| Trading Metrics calculated at close of trading on 30-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,644.0 |
2,690.0 |
46.0 |
1.7% |
2,530.0 |
| High |
2,686.0 |
2,690.0 |
4.0 |
0.1% |
2,650.0 |
| Low |
2,643.0 |
2,660.0 |
17.0 |
0.6% |
2,511.0 |
| Close |
2,668.0 |
2,665.0 |
-3.0 |
-0.1% |
2,629.0 |
| Range |
43.0 |
30.0 |
-13.0 |
-30.2% |
139.0 |
| ATR |
44.6 |
43.6 |
-1.0 |
-2.3% |
0.0 |
| Volume |
33,971 |
15,802 |
-18,169 |
-53.5% |
983 |
|
| Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,761.7 |
2,743.3 |
2,681.5 |
|
| R3 |
2,731.7 |
2,713.3 |
2,673.3 |
|
| R2 |
2,701.7 |
2,701.7 |
2,670.5 |
|
| R1 |
2,683.3 |
2,683.3 |
2,667.8 |
2,677.5 |
| PP |
2,671.7 |
2,671.7 |
2,671.7 |
2,668.8 |
| S1 |
2,653.3 |
2,653.3 |
2,662.3 |
2,647.5 |
| S2 |
2,641.7 |
2,641.7 |
2,659.5 |
|
| S3 |
2,611.7 |
2,623.3 |
2,656.8 |
|
| S4 |
2,581.7 |
2,593.3 |
2,648.5 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,013.7 |
2,960.3 |
2,705.5 |
|
| R3 |
2,874.7 |
2,821.3 |
2,667.2 |
|
| R2 |
2,735.7 |
2,735.7 |
2,654.5 |
|
| R1 |
2,682.3 |
2,682.3 |
2,641.7 |
2,709.0 |
| PP |
2,596.7 |
2,596.7 |
2,596.7 |
2,610.0 |
| S1 |
2,543.3 |
2,543.3 |
2,616.3 |
2,570.0 |
| S2 |
2,457.7 |
2,457.7 |
2,603.5 |
|
| S3 |
2,318.7 |
2,404.3 |
2,590.8 |
|
| S4 |
2,179.7 |
2,265.3 |
2,552.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,690.0 |
2,600.0 |
90.0 |
3.4% |
32.2 |
1.2% |
72% |
True |
False |
10,074 |
| 10 |
2,690.0 |
2,475.0 |
215.0 |
8.1% |
42.6 |
1.6% |
88% |
True |
False |
5,137 |
| 20 |
2,690.0 |
2,475.0 |
215.0 |
8.1% |
41.1 |
1.5% |
88% |
True |
False |
2,763 |
| 40 |
2,690.0 |
2,475.0 |
215.0 |
8.1% |
40.6 |
1.5% |
88% |
True |
False |
2,704 |
| 60 |
2,690.0 |
2,475.0 |
215.0 |
8.1% |
36.9 |
1.4% |
88% |
True |
False |
1,830 |
| 80 |
2,690.0 |
2,475.0 |
215.0 |
8.1% |
30.5 |
1.1% |
88% |
True |
False |
1,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,817.5 |
|
2.618 |
2,768.5 |
|
1.618 |
2,738.5 |
|
1.000 |
2,720.0 |
|
0.618 |
2,708.5 |
|
HIGH |
2,690.0 |
|
0.618 |
2,678.5 |
|
0.500 |
2,675.0 |
|
0.382 |
2,671.5 |
|
LOW |
2,660.0 |
|
0.618 |
2,641.5 |
|
1.000 |
2,630.0 |
|
1.618 |
2,611.5 |
|
2.618 |
2,581.5 |
|
4.250 |
2,532.5 |
|
|
| Fisher Pivots for day following 30-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,675.0 |
2,661.3 |
| PP |
2,671.7 |
2,657.7 |
| S1 |
2,668.3 |
2,654.0 |
|