| Trading Metrics calculated at close of trading on 02-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,397.0 |
6,400.0 |
3.0 |
0.0% |
6,246.0 |
| High |
6,437.0 |
6,430.0 |
-7.0 |
-0.1% |
6,425.0 |
| Low |
6,374.5 |
6,365.0 |
-9.5 |
-0.1% |
6,200.0 |
| Close |
6,401.5 |
6,427.0 |
25.5 |
0.4% |
6,376.0 |
| Range |
62.5 |
65.0 |
2.5 |
4.0% |
225.0 |
| ATR |
74.2 |
73.5 |
-0.7 |
-0.9% |
0.0 |
| Volume |
101,819 |
90,897 |
-10,922 |
-10.7% |
455,543 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,602.5 |
6,579.5 |
6,463.0 |
|
| R3 |
6,537.5 |
6,514.5 |
6,445.0 |
|
| R2 |
6,472.5 |
6,472.5 |
6,439.0 |
|
| R1 |
6,449.5 |
6,449.5 |
6,433.0 |
6,461.0 |
| PP |
6,407.5 |
6,407.5 |
6,407.5 |
6,413.0 |
| S1 |
6,384.5 |
6,384.5 |
6,421.0 |
6,396.0 |
| S2 |
6,342.5 |
6,342.5 |
6,415.0 |
|
| S3 |
6,277.5 |
6,319.5 |
6,409.0 |
|
| S4 |
6,212.5 |
6,254.5 |
6,391.0 |
|
|
| 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 |
6,355.0 |
88.0 |
1.4% |
62.5 |
1.0% |
82% |
False |
False |
82,663 |
| 10 |
6,443.0 |
6,191.0 |
252.0 |
3.9% |
72.0 |
1.1% |
94% |
False |
False |
89,528 |
| 20 |
6,443.0 |
6,159.5 |
283.5 |
4.4% |
74.0 |
1.2% |
94% |
False |
False |
92,043 |
| 40 |
6,481.5 |
6,159.5 |
322.0 |
5.0% |
72.0 |
1.1% |
83% |
False |
False |
107,061 |
| 60 |
6,481.5 |
6,128.0 |
353.5 |
5.5% |
65.5 |
1.0% |
85% |
False |
False |
73,329 |
| 80 |
6,481.5 |
5,962.5 |
519.0 |
8.1% |
57.0 |
0.9% |
89% |
False |
False |
55,039 |
| 100 |
6,481.5 |
5,784.5 |
697.0 |
10.8% |
48.5 |
0.8% |
92% |
False |
False |
44,036 |
| 120 |
6,481.5 |
5,492.5 |
989.0 |
15.4% |
40.5 |
0.6% |
94% |
False |
False |
36,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,706.0 |
|
2.618 |
6,600.0 |
|
1.618 |
6,535.0 |
|
1.000 |
6,495.0 |
|
0.618 |
6,470.0 |
|
HIGH |
6,430.0 |
|
0.618 |
6,405.0 |
|
0.500 |
6,397.5 |
|
0.382 |
6,390.0 |
|
LOW |
6,365.0 |
|
0.618 |
6,325.0 |
|
1.000 |
6,300.0 |
|
1.618 |
6,260.0 |
|
2.618 |
6,195.0 |
|
4.250 |
6,089.0 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,417.0 |
6,419.0 |
| PP |
6,407.5 |
6,411.5 |
| S1 |
6,397.5 |
6,404.0 |
|