| 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 |
2,660.0 |
2,680.0 |
20.0 |
0.8% |
2,644.0 |
| High |
2,700.0 |
2,728.0 |
28.0 |
1.0% |
2,728.0 |
| Low |
2,650.0 |
2,670.0 |
20.0 |
0.8% |
2,643.0 |
| Close |
2,679.0 |
2,720.0 |
41.0 |
1.5% |
2,720.0 |
| Range |
50.0 |
58.0 |
8.0 |
16.0% |
85.0 |
| ATR |
44.0 |
45.0 |
1.0 |
2.3% |
0.0 |
| Volume |
99 |
670 |
571 |
576.8% |
50,542 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,880.0 |
2,858.0 |
2,751.9 |
|
| R3 |
2,822.0 |
2,800.0 |
2,736.0 |
|
| R2 |
2,764.0 |
2,764.0 |
2,730.6 |
|
| R1 |
2,742.0 |
2,742.0 |
2,725.3 |
2,753.0 |
| PP |
2,706.0 |
2,706.0 |
2,706.0 |
2,711.5 |
| S1 |
2,684.0 |
2,684.0 |
2,714.7 |
2,695.0 |
| S2 |
2,648.0 |
2,648.0 |
2,709.4 |
|
| S3 |
2,590.0 |
2,626.0 |
2,704.1 |
|
| S4 |
2,532.0 |
2,568.0 |
2,688.1 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,952.0 |
2,921.0 |
2,766.8 |
|
| R3 |
2,867.0 |
2,836.0 |
2,743.4 |
|
| R2 |
2,782.0 |
2,782.0 |
2,735.6 |
|
| R1 |
2,751.0 |
2,751.0 |
2,727.8 |
2,766.5 |
| PP |
2,697.0 |
2,697.0 |
2,697.0 |
2,704.8 |
| S1 |
2,666.0 |
2,666.0 |
2,712.2 |
2,681.5 |
| S2 |
2,612.0 |
2,612.0 |
2,704.4 |
|
| S3 |
2,527.0 |
2,581.0 |
2,696.6 |
|
| S4 |
2,442.0 |
2,496.0 |
2,673.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,728.0 |
2,618.0 |
110.0 |
4.0% |
40.6 |
1.5% |
93% |
True |
False |
10,128 |
| 10 |
2,728.0 |
2,498.0 |
230.0 |
8.5% |
41.4 |
1.5% |
97% |
True |
False |
5,171 |
| 20 |
2,728.0 |
2,475.0 |
253.0 |
9.3% |
42.0 |
1.5% |
97% |
True |
False |
2,773 |
| 40 |
2,728.0 |
2,475.0 |
253.0 |
9.3% |
41.0 |
1.5% |
97% |
True |
False |
2,576 |
| 60 |
2,728.0 |
2,475.0 |
253.0 |
9.3% |
37.1 |
1.4% |
97% |
True |
False |
1,842 |
| 80 |
2,728.0 |
2,475.0 |
253.0 |
9.3% |
31.6 |
1.2% |
97% |
True |
False |
1,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,974.5 |
|
2.618 |
2,879.8 |
|
1.618 |
2,821.8 |
|
1.000 |
2,786.0 |
|
0.618 |
2,763.8 |
|
HIGH |
2,728.0 |
|
0.618 |
2,705.8 |
|
0.500 |
2,699.0 |
|
0.382 |
2,692.2 |
|
LOW |
2,670.0 |
|
0.618 |
2,634.2 |
|
1.000 |
2,612.0 |
|
1.618 |
2,576.2 |
|
2.618 |
2,518.2 |
|
4.250 |
2,423.5 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,713.0 |
2,709.7 |
| PP |
2,706.0 |
2,699.3 |
| S1 |
2,699.0 |
2,689.0 |
|