| 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 |
1,480.7 |
1,462.5 |
-18.2 |
-1.2% |
1,411.3 |
| High |
1,480.7 |
1,476.0 |
-4.7 |
-0.3% |
1,488.3 |
| Low |
1,444.0 |
1,454.8 |
10.8 |
0.7% |
1,409.1 |
| Close |
1,450.1 |
1,471.6 |
21.5 |
1.5% |
1,457.5 |
| Range |
36.7 |
21.2 |
-15.5 |
-42.2% |
79.2 |
| ATR |
34.6 |
34.0 |
-0.6 |
-1.8% |
0.0 |
| Volume |
2,077 |
3,719 |
1,642 |
79.1% |
15,425 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,531.1 |
1,522.5 |
1,483.3 |
|
| R3 |
1,509.9 |
1,501.3 |
1,477.4 |
|
| R2 |
1,488.7 |
1,488.7 |
1,475.5 |
|
| R1 |
1,480.1 |
1,480.1 |
1,473.5 |
1,484.4 |
| PP |
1,467.5 |
1,467.5 |
1,467.5 |
1,469.6 |
| S1 |
1,458.9 |
1,458.9 |
1,469.7 |
1,463.2 |
| S2 |
1,446.3 |
1,446.3 |
1,467.7 |
|
| S3 |
1,425.1 |
1,437.7 |
1,465.8 |
|
| S4 |
1,403.9 |
1,416.5 |
1,459.9 |
|
|
| 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 |
1,444.0 |
44.3 |
3.0% |
24.9 |
1.7% |
62% |
False |
False |
4,422 |
| 10 |
1,488.3 |
1,390.0 |
98.3 |
6.7% |
27.7 |
1.9% |
83% |
False |
False |
3,715 |
| 20 |
1,594.6 |
1,325.0 |
269.6 |
18.3% |
39.8 |
2.7% |
54% |
False |
False |
4,605 |
| 40 |
1,621.8 |
1,325.0 |
296.8 |
20.2% |
27.3 |
1.9% |
49% |
False |
False |
3,085 |
| 60 |
1,691.0 |
1,325.0 |
366.0 |
24.9% |
24.7 |
1.7% |
40% |
False |
False |
2,921 |
| 80 |
1,705.5 |
1,325.0 |
380.5 |
25.9% |
22.2 |
1.5% |
39% |
False |
False |
2,576 |
| 100 |
1,733.5 |
1,325.0 |
408.5 |
27.8% |
21.2 |
1.4% |
36% |
False |
False |
2,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,566.1 |
|
2.618 |
1,531.5 |
|
1.618 |
1,510.3 |
|
1.000 |
1,497.2 |
|
0.618 |
1,489.1 |
|
HIGH |
1,476.0 |
|
0.618 |
1,467.9 |
|
0.500 |
1,465.4 |
|
0.382 |
1,462.9 |
|
LOW |
1,454.8 |
|
0.618 |
1,441.7 |
|
1.000 |
1,433.6 |
|
1.618 |
1,420.5 |
|
2.618 |
1,399.3 |
|
4.250 |
1,364.7 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,469.5 |
1,468.5 |
| PP |
1,467.5 |
1,465.4 |
| S1 |
1,465.4 |
1,462.4 |
|