| 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 |
2,785.00 |
2,763.25 |
-21.75 |
-0.8% |
2,811.00 |
| High |
2,785.50 |
2,788.25 |
2.75 |
0.1% |
2,823.00 |
| Low |
2,737.50 |
2,757.00 |
19.50 |
0.7% |
2,737.50 |
| Close |
2,763.00 |
2,781.00 |
18.00 |
0.7% |
2,763.00 |
| Range |
48.00 |
31.25 |
-16.75 |
-34.9% |
85.50 |
| ATR |
32.12 |
32.06 |
-0.06 |
-0.2% |
0.00 |
| Volume |
265,278 |
176,139 |
-89,139 |
-33.6% |
1,108,700 |
|
| Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,869.25 |
2,856.25 |
2,798.25 |
|
| R3 |
2,838.00 |
2,825.00 |
2,789.50 |
|
| R2 |
2,806.75 |
2,806.75 |
2,786.75 |
|
| R1 |
2,793.75 |
2,793.75 |
2,783.75 |
2,800.25 |
| PP |
2,775.50 |
2,775.50 |
2,775.50 |
2,778.50 |
| S1 |
2,762.50 |
2,762.50 |
2,778.25 |
2,769.00 |
| S2 |
2,744.25 |
2,744.25 |
2,775.25 |
|
| S3 |
2,713.00 |
2,731.25 |
2,772.50 |
|
| S4 |
2,681.75 |
2,700.00 |
2,763.75 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,031.00 |
2,982.50 |
2,810.00 |
|
| R3 |
2,945.50 |
2,897.00 |
2,786.50 |
|
| R2 |
2,860.00 |
2,860.00 |
2,778.75 |
|
| R1 |
2,811.50 |
2,811.50 |
2,770.75 |
2,793.00 |
| PP |
2,774.50 |
2,774.50 |
2,774.50 |
2,765.25 |
| S1 |
2,726.00 |
2,726.00 |
2,755.25 |
2,707.50 |
| S2 |
2,689.00 |
2,689.00 |
2,747.25 |
|
| S3 |
2,603.50 |
2,640.50 |
2,739.50 |
|
| S4 |
2,518.00 |
2,555.00 |
2,716.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,823.00 |
2,737.50 |
85.50 |
3.1% |
36.75 |
1.3% |
51% |
False |
False |
227,807 |
| 10 |
2,823.00 |
2,737.50 |
85.50 |
3.1% |
32.75 |
1.2% |
51% |
False |
False |
203,433 |
| 20 |
2,823.00 |
2,737.50 |
85.50 |
3.1% |
31.00 |
1.1% |
51% |
False |
False |
209,668 |
| 40 |
2,823.00 |
2,683.50 |
139.50 |
5.0% |
30.75 |
1.1% |
70% |
False |
False |
113,547 |
| 60 |
2,823.00 |
2,683.50 |
139.50 |
5.0% |
27.75 |
1.0% |
70% |
False |
False |
75,707 |
| 80 |
2,823.00 |
2,569.50 |
253.50 |
9.1% |
25.25 |
0.9% |
83% |
False |
False |
56,789 |
| 100 |
2,823.00 |
2,502.00 |
321.00 |
11.5% |
20.50 |
0.7% |
87% |
False |
False |
45,431 |
| 120 |
2,823.00 |
2,502.00 |
321.00 |
11.5% |
17.50 |
0.6% |
87% |
False |
False |
37,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,921.00 |
|
2.618 |
2,870.00 |
|
1.618 |
2,838.75 |
|
1.000 |
2,819.50 |
|
0.618 |
2,807.50 |
|
HIGH |
2,788.25 |
|
0.618 |
2,776.25 |
|
0.500 |
2,772.50 |
|
0.382 |
2,769.00 |
|
LOW |
2,757.00 |
|
0.618 |
2,737.75 |
|
1.000 |
2,725.75 |
|
1.618 |
2,706.50 |
|
2.618 |
2,675.25 |
|
4.250 |
2,624.25 |
|
|
| Fisher Pivots for day following 08-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,778.25 |
2,777.25 |
| PP |
2,775.50 |
2,773.25 |
| S1 |
2,772.50 |
2,769.50 |
|