| Trading Metrics calculated at close of trading on 11-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
14,610 |
14,747 |
137 |
0.9% |
14,508 |
| High |
14,763 |
14,823 |
60 |
0.4% |
14,610 |
| Low |
14,593 |
14,721 |
128 |
0.9% |
14,361 |
| Close |
14,733 |
14,796 |
63 |
0.4% |
14,484 |
| Range |
170 |
102 |
-68 |
-40.0% |
249 |
| ATR |
127 |
126 |
-2 |
-1.4% |
0 |
| Volume |
135,206 |
130,447 |
-4,759 |
-3.5% |
751,943 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,086 |
15,043 |
14,852 |
|
| R3 |
14,984 |
14,941 |
14,824 |
|
| R2 |
14,882 |
14,882 |
14,815 |
|
| R1 |
14,839 |
14,839 |
14,805 |
14,861 |
| PP |
14,780 |
14,780 |
14,780 |
14,791 |
| S1 |
14,737 |
14,737 |
14,787 |
14,759 |
| S2 |
14,678 |
14,678 |
14,777 |
|
| S3 |
14,576 |
14,635 |
14,768 |
|
| S4 |
14,474 |
14,533 |
14,740 |
|
|
| 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 |
14,823 |
14,361 |
462 |
3.1% |
144 |
1.0% |
94% |
True |
False |
139,932 |
| 10 |
14,823 |
14,361 |
462 |
3.1% |
128 |
0.9% |
94% |
True |
False |
138,850 |
| 20 |
14,823 |
14,269 |
554 |
3.7% |
130 |
0.9% |
95% |
True |
False |
143,088 |
| 40 |
14,823 |
13,681 |
1,142 |
7.7% |
124 |
0.8% |
98% |
True |
False |
84,525 |
| 60 |
14,823 |
13,303 |
1,520 |
10.3% |
106 |
0.7% |
98% |
True |
False |
56,388 |
| 80 |
14,823 |
12,700 |
2,123 |
14.3% |
94 |
0.6% |
99% |
True |
False |
42,293 |
| 100 |
14,823 |
12,342 |
2,481 |
16.8% |
81 |
0.5% |
99% |
True |
False |
33,835 |
| 120 |
14,823 |
12,342 |
2,481 |
16.8% |
77 |
0.5% |
99% |
True |
False |
28,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,257 |
|
2.618 |
15,090 |
|
1.618 |
14,988 |
|
1.000 |
14,925 |
|
0.618 |
14,886 |
|
HIGH |
14,823 |
|
0.618 |
14,784 |
|
0.500 |
14,772 |
|
0.382 |
14,760 |
|
LOW |
14,721 |
|
0.618 |
14,658 |
|
1.000 |
14,619 |
|
1.618 |
14,556 |
|
2.618 |
14,454 |
|
4.250 |
14,288 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,788 |
14,757 |
| PP |
14,780 |
14,717 |
| S1 |
14,772 |
14,678 |
|