| 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 |
2,833.75 |
2,859.75 |
26.00 |
0.9% |
2,772.50 |
| High |
2,871.75 |
2,884.25 |
12.50 |
0.4% |
2,854.50 |
| Low |
2,827.50 |
2,853.25 |
25.75 |
0.9% |
2,770.75 |
| Close |
2,858.75 |
2,880.00 |
21.25 |
0.7% |
2,830.50 |
| Range |
44.25 |
31.00 |
-13.25 |
-29.9% |
83.75 |
| ATR |
40.34 |
39.67 |
-0.67 |
-1.7% |
0.00 |
| Volume |
175,223 |
190,418 |
15,195 |
8.7% |
1,118,539 |
|
| Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,965.50 |
2,953.75 |
2,897.00 |
|
| R3 |
2,934.50 |
2,922.75 |
2,888.50 |
|
| R2 |
2,903.50 |
2,903.50 |
2,885.75 |
|
| R1 |
2,891.75 |
2,891.75 |
2,882.75 |
2,897.50 |
| PP |
2,872.50 |
2,872.50 |
2,872.50 |
2,875.50 |
| S1 |
2,860.75 |
2,860.75 |
2,877.25 |
2,866.50 |
| S2 |
2,841.50 |
2,841.50 |
2,874.25 |
|
| S3 |
2,810.50 |
2,829.75 |
2,871.50 |
|
| S4 |
2,779.50 |
2,798.75 |
2,863.00 |
|
|
| 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 |
2,884.25 |
2,814.00 |
70.25 |
2.4% |
32.00 |
1.1% |
94% |
True |
False |
196,892 |
| 10 |
2,884.25 |
2,724.00 |
160.25 |
5.6% |
44.00 |
1.5% |
97% |
True |
False |
248,188 |
| 20 |
2,884.25 |
2,724.00 |
160.25 |
5.6% |
43.00 |
1.5% |
97% |
True |
False |
243,237 |
| 40 |
2,884.25 |
2,724.00 |
160.25 |
5.6% |
36.00 |
1.3% |
97% |
True |
False |
211,544 |
| 60 |
2,884.25 |
2,683.50 |
200.75 |
7.0% |
34.50 |
1.2% |
98% |
True |
False |
141,370 |
| 80 |
2,884.25 |
2,683.50 |
200.75 |
7.0% |
30.25 |
1.0% |
98% |
True |
False |
106,031 |
| 100 |
2,884.25 |
2,569.50 |
314.75 |
10.9% |
27.50 |
1.0% |
99% |
True |
False |
84,831 |
| 120 |
2,884.25 |
2,502.00 |
382.25 |
13.3% |
23.00 |
0.8% |
99% |
True |
False |
70,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,016.00 |
|
2.618 |
2,965.50 |
|
1.618 |
2,934.50 |
|
1.000 |
2,915.25 |
|
0.618 |
2,903.50 |
|
HIGH |
2,884.25 |
|
0.618 |
2,872.50 |
|
0.500 |
2,868.75 |
|
0.382 |
2,865.00 |
|
LOW |
2,853.25 |
|
0.618 |
2,834.00 |
|
1.000 |
2,822.25 |
|
1.618 |
2,803.00 |
|
2.618 |
2,772.00 |
|
4.250 |
2,721.50 |
|
|
| Fisher Pivots for day following 30-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,876.25 |
2,871.00 |
| PP |
2,872.50 |
2,862.25 |
| S1 |
2,868.75 |
2,853.25 |
|