| 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 |
6,378.0 |
6,425.0 |
47.0 |
0.7% |
6,246.0 |
| High |
6,443.0 |
6,442.5 |
-0.5 |
0.0% |
6,425.0 |
| Low |
6,372.5 |
6,369.0 |
-3.5 |
-0.1% |
6,200.0 |
| Close |
6,413.0 |
6,383.5 |
-29.5 |
-0.5% |
6,376.0 |
| Range |
70.5 |
73.5 |
3.0 |
4.3% |
225.0 |
| ATR |
75.2 |
75.1 |
-0.1 |
-0.2% |
0.0 |
| Volume |
98,421 |
45,193 |
-53,228 |
-54.1% |
455,543 |
|
| Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,619.0 |
6,574.5 |
6,424.0 |
|
| R3 |
6,545.5 |
6,501.0 |
6,403.5 |
|
| R2 |
6,472.0 |
6,472.0 |
6,397.0 |
|
| R1 |
6,427.5 |
6,427.5 |
6,390.0 |
6,413.0 |
| PP |
6,398.5 |
6,398.5 |
6,398.5 |
6,391.0 |
| S1 |
6,354.0 |
6,354.0 |
6,377.0 |
6,339.5 |
| S2 |
6,325.0 |
6,325.0 |
6,370.0 |
|
| S3 |
6,251.5 |
6,280.5 |
6,363.5 |
|
| S4 |
6,178.0 |
6,207.0 |
6,343.0 |
|
|
| 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 |
6,350.0 |
93.0 |
1.5% |
58.0 |
0.9% |
36% |
False |
False |
76,152 |
| 10 |
6,443.0 |
6,173.5 |
269.5 |
4.2% |
76.0 |
1.2% |
78% |
False |
False |
91,968 |
| 20 |
6,443.0 |
6,159.5 |
283.5 |
4.4% |
77.0 |
1.2% |
79% |
False |
False |
94,293 |
| 40 |
6,481.5 |
6,159.5 |
322.0 |
5.0% |
71.5 |
1.1% |
70% |
False |
False |
104,615 |
| 60 |
6,481.5 |
6,128.0 |
353.5 |
5.5% |
65.5 |
1.0% |
72% |
False |
False |
70,118 |
| 80 |
6,481.5 |
5,944.0 |
537.5 |
8.4% |
56.0 |
0.9% |
82% |
False |
False |
52,631 |
| 100 |
6,481.5 |
5,776.5 |
705.0 |
11.0% |
47.5 |
0.7% |
86% |
False |
False |
42,110 |
| 120 |
6,481.5 |
5,492.5 |
989.0 |
15.5% |
39.5 |
0.6% |
90% |
False |
False |
35,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,755.0 |
|
2.618 |
6,635.0 |
|
1.618 |
6,561.5 |
|
1.000 |
6,516.0 |
|
0.618 |
6,488.0 |
|
HIGH |
6,442.5 |
|
0.618 |
6,414.5 |
|
0.500 |
6,406.0 |
|
0.382 |
6,397.0 |
|
LOW |
6,369.0 |
|
0.618 |
6,323.5 |
|
1.000 |
6,295.5 |
|
1.618 |
6,250.0 |
|
2.618 |
6,176.5 |
|
4.250 |
6,056.5 |
|
|
| Fisher Pivots for day following 30-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,406.0 |
6,399.0 |
| PP |
6,398.5 |
6,394.0 |
| S1 |
6,391.0 |
6,388.5 |
|