| Trading Metrics calculated at close of trading on 29-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
6,382.0 |
6,378.0 |
-4.0 |
-0.1% |
6,246.0 |
| High |
6,396.5 |
6,443.0 |
46.5 |
0.7% |
6,425.0 |
| Low |
6,355.0 |
6,372.5 |
17.5 |
0.3% |
6,200.0 |
| Close |
6,376.0 |
6,413.0 |
37.0 |
0.6% |
6,376.0 |
| Range |
41.5 |
70.5 |
29.0 |
69.9% |
225.0 |
| ATR |
75.5 |
75.2 |
-0.4 |
-0.5% |
0.0 |
| Volume |
76,987 |
98,421 |
21,434 |
27.8% |
455,543 |
|
| Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,621.0 |
6,587.5 |
6,452.0 |
|
| R3 |
6,550.5 |
6,517.0 |
6,432.5 |
|
| R2 |
6,480.0 |
6,480.0 |
6,426.0 |
|
| R1 |
6,446.5 |
6,446.5 |
6,419.5 |
6,463.0 |
| PP |
6,409.5 |
6,409.5 |
6,409.5 |
6,418.0 |
| S1 |
6,376.0 |
6,376.0 |
6,406.5 |
6,393.0 |
| S2 |
6,339.0 |
6,339.0 |
6,400.0 |
|
| S3 |
6,268.5 |
6,305.5 |
6,393.5 |
|
| S4 |
6,198.0 |
6,235.0 |
6,374.0 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,008.5 |
6,917.5 |
6,500.0 |
|
| R3 |
6,783.5 |
6,692.5 |
6,438.0 |
|
| R2 |
6,558.5 |
6,558.5 |
6,417.0 |
|
| R1 |
6,467.5 |
6,467.5 |
6,396.5 |
6,513.0 |
| PP |
6,333.5 |
6,333.5 |
6,333.5 |
6,356.5 |
| S1 |
6,242.5 |
6,242.5 |
6,355.5 |
6,288.0 |
| S2 |
6,108.5 |
6,108.5 |
6,335.0 |
|
| S3 |
5,883.5 |
6,017.5 |
6,314.0 |
|
| S4 |
5,658.5 |
5,792.5 |
6,252.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,443.0 |
6,219.0 |
224.0 |
3.5% |
73.5 |
1.1% |
87% |
True |
False |
85,573 |
| 10 |
6,443.0 |
6,173.5 |
269.5 |
4.2% |
74.5 |
1.2% |
89% |
True |
False |
100,085 |
| 20 |
6,447.0 |
6,159.5 |
287.5 |
4.5% |
79.0 |
1.2% |
88% |
False |
False |
96,524 |
| 40 |
6,481.5 |
6,159.5 |
322.0 |
5.0% |
71.5 |
1.1% |
79% |
False |
False |
103,677 |
| 60 |
6,481.5 |
6,128.0 |
353.5 |
5.5% |
65.0 |
1.0% |
81% |
False |
False |
69,365 |
| 80 |
6,481.5 |
5,944.0 |
537.5 |
8.4% |
55.0 |
0.9% |
87% |
False |
False |
52,066 |
| 100 |
6,481.5 |
5,760.0 |
721.5 |
11.3% |
46.5 |
0.7% |
91% |
False |
False |
41,658 |
| 120 |
6,481.5 |
5,492.5 |
989.0 |
15.4% |
39.0 |
0.6% |
93% |
False |
False |
34,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,742.5 |
|
2.618 |
6,627.5 |
|
1.618 |
6,557.0 |
|
1.000 |
6,513.5 |
|
0.618 |
6,486.5 |
|
HIGH |
6,443.0 |
|
0.618 |
6,416.0 |
|
0.500 |
6,408.0 |
|
0.382 |
6,399.5 |
|
LOW |
6,372.5 |
|
0.618 |
6,329.0 |
|
1.000 |
6,302.0 |
|
1.618 |
6,258.5 |
|
2.618 |
6,188.0 |
|
4.250 |
6,073.0 |
|
|
| Fisher Pivots for day following 29-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,411.0 |
6,408.5 |
| PP |
6,409.5 |
6,403.5 |
| S1 |
6,408.0 |
6,399.0 |
|