| Trading Metrics calculated at close of trading on 09-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,763.25 |
2,784.75 |
21.50 |
0.8% |
2,811.00 |
| High |
2,788.25 |
2,809.75 |
21.50 |
0.8% |
2,823.00 |
| Low |
2,757.00 |
2,773.00 |
16.00 |
0.6% |
2,737.50 |
| Close |
2,781.00 |
2,797.50 |
16.50 |
0.6% |
2,763.00 |
| Range |
31.25 |
36.75 |
5.50 |
17.6% |
85.50 |
| ATR |
32.06 |
32.39 |
0.34 |
1.0% |
0.00 |
| Volume |
176,139 |
237,574 |
61,435 |
34.9% |
1,108,700 |
|
| Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,903.75 |
2,887.25 |
2,817.75 |
|
| R3 |
2,867.00 |
2,850.50 |
2,807.50 |
|
| R2 |
2,830.25 |
2,830.25 |
2,804.25 |
|
| R1 |
2,813.75 |
2,813.75 |
2,800.75 |
2,822.00 |
| PP |
2,793.50 |
2,793.50 |
2,793.50 |
2,797.50 |
| S1 |
2,777.00 |
2,777.00 |
2,794.25 |
2,785.25 |
| S2 |
2,756.75 |
2,756.75 |
2,790.75 |
|
| S3 |
2,720.00 |
2,740.25 |
2,787.50 |
|
| S4 |
2,683.25 |
2,703.50 |
2,777.25 |
|
|
| 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 |
2,819.25 |
2,737.50 |
81.75 |
2.9% |
36.75 |
1.3% |
73% |
False |
False |
232,470 |
| 10 |
2,823.00 |
2,737.50 |
85.50 |
3.1% |
32.50 |
1.2% |
70% |
False |
False |
202,253 |
| 20 |
2,823.00 |
2,737.50 |
85.50 |
3.1% |
32.00 |
1.1% |
70% |
False |
False |
209,702 |
| 40 |
2,823.00 |
2,683.50 |
139.50 |
5.0% |
30.75 |
1.1% |
82% |
False |
False |
119,476 |
| 60 |
2,823.00 |
2,683.50 |
139.50 |
5.0% |
28.00 |
1.0% |
82% |
False |
False |
79,667 |
| 80 |
2,823.00 |
2,569.50 |
253.50 |
9.1% |
25.50 |
0.9% |
90% |
False |
False |
59,759 |
| 100 |
2,823.00 |
2,502.00 |
321.00 |
11.5% |
20.75 |
0.7% |
92% |
False |
False |
47,807 |
| 120 |
2,823.00 |
2,502.00 |
321.00 |
11.5% |
17.75 |
0.6% |
92% |
False |
False |
39,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,966.00 |
|
2.618 |
2,906.00 |
|
1.618 |
2,869.25 |
|
1.000 |
2,846.50 |
|
0.618 |
2,832.50 |
|
HIGH |
2,809.75 |
|
0.618 |
2,795.75 |
|
0.500 |
2,791.50 |
|
0.382 |
2,787.00 |
|
LOW |
2,773.00 |
|
0.618 |
2,750.25 |
|
1.000 |
2,736.25 |
|
1.618 |
2,713.50 |
|
2.618 |
2,676.75 |
|
4.250 |
2,616.75 |
|
|
| Fisher Pivots for day following 09-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,795.50 |
2,789.50 |
| PP |
2,793.50 |
2,781.50 |
| S1 |
2,791.50 |
2,773.50 |
|