| 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 |
2,841.00 |
2,833.75 |
-7.25 |
-0.3% |
2,772.50 |
| High |
2,844.75 |
2,871.75 |
27.00 |
0.9% |
2,854.50 |
| Low |
2,822.25 |
2,827.50 |
5.25 |
0.2% |
2,770.75 |
| Close |
2,830.50 |
2,858.75 |
28.25 |
1.0% |
2,830.50 |
| Range |
22.50 |
44.25 |
21.75 |
96.7% |
83.75 |
| ATR |
40.03 |
40.34 |
0.30 |
0.8% |
0.00 |
| Volume |
165,108 |
175,223 |
10,115 |
6.1% |
1,118,539 |
|
| Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,985.50 |
2,966.25 |
2,883.00 |
|
| R3 |
2,941.25 |
2,922.00 |
2,871.00 |
|
| R2 |
2,897.00 |
2,897.00 |
2,866.75 |
|
| R1 |
2,877.75 |
2,877.75 |
2,862.75 |
2,887.50 |
| PP |
2,852.75 |
2,852.75 |
2,852.75 |
2,857.50 |
| S1 |
2,833.50 |
2,833.50 |
2,854.75 |
2,843.00 |
| S2 |
2,808.50 |
2,808.50 |
2,850.75 |
|
| S3 |
2,764.25 |
2,789.25 |
2,846.50 |
|
| S4 |
2,720.00 |
2,745.00 |
2,834.50 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,069.75 |
3,034.00 |
2,876.50 |
|
| R3 |
2,986.00 |
2,950.25 |
2,853.50 |
|
| R2 |
2,902.25 |
2,902.25 |
2,845.75 |
|
| R1 |
2,866.50 |
2,866.50 |
2,838.25 |
2,884.50 |
| PP |
2,818.50 |
2,818.50 |
2,818.50 |
2,827.50 |
| S1 |
2,782.75 |
2,782.75 |
2,822.75 |
2,800.50 |
| S2 |
2,734.75 |
2,734.75 |
2,815.25 |
|
| S3 |
2,651.00 |
2,699.00 |
2,807.50 |
|
| S4 |
2,567.25 |
2,615.25 |
2,784.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,871.75 |
2,785.00 |
86.75 |
3.0% |
37.50 |
1.3% |
85% |
True |
False |
212,673 |
| 10 |
2,871.75 |
2,724.00 |
147.75 |
5.2% |
45.75 |
1.6% |
91% |
True |
False |
252,812 |
| 20 |
2,871.75 |
2,724.00 |
147.75 |
5.2% |
43.25 |
1.5% |
91% |
True |
False |
244,429 |
| 40 |
2,871.75 |
2,724.00 |
147.75 |
5.2% |
36.00 |
1.3% |
91% |
True |
False |
206,962 |
| 60 |
2,871.75 |
2,683.50 |
188.25 |
6.6% |
34.50 |
1.2% |
93% |
True |
False |
138,196 |
| 80 |
2,871.75 |
2,683.50 |
188.25 |
6.6% |
29.75 |
1.0% |
93% |
True |
False |
103,651 |
| 100 |
2,871.75 |
2,569.50 |
302.25 |
10.6% |
27.00 |
0.9% |
96% |
True |
False |
82,927 |
| 120 |
2,871.75 |
2,502.00 |
369.75 |
12.9% |
22.75 |
0.8% |
96% |
True |
False |
69,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,059.75 |
|
2.618 |
2,987.50 |
|
1.618 |
2,943.25 |
|
1.000 |
2,916.00 |
|
0.618 |
2,899.00 |
|
HIGH |
2,871.75 |
|
0.618 |
2,854.75 |
|
0.500 |
2,849.50 |
|
0.382 |
2,844.50 |
|
LOW |
2,827.50 |
|
0.618 |
2,800.25 |
|
1.000 |
2,783.25 |
|
1.618 |
2,756.00 |
|
2.618 |
2,711.75 |
|
4.250 |
2,639.50 |
|
|
| Fisher Pivots for day following 29-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,855.75 |
2,853.50 |
| PP |
2,852.75 |
2,848.25 |
| S1 |
2,849.50 |
2,843.00 |
|