| Trading Metrics calculated at close of trading on 29-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1,470.7 |
1,468.4 |
-2.3 |
-0.2% |
1,411.3 |
| High |
1,488.3 |
1,481.1 |
-7.2 |
-0.5% |
1,488.3 |
| Low |
1,452.4 |
1,466.0 |
13.6 |
0.9% |
1,409.1 |
| Close |
1,457.5 |
1,471.4 |
13.9 |
1.0% |
1,457.5 |
| Range |
35.9 |
15.1 |
-20.8 |
-57.9% |
79.2 |
| ATR |
36.8 |
35.9 |
-0.9 |
-2.6% |
0.0 |
| Volume |
4,803 |
5,300 |
497 |
10.3% |
15,425 |
|
| Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,518.1 |
1,509.9 |
1,479.7 |
|
| R3 |
1,503.0 |
1,494.8 |
1,475.6 |
|
| R2 |
1,487.9 |
1,487.9 |
1,474.2 |
|
| R1 |
1,479.7 |
1,479.7 |
1,472.8 |
1,483.8 |
| PP |
1,472.8 |
1,472.8 |
1,472.8 |
1,474.9 |
| S1 |
1,464.6 |
1,464.6 |
1,470.0 |
1,468.7 |
| S2 |
1,457.7 |
1,457.7 |
1,468.6 |
|
| S3 |
1,442.6 |
1,449.5 |
1,467.2 |
|
| S4 |
1,427.5 |
1,434.4 |
1,463.1 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,689.2 |
1,652.6 |
1,501.1 |
|
| R3 |
1,610.0 |
1,573.4 |
1,479.3 |
|
| R2 |
1,530.8 |
1,530.8 |
1,472.0 |
|
| R1 |
1,494.2 |
1,494.2 |
1,464.8 |
1,512.5 |
| PP |
1,451.6 |
1,451.6 |
1,451.6 |
1,460.8 |
| S1 |
1,415.0 |
1,415.0 |
1,450.2 |
1,433.3 |
| S2 |
1,372.4 |
1,372.4 |
1,443.0 |
|
| S3 |
1,293.2 |
1,335.8 |
1,435.7 |
|
| S4 |
1,214.0 |
1,256.6 |
1,413.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,488.3 |
1,409.7 |
78.6 |
5.3% |
26.5 |
1.8% |
78% |
False |
False |
3,754 |
| 10 |
1,488.3 |
1,325.0 |
163.3 |
11.1% |
37.2 |
2.5% |
90% |
False |
False |
4,655 |
| 20 |
1,608.5 |
1,325.0 |
283.5 |
19.3% |
39.8 |
2.7% |
52% |
False |
False |
4,203 |
| 40 |
1,621.8 |
1,325.0 |
296.8 |
20.2% |
26.4 |
1.8% |
49% |
False |
False |
2,928 |
| 60 |
1,694.3 |
1,325.0 |
369.3 |
25.1% |
24.4 |
1.7% |
40% |
False |
False |
2,837 |
| 80 |
1,705.5 |
1,325.0 |
380.5 |
25.9% |
22.3 |
1.5% |
38% |
False |
False |
2,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,545.3 |
|
2.618 |
1,520.6 |
|
1.618 |
1,505.5 |
|
1.000 |
1,496.2 |
|
0.618 |
1,490.4 |
|
HIGH |
1,481.1 |
|
0.618 |
1,475.3 |
|
0.500 |
1,473.6 |
|
0.382 |
1,471.8 |
|
LOW |
1,466.0 |
|
0.618 |
1,456.7 |
|
1.000 |
1,450.9 |
|
1.618 |
1,441.6 |
|
2.618 |
1,426.5 |
|
4.250 |
1,401.8 |
|
|
| Fisher Pivots for day following 29-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,473.6 |
1,467.7 |
| PP |
1,472.8 |
1,463.9 |
| S1 |
1,472.1 |
1,460.2 |
|