| Trading Metrics calculated at close of trading on 02-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,690.0 |
2,662.0 |
-28.0 |
-1.0% |
2,534.0 |
| High |
2,694.0 |
2,708.0 |
14.0 |
0.5% |
2,659.0 |
| Low |
2,661.0 |
2,648.0 |
-13.0 |
-0.5% |
2,512.0 |
| Close |
2,669.0 |
2,684.0 |
15.0 |
0.6% |
2,634.0 |
| Range |
33.0 |
60.0 |
27.0 |
81.8% |
147.0 |
| ATR |
47.7 |
48.6 |
0.9 |
1.8% |
0.0 |
| Volume |
1,028,230 |
1,291,957 |
263,727 |
25.6% |
5,375,054 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,860.0 |
2,832.0 |
2,717.0 |
|
| R3 |
2,800.0 |
2,772.0 |
2,700.5 |
|
| R2 |
2,740.0 |
2,740.0 |
2,695.0 |
|
| R1 |
2,712.0 |
2,712.0 |
2,689.5 |
2,726.0 |
| PP |
2,680.0 |
2,680.0 |
2,680.0 |
2,687.0 |
| S1 |
2,652.0 |
2,652.0 |
2,678.5 |
2,666.0 |
| S2 |
2,620.0 |
2,620.0 |
2,673.0 |
|
| S3 |
2,560.0 |
2,592.0 |
2,667.5 |
|
| S4 |
2,500.0 |
2,532.0 |
2,651.0 |
|
|
| 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 |
2,708.0 |
2,621.0 |
87.0 |
3.2% |
39.0 |
1.5% |
72% |
True |
False |
1,017,072 |
| 10 |
2,708.0 |
2,481.0 |
227.0 |
8.5% |
44.8 |
1.7% |
89% |
True |
False |
1,100,637 |
| 20 |
2,708.0 |
2,481.0 |
227.0 |
8.5% |
47.1 |
1.8% |
89% |
True |
False |
1,070,391 |
| 40 |
2,708.0 |
2,481.0 |
227.0 |
8.5% |
45.5 |
1.7% |
89% |
True |
False |
1,006,383 |
| 60 |
2,708.0 |
2,481.0 |
227.0 |
8.5% |
45.6 |
1.7% |
89% |
True |
False |
673,162 |
| 80 |
2,708.0 |
2,481.0 |
227.0 |
8.5% |
40.9 |
1.5% |
89% |
True |
False |
505,048 |
| 100 |
2,708.0 |
2,481.0 |
227.0 |
8.5% |
37.9 |
1.4% |
89% |
True |
False |
404,833 |
| 120 |
2,708.0 |
2,355.0 |
353.0 |
13.2% |
35.5 |
1.3% |
93% |
True |
False |
337,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,963.0 |
|
2.618 |
2,865.1 |
|
1.618 |
2,805.1 |
|
1.000 |
2,768.0 |
|
0.618 |
2,745.1 |
|
HIGH |
2,708.0 |
|
0.618 |
2,685.1 |
|
0.500 |
2,678.0 |
|
0.382 |
2,670.9 |
|
LOW |
2,648.0 |
|
0.618 |
2,610.9 |
|
1.000 |
2,588.0 |
|
1.618 |
2,550.9 |
|
2.618 |
2,490.9 |
|
4.250 |
2,393.0 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,682.0 |
2,681.3 |
| PP |
2,680.0 |
2,678.7 |
| S1 |
2,678.0 |
2,676.0 |
|