| 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 |
2,884.00 |
2,868.00 |
-16.00 |
-0.6% |
2,772.50 |
| High |
2,887.00 |
2,910.50 |
23.50 |
0.8% |
2,854.50 |
| Low |
2,862.25 |
2,867.25 |
5.00 |
0.2% |
2,770.75 |
| Close |
2,863.50 |
2,902.00 |
38.50 |
1.3% |
2,830.50 |
| Range |
24.75 |
43.25 |
18.50 |
74.7% |
83.75 |
| ATR |
38.60 |
39.20 |
0.60 |
1.6% |
0.00 |
| Volume |
154,074 |
199,370 |
45,296 |
29.4% |
1,118,539 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,023.00 |
3,005.75 |
2,925.75 |
|
| R3 |
2,979.75 |
2,962.50 |
2,914.00 |
|
| R2 |
2,936.50 |
2,936.50 |
2,910.00 |
|
| R1 |
2,919.25 |
2,919.25 |
2,906.00 |
2,928.00 |
| PP |
2,893.25 |
2,893.25 |
2,893.25 |
2,897.50 |
| S1 |
2,876.00 |
2,876.00 |
2,898.00 |
2,884.50 |
| S2 |
2,850.00 |
2,850.00 |
2,894.00 |
|
| S3 |
2,806.75 |
2,832.75 |
2,890.00 |
|
| S4 |
2,763.50 |
2,789.50 |
2,878.25 |
|
|
| 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 |
2,910.50 |
2,822.25 |
88.25 |
3.0% |
33.25 |
1.1% |
90% |
True |
False |
176,838 |
| 10 |
2,910.50 |
2,736.75 |
173.75 |
6.0% |
37.25 |
1.3% |
95% |
True |
False |
211,145 |
| 20 |
2,910.50 |
2,724.00 |
186.50 |
6.4% |
43.00 |
1.5% |
95% |
True |
False |
236,741 |
| 40 |
2,910.50 |
2,724.00 |
186.50 |
6.4% |
36.25 |
1.2% |
95% |
True |
False |
219,383 |
| 60 |
2,910.50 |
2,683.50 |
227.00 |
7.8% |
34.25 |
1.2% |
96% |
True |
False |
147,258 |
| 80 |
2,910.50 |
2,683.50 |
227.00 |
7.8% |
30.75 |
1.1% |
96% |
True |
False |
110,448 |
| 100 |
2,910.50 |
2,569.50 |
341.00 |
11.8% |
28.00 |
1.0% |
98% |
True |
False |
88,365 |
| 120 |
2,910.50 |
2,502.00 |
408.50 |
14.1% |
23.50 |
0.8% |
98% |
True |
False |
73,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,094.25 |
|
2.618 |
3,023.75 |
|
1.618 |
2,980.50 |
|
1.000 |
2,953.75 |
|
0.618 |
2,937.25 |
|
HIGH |
2,910.50 |
|
0.618 |
2,894.00 |
|
0.500 |
2,889.00 |
|
0.382 |
2,883.75 |
|
LOW |
2,867.25 |
|
0.618 |
2,840.50 |
|
1.000 |
2,824.00 |
|
1.618 |
2,797.25 |
|
2.618 |
2,754.00 |
|
4.250 |
2,683.50 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,897.50 |
2,895.25 |
| PP |
2,893.25 |
2,888.50 |
| S1 |
2,889.00 |
2,882.00 |
|