| Trading Metrics calculated at close of trading on 01-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,801.25 |
2,811.00 |
9.75 |
0.3% |
2,793.50 |
| High |
2,814.75 |
2,815.75 |
1.00 |
0.0% |
2,814.75 |
| Low |
2,791.50 |
2,784.25 |
-7.25 |
-0.3% |
2,771.00 |
| Close |
2,811.00 |
2,788.00 |
-23.00 |
-0.8% |
2,811.00 |
| Range |
23.25 |
31.50 |
8.25 |
35.5% |
43.75 |
| ATR |
29.82 |
29.94 |
0.12 |
0.4% |
0.00 |
| Volume |
145,542 |
145,803 |
261 |
0.2% |
749,491 |
|
| Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,890.50 |
2,870.75 |
2,805.25 |
|
| R3 |
2,859.00 |
2,839.25 |
2,796.75 |
|
| R2 |
2,827.50 |
2,827.50 |
2,793.75 |
|
| R1 |
2,807.75 |
2,807.75 |
2,791.00 |
2,802.00 |
| PP |
2,796.00 |
2,796.00 |
2,796.00 |
2,793.00 |
| S1 |
2,776.25 |
2,776.25 |
2,785.00 |
2,770.50 |
| S2 |
2,764.50 |
2,764.50 |
2,782.25 |
|
| S3 |
2,733.00 |
2,744.75 |
2,779.25 |
|
| S4 |
2,701.50 |
2,713.25 |
2,770.75 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,930.25 |
2,914.25 |
2,835.00 |
|
| R3 |
2,886.50 |
2,870.50 |
2,823.00 |
|
| R2 |
2,842.75 |
2,842.75 |
2,819.00 |
|
| R1 |
2,826.75 |
2,826.75 |
2,815.00 |
2,834.75 |
| PP |
2,799.00 |
2,799.00 |
2,799.00 |
2,803.00 |
| S1 |
2,783.00 |
2,783.00 |
2,807.00 |
2,791.00 |
| S2 |
2,755.25 |
2,755.25 |
2,803.00 |
|
| S3 |
2,711.50 |
2,739.25 |
2,799.00 |
|
| S4 |
2,667.75 |
2,695.50 |
2,787.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,815.75 |
2,771.00 |
44.75 |
1.6% |
28.75 |
1.0% |
38% |
True |
False |
179,058 |
| 10 |
2,815.75 |
2,748.25 |
67.50 |
2.4% |
33.50 |
1.2% |
59% |
True |
False |
205,310 |
| 20 |
2,817.00 |
2,726.75 |
90.25 |
3.2% |
28.75 |
1.0% |
68% |
False |
False |
169,495 |
| 40 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
30.25 |
1.1% |
78% |
False |
False |
85,080 |
| 60 |
2,817.00 |
2,683.50 |
133.50 |
4.8% |
25.25 |
0.9% |
78% |
False |
False |
56,725 |
| 80 |
2,817.00 |
2,569.50 |
247.50 |
8.9% |
23.00 |
0.8% |
88% |
False |
False |
42,551 |
| 100 |
2,817.00 |
2,502.00 |
315.00 |
11.3% |
18.75 |
0.7% |
91% |
False |
False |
34,041 |
| 120 |
2,817.00 |
2,502.00 |
315.00 |
11.3% |
16.00 |
0.6% |
91% |
False |
False |
28,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,949.50 |
|
2.618 |
2,898.25 |
|
1.618 |
2,866.75 |
|
1.000 |
2,847.25 |
|
0.618 |
2,835.25 |
|
HIGH |
2,815.75 |
|
0.618 |
2,803.75 |
|
0.500 |
2,800.00 |
|
0.382 |
2,796.25 |
|
LOW |
2,784.25 |
|
0.618 |
2,764.75 |
|
1.000 |
2,752.75 |
|
1.618 |
2,733.25 |
|
2.618 |
2,701.75 |
|
4.250 |
2,650.50 |
|
|
| Fisher Pivots for day following 01-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,800.00 |
2,796.00 |
| PP |
2,796.00 |
2,793.50 |
| S1 |
2,792.00 |
2,790.75 |
|