| 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 |
1,476.9 |
1,459.1 |
-17.8 |
-1.2% |
1,407.4 |
| High |
1,478.4 |
1,473.7 |
-4.7 |
-0.3% |
1,485.6 |
| Low |
1,441.5 |
1,450.0 |
8.5 |
0.6% |
1,406.0 |
| Close |
1,447.6 |
1,469.1 |
21.5 |
1.5% |
1,455.1 |
| Range |
36.9 |
23.7 |
-13.2 |
-35.8% |
79.6 |
| ATR |
35.1 |
34.4 |
-0.6 |
-1.8% |
0.0 |
| Volume |
9,174 |
6,947 |
-2,227 |
-24.3% |
31,695 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,535.4 |
1,525.9 |
1,482.1 |
|
| R3 |
1,511.7 |
1,502.2 |
1,475.6 |
|
| R2 |
1,488.0 |
1,488.0 |
1,473.4 |
|
| R1 |
1,478.5 |
1,478.5 |
1,471.3 |
1,483.3 |
| PP |
1,464.3 |
1,464.3 |
1,464.3 |
1,466.6 |
| S1 |
1,454.8 |
1,454.8 |
1,466.9 |
1,459.6 |
| S2 |
1,440.6 |
1,440.6 |
1,464.8 |
|
| S3 |
1,416.9 |
1,431.1 |
1,462.6 |
|
| S4 |
1,393.2 |
1,407.4 |
1,456.1 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,687.7 |
1,651.0 |
1,498.9 |
|
| R3 |
1,608.1 |
1,571.4 |
1,477.0 |
|
| R2 |
1,528.5 |
1,528.5 |
1,469.7 |
|
| R1 |
1,491.8 |
1,491.8 |
1,462.4 |
1,510.2 |
| PP |
1,448.9 |
1,448.9 |
1,448.9 |
1,458.1 |
| S1 |
1,412.2 |
1,412.2 |
1,447.8 |
1,430.6 |
| S2 |
1,369.3 |
1,369.3 |
1,440.5 |
|
| S3 |
1,289.7 |
1,332.6 |
1,433.2 |
|
| S4 |
1,210.1 |
1,253.0 |
1,411.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,485.6 |
1,441.5 |
44.1 |
3.0% |
26.0 |
1.8% |
63% |
False |
False |
9,321 |
| 10 |
1,485.6 |
1,387.0 |
98.6 |
6.7% |
28.9 |
2.0% |
83% |
False |
False |
7,836 |
| 20 |
1,591.6 |
1,323.0 |
268.6 |
18.3% |
41.0 |
2.8% |
54% |
False |
False |
7,998 |
| 40 |
1,619.3 |
1,323.0 |
296.3 |
20.2% |
27.7 |
1.9% |
49% |
False |
False |
6,199 |
| 60 |
1,686.4 |
1,323.0 |
363.4 |
24.7% |
25.2 |
1.7% |
40% |
False |
False |
5,278 |
| 80 |
1,702.4 |
1,323.0 |
379.4 |
25.8% |
22.5 |
1.5% |
39% |
False |
False |
4,500 |
| 100 |
1,727.0 |
1,323.0 |
404.0 |
27.5% |
21.1 |
1.4% |
36% |
False |
False |
3,768 |
| 120 |
1,759.7 |
1,323.0 |
436.7 |
29.7% |
19.6 |
1.3% |
33% |
False |
False |
3,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,574.4 |
|
2.618 |
1,535.7 |
|
1.618 |
1,512.0 |
|
1.000 |
1,497.4 |
|
0.618 |
1,488.3 |
|
HIGH |
1,473.7 |
|
0.618 |
1,464.6 |
|
0.500 |
1,461.9 |
|
0.382 |
1,459.1 |
|
LOW |
1,450.0 |
|
0.618 |
1,435.4 |
|
1.000 |
1,426.3 |
|
1.618 |
1,411.7 |
|
2.618 |
1,388.0 |
|
4.250 |
1,349.3 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,466.7 |
1,466.4 |
| PP |
1,464.3 |
1,463.8 |
| S1 |
1,461.9 |
1,461.1 |
|