| 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 |
1,607.1 |
1,602.6 |
-4.5 |
-0.3% |
1,609.2 |
| High |
1,608.6 |
1,603.0 |
-5.6 |
-0.3% |
1,614.7 |
| Low |
1,596.5 |
1,597.0 |
0.5 |
0.0% |
1,592.7 |
| Close |
1,597.4 |
1,602.6 |
5.2 |
0.3% |
1,597.4 |
| Range |
12.1 |
6.0 |
-6.1 |
-50.4% |
22.0 |
| ATR |
15.5 |
14.8 |
-0.7 |
-4.4% |
0.0 |
| Volume |
4,547 |
2,408 |
-2,139 |
-47.0% |
27,552 |
|
| Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,618.9 |
1,616.7 |
1,605.9 |
|
| R3 |
1,612.9 |
1,610.7 |
1,604.3 |
|
| R2 |
1,606.9 |
1,606.9 |
1,603.7 |
|
| R1 |
1,604.7 |
1,604.7 |
1,603.2 |
1,605.6 |
| PP |
1,600.9 |
1,600.9 |
1,600.9 |
1,601.3 |
| S1 |
1,598.7 |
1,598.7 |
1,602.1 |
1,599.6 |
| S2 |
1,594.9 |
1,594.9 |
1,601.5 |
|
| S3 |
1,588.9 |
1,592.7 |
1,601.0 |
|
| S4 |
1,582.9 |
1,586.7 |
1,599.3 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,667.6 |
1,654.5 |
1,609.5 |
|
| R3 |
1,645.6 |
1,632.5 |
1,603.5 |
|
| R2 |
1,623.6 |
1,623.6 |
1,601.4 |
|
| R1 |
1,610.5 |
1,610.5 |
1,599.4 |
1,606.1 |
| PP |
1,601.6 |
1,601.6 |
1,601.6 |
1,599.4 |
| S1 |
1,588.5 |
1,588.5 |
1,595.4 |
1,584.1 |
| S2 |
1,579.6 |
1,579.6 |
1,593.4 |
|
| S3 |
1,557.6 |
1,566.5 |
1,591.4 |
|
| S4 |
1,535.6 |
1,544.5 |
1,585.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,614.7 |
1,592.7 |
22.0 |
1.4% |
13.2 |
0.8% |
45% |
False |
False |
5,992 |
| 10 |
1,619.3 |
1,592.7 |
26.6 |
1.7% |
12.9 |
0.8% |
37% |
False |
False |
4,644 |
| 20 |
1,619.3 |
1,564.9 |
54.4 |
3.4% |
12.9 |
0.8% |
69% |
False |
False |
4,496 |
| 40 |
1,686.4 |
1,560.0 |
126.4 |
7.9% |
16.6 |
1.0% |
34% |
False |
False |
3,736 |
| 60 |
1,702.4 |
1,560.0 |
142.4 |
8.9% |
16.3 |
1.0% |
30% |
False |
False |
3,143 |
| 80 |
1,727.0 |
1,560.0 |
167.0 |
10.4% |
15.9 |
1.0% |
26% |
False |
False |
2,589 |
| 100 |
1,759.7 |
1,560.0 |
199.7 |
12.5% |
15.1 |
0.9% |
21% |
False |
False |
2,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,628.5 |
|
2.618 |
1,618.7 |
|
1.618 |
1,612.7 |
|
1.000 |
1,609.0 |
|
0.618 |
1,606.7 |
|
HIGH |
1,603.0 |
|
0.618 |
1,600.7 |
|
0.500 |
1,600.0 |
|
0.382 |
1,599.3 |
|
LOW |
1,597.0 |
|
0.618 |
1,593.3 |
|
1.000 |
1,591.0 |
|
1.618 |
1,587.3 |
|
2.618 |
1,581.3 |
|
4.250 |
1,571.5 |
|
|
| Fisher Pivots for day following 01-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,601.7 |
1,602.4 |
| PP |
1,600.9 |
1,602.1 |
| S1 |
1,600.0 |
1,601.9 |
|