| Trading Metrics calculated at close of trading on 03-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,662.0 |
2,692.0 |
30.0 |
1.1% |
2,645.0 |
| High |
2,708.0 |
2,734.0 |
26.0 |
1.0% |
2,734.0 |
| Low |
2,648.0 |
2,672.0 |
24.0 |
0.9% |
2,644.0 |
| Close |
2,684.0 |
2,725.0 |
41.0 |
1.5% |
2,725.0 |
| Range |
60.0 |
62.0 |
2.0 |
3.3% |
90.0 |
| ATR |
48.6 |
49.6 |
1.0 |
2.0% |
0.0 |
| Volume |
1,291,957 |
1,187,234 |
-104,723 |
-8.1% |
4,440,960 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,896.3 |
2,872.7 |
2,759.1 |
|
| R3 |
2,834.3 |
2,810.7 |
2,742.1 |
|
| R2 |
2,772.3 |
2,772.3 |
2,736.4 |
|
| R1 |
2,748.7 |
2,748.7 |
2,730.7 |
2,760.5 |
| PP |
2,710.3 |
2,710.3 |
2,710.3 |
2,716.3 |
| S1 |
2,686.7 |
2,686.7 |
2,719.3 |
2,698.5 |
| S2 |
2,648.3 |
2,648.3 |
2,713.6 |
|
| S3 |
2,586.3 |
2,624.7 |
2,708.0 |
|
| S4 |
2,524.3 |
2,562.7 |
2,690.9 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,971.0 |
2,938.0 |
2,774.5 |
|
| R3 |
2,881.0 |
2,848.0 |
2,749.8 |
|
| R2 |
2,791.0 |
2,791.0 |
2,741.5 |
|
| R1 |
2,758.0 |
2,758.0 |
2,733.3 |
2,774.5 |
| PP |
2,701.0 |
2,701.0 |
2,701.0 |
2,709.3 |
| S1 |
2,668.0 |
2,668.0 |
2,716.8 |
2,684.5 |
| S2 |
2,611.0 |
2,611.0 |
2,708.5 |
|
| S3 |
2,521.0 |
2,578.0 |
2,700.3 |
|
| S4 |
2,431.0 |
2,488.0 |
2,675.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,734.0 |
2,621.0 |
113.0 |
4.1% |
46.2 |
1.7% |
92% |
True |
False |
1,068,692 |
| 10 |
2,734.0 |
2,502.0 |
232.0 |
8.5% |
46.8 |
1.7% |
96% |
True |
False |
1,095,795 |
| 20 |
2,734.0 |
2,481.0 |
253.0 |
9.3% |
47.4 |
1.7% |
96% |
True |
False |
1,070,211 |
| 40 |
2,734.0 |
2,481.0 |
253.0 |
9.3% |
45.8 |
1.7% |
96% |
True |
False |
1,032,731 |
| 60 |
2,734.0 |
2,481.0 |
253.0 |
9.3% |
46.0 |
1.7% |
96% |
True |
False |
692,948 |
| 80 |
2,734.0 |
2,481.0 |
253.0 |
9.3% |
41.4 |
1.5% |
96% |
True |
False |
519,881 |
| 100 |
2,734.0 |
2,481.0 |
253.0 |
9.3% |
38.2 |
1.4% |
96% |
True |
False |
416,703 |
| 120 |
2,734.0 |
2,355.0 |
379.0 |
13.9% |
35.9 |
1.3% |
98% |
True |
False |
347,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,997.5 |
|
2.618 |
2,896.3 |
|
1.618 |
2,834.3 |
|
1.000 |
2,796.0 |
|
0.618 |
2,772.3 |
|
HIGH |
2,734.0 |
|
0.618 |
2,710.3 |
|
0.500 |
2,703.0 |
|
0.382 |
2,695.7 |
|
LOW |
2,672.0 |
|
0.618 |
2,633.7 |
|
1.000 |
2,610.0 |
|
1.618 |
2,571.7 |
|
2.618 |
2,509.7 |
|
4.250 |
2,408.5 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,717.7 |
2,713.7 |
| PP |
2,710.3 |
2,702.3 |
| S1 |
2,703.0 |
2,691.0 |
|