| 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 |
1,475.6 |
1,457.0 |
-18.6 |
-1.3% |
1,408.3 |
| High |
1,477.4 |
1,473.3 |
-4.1 |
-0.3% |
1,484.8 |
| Low |
1,439.7 |
1,448.1 |
8.4 |
0.6% |
1,403.5 |
| Close |
1,446.2 |
1,467.6 |
21.4 |
1.5% |
1,453.6 |
| Range |
37.7 |
25.2 |
-12.5 |
-33.2% |
81.3 |
| ATR |
36.3 |
35.7 |
-0.7 |
-1.8% |
0.0 |
| Volume |
170,191 |
152,834 |
-17,357 |
-10.2% |
981,864 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,538.6 |
1,528.3 |
1,481.5 |
|
| R3 |
1,513.4 |
1,503.1 |
1,474.5 |
|
| R2 |
1,488.2 |
1,488.2 |
1,472.2 |
|
| R1 |
1,477.9 |
1,477.9 |
1,469.9 |
1,483.1 |
| PP |
1,463.0 |
1,463.0 |
1,463.0 |
1,465.6 |
| S1 |
1,452.7 |
1,452.7 |
1,465.3 |
1,457.9 |
| S2 |
1,437.8 |
1,437.8 |
1,463.0 |
|
| S3 |
1,412.6 |
1,427.5 |
1,460.7 |
|
| S4 |
1,387.4 |
1,402.3 |
1,453.7 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,691.2 |
1,653.7 |
1,498.3 |
|
| R3 |
1,609.9 |
1,572.4 |
1,476.0 |
|
| R2 |
1,528.6 |
1,528.6 |
1,468.5 |
|
| R1 |
1,491.1 |
1,491.1 |
1,461.1 |
1,509.9 |
| PP |
1,447.3 |
1,447.3 |
1,447.3 |
1,456.7 |
| S1 |
1,409.8 |
1,409.8 |
1,446.1 |
1,428.6 |
| S2 |
1,366.0 |
1,366.0 |
1,438.7 |
|
| S3 |
1,284.7 |
1,328.5 |
1,431.2 |
|
| S4 |
1,203.4 |
1,247.2 |
1,408.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,484.8 |
1,439.7 |
45.1 |
3.1% |
27.2 |
1.9% |
62% |
False |
False |
167,859 |
| 10 |
1,484.8 |
1,385.4 |
99.4 |
6.8% |
30.4 |
2.1% |
83% |
False |
False |
178,120 |
| 20 |
1,590.1 |
1,321.5 |
268.6 |
18.3% |
42.4 |
2.9% |
54% |
False |
False |
226,303 |
| 40 |
1,618.3 |
1,321.5 |
296.8 |
20.2% |
29.3 |
2.0% |
49% |
False |
False |
149,930 |
| 60 |
1,685.8 |
1,321.5 |
364.3 |
24.8% |
26.8 |
1.8% |
40% |
False |
False |
102,944 |
| 80 |
1,700.0 |
1,321.5 |
378.5 |
25.8% |
24.3 |
1.7% |
39% |
False |
False |
78,384 |
| 100 |
1,728.8 |
1,321.5 |
407.3 |
27.8% |
23.3 |
1.6% |
36% |
False |
False |
63,244 |
| 120 |
1,759.5 |
1,321.5 |
438.0 |
29.8% |
22.0 |
1.5% |
33% |
False |
False |
53,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,580.4 |
|
2.618 |
1,539.3 |
|
1.618 |
1,514.1 |
|
1.000 |
1,498.5 |
|
0.618 |
1,488.9 |
|
HIGH |
1,473.3 |
|
0.618 |
1,463.7 |
|
0.500 |
1,460.7 |
|
0.382 |
1,457.7 |
|
LOW |
1,448.1 |
|
0.618 |
1,432.5 |
|
1.000 |
1,422.9 |
|
1.618 |
1,407.3 |
|
2.618 |
1,382.1 |
|
4.250 |
1,341.0 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,465.3 |
1,464.9 |
| PP |
1,463.0 |
1,462.3 |
| S1 |
1,460.7 |
1,459.6 |
|