,114 |
14,212 |
14,437 |
|
| S4 |
13,941 |
14,039 |
14,389 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,232 |
15,107 |
14,621 |
|
| R3 |
14,983 |
14,858 |
14,553 |
|
| R2 |
14,734 |
14,734 |
14,530 |
|
| R1 |
14,609 |
14,609 |
14,507 |
14,547 |
| PP |
14,485 |
14,485 |
14,485 |
14,454 |
| S1 |
14,360 |
14,360 |
14,461 |
14,298 |
| S2 |
14,236 |
14,236 |
14,438 |
|
| S3 |
13,987 |
14,111 |
14,416 |
|
| S4 |
13,738 |
13,862 |
14,347 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,610 |
14,361 |
249 |
1.7% |
124 |
0.9% |
49% |
False |
True |
150,388 |
| 10 |
14,610 |
14,320 |
290 |
2.0% |
131 |
0.9% |
57% |
False |
False |
146,177 |
| 20 |
14,610 |
14,237 |
373 |
2.6% |
119 |
0.8% |
66% |
False |
False |
140,619 |
| 40 |
14,610 |
13,681 |
929 |
6.4% |
117 |
0.8% |
86% |
False |
False |
71,655 |
| 60 |
14,610 |
13,245 |
1,365 |
9.4% |
98 |
0.7% |
91% |
False |
False |
47,797 |
| 80 |
14,610 |
12,700 |
1,910 |
13.2% |
89 |
0.6% |
93% |
False |
False |
35,849 |
| 100 |
14,610 |
12,342 |
2,268 |
15.7% |
77 |
0.5% |
94% |
False |
False |
28,680 |
| 120 |
14,610 |
12,342 |
2,268 |
15.7% |
74 |
0.5% |
94% |
False |
False |
23,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,269 |
|
2.618 |
14,987 |
|
1.618 |
14,814 |
|
1.000 |
14,707 |
|
0.618 |
14,641 |
|
HIGH |
14,534 |
|
0.618 |
14,468 |
|
0.500 |
14,448 |
|
0.382 |
14,427 |
|
LOW |
14,361 |
|
0.618 |
14,254 |
|
1.000 |
14,188 |
|
1.618 |
14,081 |
|
2.618 |
13,908 |
|
4.250 |
13,626 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,472 |
14,484 |
| PP |
14,460 |
14,484 |
| S1 |
14,448 |
14,484 |
|