| 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 |
14,839.80 |
14,700.95 |
-138.85 |
-0.9% |
14,547.51 |
| High |
14,839.80 |
14,834.63 |
-5.17 |
0.0% |
14,768.05 |
| Low |
14,687.05 |
14,700.95 |
13.90 |
0.1% |
14,457.60 |
| Close |
14,700.95 |
14,831.58 |
130.63 |
0.9% |
14,712.55 |
| Range |
152.75 |
133.68 |
-19.07 |
-12.5% |
310.45 |
| ATR |
124.29 |
124.96 |
0.67 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,190.09 |
15,144.52 |
14,905.10 |
|
| R3 |
15,056.41 |
15,010.84 |
14,868.34 |
|
| R2 |
14,922.73 |
14,922.73 |
14,856.09 |
|
| R1 |
14,877.16 |
14,877.16 |
14,843.83 |
14,899.95 |
| PP |
14,789.05 |
14,789.05 |
14,789.05 |
14,800.45 |
| S1 |
14,743.48 |
14,743.48 |
14,819.33 |
14,766.27 |
| S2 |
14,655.37 |
14,655.37 |
14,807.07 |
|
| S3 |
14,521.69 |
14,609.80 |
14,794.82 |
|
| S4 |
14,388.01 |
14,476.12 |
14,758.06 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,577.42 |
15,455.43 |
14,883.30 |
|
| R3 |
15,266.97 |
15,144.98 |
14,797.92 |
|
| R2 |
14,956.52 |
14,956.52 |
14,769.47 |
|
| R1 |
14,834.53 |
14,834.53 |
14,741.01 |
14,895.53 |
| PP |
14,646.07 |
14,646.07 |
14,646.07 |
14,676.56 |
| S1 |
14,524.08 |
14,524.08 |
14,684.09 |
14,585.08 |
| S2 |
14,335.62 |
14,335.62 |
14,655.63 |
|
| S3 |
14,025.17 |
14,213.63 |
14,627.18 |
|
| S4 |
13,714.72 |
13,903.18 |
14,541.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,844.96 |
14,684.82 |
160.14 |
1.1% |
116.57 |
0.8% |
92% |
False |
False |
|
| 10 |
14,844.96 |
14,444.03 |
400.93 |
2.7% |
117.44 |
0.8% |
97% |
False |
False |
|
| 20 |
14,887.51 |
14,434.43 |
453.08 |
3.1% |
134.48 |
0.9% |
88% |
False |
False |
|
| 40 |
14,887.51 |
14,296.24 |
591.27 |
4.0% |
116.30 |
0.8% |
91% |
False |
False |
|
| 60 |
14,887.51 |
13,784.01 |
1,103.50 |
7.4% |
116.39 |
0.8% |
95% |
False |
False |
|
| 80 |
14,887.51 |
13,293.13 |
1,594.38 |
10.7% |
110.11 |
0.7% |
96% |
False |
False |
|
| 100 |
14,887.51 |
12,883.89 |
2,003.62 |
13.5% |
112.88 |
0.8% |
97% |
False |
False |
|
| 120 |
14,887.51 |
12,471.49 |
2,416.02 |
16.3% |
116.08 |
0.8% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,402.77 |
|
2.618 |
15,184.60 |
|
1.618 |
15,050.92 |
|
1.000 |
14,968.31 |
|
0.618 |
14,917.24 |
|
HIGH |
14,834.63 |
|
0.618 |
14,783.56 |
|
0.500 |
14,767.79 |
|
0.382 |
14,752.02 |
|
LOW |
14,700.95 |
|
0.618 |
14,618.34 |
|
1.000 |
14,567.27 |
|
1.618 |
14,484.66 |
|
2.618 |
14,350.98 |
|
4.250 |
14,132.81 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,810.32 |
14,808.86 |
| PP |
14,789.05 |
14,786.14 |
| S1 |
14,767.79 |
14,763.43 |
|