| Trading Metrics calculated at close of trading on 01-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,859.75 |
2,884.00 |
24.25 |
0.8% |
2,772.50 |
| High |
2,884.25 |
2,887.00 |
2.75 |
0.1% |
2,854.50 |
| Low |
2,853.25 |
2,862.25 |
9.00 |
0.3% |
2,770.75 |
| Close |
2,880.00 |
2,863.50 |
-16.50 |
-0.6% |
2,830.50 |
| Range |
31.00 |
24.75 |
-6.25 |
-20.2% |
83.75 |
| ATR |
39.67 |
38.60 |
-1.07 |
-2.7% |
0.00 |
| Volume |
190,418 |
154,074 |
-36,344 |
-19.1% |
1,118,539 |
|
| Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,945.25 |
2,929.00 |
2,877.00 |
|
| R3 |
2,920.50 |
2,904.25 |
2,870.25 |
|
| R2 |
2,895.75 |
2,895.75 |
2,868.00 |
|
| R1 |
2,879.50 |
2,879.50 |
2,865.75 |
2,875.25 |
| PP |
2,871.00 |
2,871.00 |
2,871.00 |
2,868.75 |
| S1 |
2,854.75 |
2,854.75 |
2,861.25 |
2,850.50 |
| S2 |
2,846.25 |
2,846.25 |
2,859.00 |
|
| S3 |
2,821.50 |
2,830.00 |
2,856.75 |
|
| S4 |
2,796.75 |
2,805.25 |
2,850.00 |
|
|
| 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 |
2,887.00 |
2,814.00 |
73.00 |
2.5% |
32.50 |
1.1% |
68% |
True |
False |
176,291 |
| 10 |
2,887.00 |
2,724.00 |
163.00 |
5.7% |
39.25 |
1.4% |
86% |
True |
False |
225,738 |
| 20 |
2,887.00 |
2,724.00 |
163.00 |
5.7% |
42.25 |
1.5% |
86% |
True |
False |
238,103 |
| 40 |
2,887.00 |
2,724.00 |
163.00 |
5.7% |
35.50 |
1.2% |
86% |
True |
False |
215,125 |
| 60 |
2,887.00 |
2,683.50 |
203.50 |
7.1% |
34.25 |
1.2% |
88% |
True |
False |
143,937 |
| 80 |
2,887.00 |
2,683.50 |
203.50 |
7.1% |
30.25 |
1.1% |
88% |
True |
False |
107,956 |
| 100 |
2,887.00 |
2,569.50 |
317.50 |
11.1% |
27.75 |
1.0% |
93% |
True |
False |
86,372 |
| 120 |
2,887.00 |
2,502.00 |
385.00 |
13.4% |
23.25 |
0.8% |
94% |
True |
False |
71,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,992.25 |
|
2.618 |
2,951.75 |
|
1.618 |
2,927.00 |
|
1.000 |
2,911.75 |
|
0.618 |
2,902.25 |
|
HIGH |
2,887.00 |
|
0.618 |
2,877.50 |
|
0.500 |
2,874.50 |
|
0.382 |
2,871.75 |
|
LOW |
2,862.25 |
|
0.618 |
2,847.00 |
|
1.000 |
2,837.50 |
|
1.618 |
2,822.25 |
|
2.618 |
2,797.50 |
|
4.250 |
2,757.00 |
|
|
| Fisher Pivots for day following 01-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,874.50 |
2,861.50 |
| PP |
2,871.00 |
2,859.25 |
| S1 |
2,867.25 |
2,857.25 |
|