| Trading Metrics calculated at close of trading on 30-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,645.0 |
2,690.0 |
45.0 |
1.7% |
2,534.0 |
| High |
2,694.0 |
2,694.0 |
0.0 |
0.0% |
2,659.0 |
| Low |
2,644.0 |
2,661.0 |
17.0 |
0.6% |
2,512.0 |
| Close |
2,673.0 |
2,669.0 |
-4.0 |
-0.1% |
2,634.0 |
| Range |
50.0 |
33.0 |
-17.0 |
-34.0% |
147.0 |
| ATR |
48.9 |
47.7 |
-1.1 |
-2.3% |
0.0 |
| Volume |
933,539 |
1,028,230 |
94,691 |
10.1% |
5,375,054 |
|
| Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,773.7 |
2,754.3 |
2,687.2 |
|
| R3 |
2,740.7 |
2,721.3 |
2,678.1 |
|
| R2 |
2,707.7 |
2,707.7 |
2,675.1 |
|
| R1 |
2,688.3 |
2,688.3 |
2,672.0 |
2,681.5 |
| PP |
2,674.7 |
2,674.7 |
2,674.7 |
2,671.3 |
| S1 |
2,655.3 |
2,655.3 |
2,666.0 |
2,648.5 |
| S2 |
2,641.7 |
2,641.7 |
2,663.0 |
|
| S3 |
2,608.7 |
2,622.3 |
2,659.9 |
|
| S4 |
2,575.7 |
2,589.3 |
2,650.9 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,042.7 |
2,985.3 |
2,714.9 |
|
| R3 |
2,895.7 |
2,838.3 |
2,674.4 |
|
| R2 |
2,748.7 |
2,748.7 |
2,661.0 |
|
| R1 |
2,691.3 |
2,691.3 |
2,647.5 |
2,720.0 |
| PP |
2,601.7 |
2,601.7 |
2,601.7 |
2,616.0 |
| S1 |
2,544.3 |
2,544.3 |
2,620.5 |
2,573.0 |
| S2 |
2,454.7 |
2,454.7 |
2,607.1 |
|
| S3 |
2,307.7 |
2,397.3 |
2,593.6 |
|
| S4 |
2,160.7 |
2,250.3 |
2,553.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,694.0 |
2,606.0 |
88.0 |
3.3% |
36.6 |
1.4% |
72% |
True |
False |
1,023,878 |
| 10 |
2,694.0 |
2,481.0 |
213.0 |
8.0% |
47.5 |
1.8% |
88% |
True |
False |
1,141,510 |
| 20 |
2,694.0 |
2,481.0 |
213.0 |
8.0% |
46.4 |
1.7% |
88% |
True |
False |
1,056,263 |
| 40 |
2,694.0 |
2,481.0 |
213.0 |
8.0% |
45.2 |
1.7% |
88% |
True |
False |
975,096 |
| 60 |
2,694.0 |
2,481.0 |
213.0 |
8.0% |
46.2 |
1.7% |
88% |
True |
False |
651,682 |
| 80 |
2,694.0 |
2,481.0 |
213.0 |
8.0% |
40.4 |
1.5% |
88% |
True |
False |
488,914 |
| 100 |
2,694.0 |
2,481.0 |
213.0 |
8.0% |
37.6 |
1.4% |
88% |
True |
False |
391,916 |
| 120 |
2,694.0 |
2,355.0 |
339.0 |
12.7% |
35.1 |
1.3% |
93% |
True |
False |
326,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,834.3 |
|
2.618 |
2,780.4 |
|
1.618 |
2,747.4 |
|
1.000 |
2,727.0 |
|
0.618 |
2,714.4 |
|
HIGH |
2,694.0 |
|
0.618 |
2,681.4 |
|
0.500 |
2,677.5 |
|
0.382 |
2,673.6 |
|
LOW |
2,661.0 |
|
0.618 |
2,640.6 |
|
1.000 |
2,628.0 |
|
1.618 |
2,607.6 |
|
2.618 |
2,574.6 |
|
4.250 |
2,520.8 |
|
|
| Fisher Pivots for day following 30-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,677.5 |
2,665.2 |
| PP |
2,674.7 |
2,661.3 |
| S1 |
2,671.8 |
2,657.5 |
|