| Trading Metrics calculated at close of trading on 10-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
14,580 |
14,610 |
30 |
0.2% |
14,508 |
| High |
14,651 |
14,763 |
112 |
0.8% |
14,610 |
| Low |
14,532 |
14,593 |
61 |
0.4% |
14,361 |
| Close |
14,610 |
14,733 |
123 |
0.8% |
14,484 |
| Range |
119 |
170 |
51 |
42.9% |
249 |
| ATR |
124 |
127 |
3 |
2.6% |
0 |
| Volume |
131,463 |
135,206 |
3,743 |
2.8% |
751,943 |
|
| Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,206 |
15,140 |
14,827 |
|
| R3 |
15,036 |
14,970 |
14,780 |
|
| R2 |
14,866 |
14,866 |
14,764 |
|
| R1 |
14,800 |
14,800 |
14,749 |
14,833 |
| PP |
14,696 |
14,696 |
14,696 |
14,713 |
| S1 |
14,630 |
14,630 |
14,718 |
14,663 |
| S2 |
14,526 |
14,526 |
14,702 |
|
| S3 |
14,356 |
14,460 |
14,686 |
|
| S4 |
14,186 |
14,290 |
14,640 |
|
|
| 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 |
14,763 |
14,361 |
402 |
2.7% |
142 |
1.0% |
93% |
True |
False |
148,891 |
| 10 |
14,763 |
14,361 |
402 |
2.7% |
131 |
0.9% |
93% |
True |
False |
138,879 |
| 20 |
14,763 |
14,269 |
494 |
3.4% |
128 |
0.9% |
94% |
True |
False |
142,034 |
| 40 |
14,763 |
13,681 |
1,082 |
7.3% |
123 |
0.8% |
97% |
True |
False |
81,269 |
| 60 |
14,763 |
13,303 |
1,460 |
9.9% |
104 |
0.7% |
98% |
True |
False |
54,214 |
| 80 |
14,763 |
12,700 |
2,063 |
14.0% |
93 |
0.6% |
99% |
True |
False |
40,662 |
| 100 |
14,763 |
12,342 |
2,421 |
16.4% |
81 |
0.5% |
99% |
True |
False |
32,531 |
| 120 |
14,763 |
12,342 |
2,421 |
16.4% |
77 |
0.5% |
99% |
True |
False |
27,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,486 |
|
2.618 |
15,208 |
|
1.618 |
15,038 |
|
1.000 |
14,933 |
|
0.618 |
14,868 |
|
HIGH |
14,763 |
|
0.618 |
14,698 |
|
0.500 |
14,678 |
|
0.382 |
14,658 |
|
LOW |
14,593 |
|
0.618 |
14,488 |
|
1.000 |
14,423 |
|
1.618 |
14,318 |
|
2.618 |
14,148 |
|
4.250 |
13,871 |
|
|
| Fisher Pivots for day following 10-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,715 |
14,688 |
| PP |
14,696 |
14,643 |
| S1 |
14,678 |
14,598 |
|