| 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 |
2,868.00 |
2,902.00 |
34.00 |
1.2% |
2,833.75 |
| High |
2,910.50 |
2,947.75 |
37.25 |
1.3% |
2,947.75 |
| Low |
2,867.25 |
2,900.25 |
33.00 |
1.2% |
2,827.50 |
| Close |
2,902.00 |
2,935.00 |
33.00 |
1.1% |
2,935.00 |
| Range |
43.25 |
47.50 |
4.25 |
9.8% |
120.25 |
| ATR |
39.20 |
39.80 |
0.59 |
1.5% |
0.00 |
| Volume |
199,370 |
193,083 |
-6,287 |
-3.2% |
912,168 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,070.25 |
3,050.00 |
2,961.00 |
|
| R3 |
3,022.75 |
3,002.50 |
2,948.00 |
|
| R2 |
2,975.25 |
2,975.25 |
2,943.75 |
|
| R1 |
2,955.00 |
2,955.00 |
2,939.25 |
2,965.00 |
| PP |
2,927.75 |
2,927.75 |
2,927.75 |
2,932.75 |
| S1 |
2,907.50 |
2,907.50 |
2,930.75 |
2,917.50 |
| S2 |
2,880.25 |
2,880.25 |
2,926.25 |
|
| S3 |
2,832.75 |
2,860.00 |
2,922.00 |
|
| S4 |
2,785.25 |
2,812.50 |
2,909.00 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,264.25 |
3,219.75 |
3,001.25 |
|
| R3 |
3,144.00 |
3,099.50 |
2,968.00 |
|
| R2 |
3,023.75 |
3,023.75 |
2,957.00 |
|
| R1 |
2,979.25 |
2,979.25 |
2,946.00 |
3,001.50 |
| PP |
2,903.50 |
2,903.50 |
2,903.50 |
2,914.50 |
| S1 |
2,859.00 |
2,859.00 |
2,924.00 |
2,881.25 |
| S2 |
2,783.25 |
2,783.25 |
2,913.00 |
|
| S3 |
2,663.00 |
2,738.75 |
2,902.00 |
|
| S4 |
2,542.75 |
2,618.50 |
2,868.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,947.75 |
2,827.50 |
120.25 |
4.1% |
38.25 |
1.3% |
89% |
True |
False |
182,433 |
| 10 |
2,947.75 |
2,770.75 |
177.00 |
6.0% |
37.50 |
1.3% |
93% |
True |
False |
203,070 |
| 20 |
2,947.75 |
2,724.00 |
223.75 |
7.6% |
43.00 |
1.5% |
94% |
True |
False |
233,131 |
| 40 |
2,947.75 |
2,724.00 |
223.75 |
7.6% |
37.00 |
1.3% |
94% |
True |
False |
222,404 |
| 60 |
2,947.75 |
2,683.50 |
264.25 |
9.0% |
34.75 |
1.2% |
95% |
True |
False |
150,474 |
| 80 |
2,947.75 |
2,683.50 |
264.25 |
9.0% |
31.25 |
1.1% |
95% |
True |
False |
112,862 |
| 100 |
2,947.75 |
2,569.50 |
378.25 |
12.9% |
28.50 |
1.0% |
97% |
True |
False |
90,296 |
| 120 |
2,947.75 |
2,502.00 |
445.75 |
15.2% |
24.00 |
0.8% |
97% |
True |
False |
75,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,149.50 |
|
2.618 |
3,072.00 |
|
1.618 |
3,024.50 |
|
1.000 |
2,995.25 |
|
0.618 |
2,977.00 |
|
HIGH |
2,947.75 |
|
0.618 |
2,929.50 |
|
0.500 |
2,924.00 |
|
0.382 |
2,918.50 |
|
LOW |
2,900.25 |
|
0.618 |
2,871.00 |
|
1.000 |
2,852.75 |
|
1.618 |
2,823.50 |
|
2.618 |
2,776.00 |
|
4.250 |
2,698.50 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,931.25 |
2,925.00 |
| PP |
2,927.75 |
2,915.00 |
| S1 |
2,924.00 |
2,905.00 |
|