| 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 |
2,639.0 |
2,645.0 |
6.0 |
0.2% |
2,534.0 |
| High |
2,647.0 |
2,694.0 |
47.0 |
1.8% |
2,659.0 |
| Low |
2,621.0 |
2,644.0 |
23.0 |
0.9% |
2,512.0 |
| Close |
2,634.0 |
2,673.0 |
39.0 |
1.5% |
2,634.0 |
| Range |
26.0 |
50.0 |
24.0 |
92.3% |
147.0 |
| ATR |
48.0 |
48.9 |
0.9 |
1.8% |
0.0 |
| Volume |
902,504 |
933,539 |
31,035 |
3.4% |
5,375,054 |
|
| Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,820.3 |
2,796.7 |
2,700.5 |
|
| R3 |
2,770.3 |
2,746.7 |
2,686.8 |
|
| R2 |
2,720.3 |
2,720.3 |
2,682.2 |
|
| R1 |
2,696.7 |
2,696.7 |
2,677.6 |
2,708.5 |
| PP |
2,670.3 |
2,670.3 |
2,670.3 |
2,676.3 |
| S1 |
2,646.7 |
2,646.7 |
2,668.4 |
2,658.5 |
| S2 |
2,620.3 |
2,620.3 |
2,663.8 |
|
| S3 |
2,570.3 |
2,596.7 |
2,659.3 |
|
| S4 |
2,520.3 |
2,546.7 |
2,645.5 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,042.7 |
2,985.3 |
2,714.9 |
|
| R3 |
2,895.7 |
2,838.3 |
2,674.4 |
|
| R2 |
2,748.7 |
2,748.7 |
2,661.0 |
|
| R1 |
2,691.3 |
2,691.3 |
2,647.5 |
2,720.0 |
| PP |
2,601.7 |
2,601.7 |
2,601.7 |
2,616.0 |
| S1 |
2,544.3 |
2,544.3 |
2,620.5 |
2,573.0 |
| S2 |
2,454.7 |
2,454.7 |
2,607.1 |
|
| S3 |
2,307.7 |
2,397.3 |
2,593.6 |
|
| S4 |
2,160.7 |
2,250.3 |
2,553.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,694.0 |
2,519.0 |
175.0 |
6.5% |
49.6 |
1.9% |
88% |
True |
False |
1,100,390 |
| 10 |
2,694.0 |
2,481.0 |
213.0 |
8.0% |
47.8 |
1.8% |
90% |
True |
False |
1,130,079 |
| 20 |
2,694.0 |
2,481.0 |
213.0 |
8.0% |
48.0 |
1.8% |
90% |
True |
False |
1,057,815 |
| 40 |
2,694.0 |
2,481.0 |
213.0 |
8.0% |
45.5 |
1.7% |
90% |
True |
False |
950,206 |
| 60 |
2,694.0 |
2,481.0 |
213.0 |
8.0% |
46.0 |
1.7% |
90% |
True |
False |
634,547 |
| 80 |
2,694.0 |
2,481.0 |
213.0 |
8.0% |
40.3 |
1.5% |
90% |
True |
False |
476,082 |
| 100 |
2,694.0 |
2,481.0 |
213.0 |
8.0% |
37.4 |
1.4% |
90% |
True |
False |
381,634 |
| 120 |
2,694.0 |
2,355.0 |
339.0 |
12.7% |
35.0 |
1.3% |
94% |
True |
False |
318,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,906.5 |
|
2.618 |
2,824.9 |
|
1.618 |
2,774.9 |
|
1.000 |
2,744.0 |
|
0.618 |
2,724.9 |
|
HIGH |
2,694.0 |
|
0.618 |
2,674.9 |
|
0.500 |
2,669.0 |
|
0.382 |
2,663.1 |
|
LOW |
2,644.0 |
|
0.618 |
2,613.1 |
|
1.000 |
2,594.0 |
|
1.618 |
2,563.1 |
|
2.618 |
2,513.1 |
|
4.250 |
2,431.5 |
|
|
| Fisher Pivots for day following 29-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,671.7 |
2,667.8 |
| PP |
2,670.3 |
2,662.7 |
| S1 |
2,669.0 |
2,657.5 |
|