| 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 |
6,400.0 |
6,419.5 |
19.5 |
0.3% |
6,378.0 |
| High |
6,430.0 |
6,499.5 |
69.5 |
1.1% |
6,499.5 |
| Low |
6,365.0 |
6,400.0 |
35.0 |
0.5% |
6,365.0 |
| Close |
6,427.0 |
6,473.0 |
46.0 |
0.7% |
6,473.0 |
| Range |
65.0 |
99.5 |
34.5 |
53.1% |
134.5 |
| ATR |
73.5 |
75.4 |
1.9 |
2.5% |
0.0 |
| Volume |
90,897 |
83,977 |
-6,920 |
-7.6% |
420,307 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,756.0 |
6,714.0 |
6,527.5 |
|
| R3 |
6,656.5 |
6,614.5 |
6,500.5 |
|
| R2 |
6,557.0 |
6,557.0 |
6,491.0 |
|
| R1 |
6,515.0 |
6,515.0 |
6,482.0 |
6,536.0 |
| PP |
6,457.5 |
6,457.5 |
6,457.5 |
6,468.0 |
| S1 |
6,415.5 |
6,415.5 |
6,464.0 |
6,436.5 |
| S2 |
6,358.0 |
6,358.0 |
6,455.0 |
|
| S3 |
6,258.5 |
6,316.0 |
6,445.5 |
|
| S4 |
6,159.0 |
6,216.5 |
6,418.5 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,849.5 |
6,795.5 |
6,547.0 |
|
| R3 |
6,715.0 |
6,661.0 |
6,510.0 |
|
| R2 |
6,580.5 |
6,580.5 |
6,497.5 |
|
| R1 |
6,526.5 |
6,526.5 |
6,485.5 |
6,553.5 |
| PP |
6,446.0 |
6,446.0 |
6,446.0 |
6,459.0 |
| S1 |
6,392.0 |
6,392.0 |
6,460.5 |
6,419.0 |
| S2 |
6,311.5 |
6,311.5 |
6,448.5 |
|
| S3 |
6,177.0 |
6,257.5 |
6,436.0 |
|
| S4 |
6,042.5 |
6,123.0 |
6,399.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,499.5 |
6,365.0 |
134.5 |
2.1% |
74.0 |
1.1% |
80% |
True |
False |
84,061 |
| 10 |
6,499.5 |
6,200.0 |
299.5 |
4.6% |
76.5 |
1.2% |
91% |
True |
False |
87,585 |
| 20 |
6,499.5 |
6,173.5 |
326.0 |
5.0% |
72.0 |
1.1% |
92% |
True |
False |
92,400 |
| 40 |
6,499.5 |
6,159.5 |
340.0 |
5.3% |
73.5 |
1.1% |
92% |
True |
False |
106,695 |
| 60 |
6,499.5 |
6,128.0 |
371.5 |
5.7% |
66.5 |
1.0% |
93% |
True |
False |
74,727 |
| 80 |
6,499.5 |
5,975.0 |
524.5 |
8.1% |
58.0 |
0.9% |
95% |
True |
False |
56,089 |
| 100 |
6,499.5 |
5,784.5 |
715.0 |
11.0% |
49.5 |
0.8% |
96% |
True |
False |
44,876 |
| 120 |
6,499.5 |
5,492.5 |
1,007.0 |
15.6% |
41.5 |
0.6% |
97% |
True |
False |
37,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,922.5 |
|
2.618 |
6,760.0 |
|
1.618 |
6,660.5 |
|
1.000 |
6,599.0 |
|
0.618 |
6,561.0 |
|
HIGH |
6,499.5 |
|
0.618 |
6,461.5 |
|
0.500 |
6,450.0 |
|
0.382 |
6,438.0 |
|
LOW |
6,400.0 |
|
0.618 |
6,338.5 |
|
1.000 |
6,300.5 |
|
1.618 |
6,239.0 |
|
2.618 |
6,139.5 |
|
4.250 |
5,977.0 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,465.0 |
6,459.5 |
| PP |
6,457.5 |
6,446.0 |
| S1 |
6,450.0 |
6,432.0 |
|