| Trading Metrics calculated at close of trading on 08-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
14,530 |
14,479 |
-51 |
-0.4% |
14,508 |
| High |
14,534 |
14,588 |
54 |
0.4% |
14,610 |
| Low |
14,361 |
14,432 |
71 |
0.5% |
14,361 |
| Close |
14,484 |
14,563 |
79 |
0.5% |
14,484 |
| Range |
173 |
156 |
-17 |
-9.8% |
249 |
| ATR |
122 |
125 |
2 |
2.0% |
0 |
| Volume |
184,154 |
118,391 |
-65,763 |
-35.7% |
751,943 |
|
| Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,996 |
14,935 |
14,649 |
|
| R3 |
14,840 |
14,779 |
14,606 |
|
| R2 |
14,684 |
14,684 |
14,592 |
|
| R1 |
14,623 |
14,623 |
14,577 |
14,654 |
| PP |
14,528 |
14,528 |
14,528 |
14,543 |
| S1 |
14,467 |
14,467 |
14,549 |
14,498 |
| S2 |
14,372 |
14,372 |
14,535 |
|
| S3 |
14,216 |
14,311 |
14,520 |
|
| S4 |
14,060 |
14,155 |
14,477 |
|
|
| 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% |
139 |
1.0% |
81% |
False |
False |
156,824 |
| 10 |
14,610 |
14,320 |
290 |
2.0% |
132 |
0.9% |
84% |
False |
False |
144,129 |
| 20 |
14,610 |
14,269 |
341 |
2.3% |
121 |
0.8% |
86% |
False |
False |
139,715 |
| 40 |
14,610 |
13,681 |
929 |
6.4% |
118 |
0.8% |
95% |
False |
False |
74,612 |
| 60 |
14,610 |
13,290 |
1,320 |
9.1% |
100 |
0.7% |
96% |
False |
False |
49,770 |
| 80 |
14,610 |
12,700 |
1,910 |
13.1% |
91 |
0.6% |
98% |
False |
False |
37,329 |
| 100 |
14,610 |
12,342 |
2,268 |
15.6% |
78 |
0.5% |
98% |
False |
False |
29,864 |
| 120 |
14,610 |
12,342 |
2,268 |
15.6% |
75 |
0.5% |
98% |
False |
False |
24,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,251 |
|
2.618 |
14,997 |
|
1.618 |
14,841 |
|
1.000 |
14,744 |
|
0.618 |
14,685 |
|
HIGH |
14,588 |
|
0.618 |
14,529 |
|
0.500 |
14,510 |
|
0.382 |
14,492 |
|
LOW |
14,432 |
|
0.618 |
14,336 |
|
1.000 |
14,276 |
|
1.618 |
14,180 |
|
2.618 |
14,024 |
|
4.250 |
13,769 |
|
|
| Fisher Pivots for day following 08-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,545 |
14,534 |
| PP |
14,528 |
14,504 |
| S1 |
14,510 |
14,475 |
|