| 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 |
5,126.0 |
5,107.0 |
-19.0 |
-0.4% |
4,942.0 |
| High |
5,132.0 |
5,131.0 |
-1.0 |
0.0% |
5,132.0 |
| Low |
5,087.0 |
5,095.0 |
8.0 |
0.2% |
4,931.0 |
| Close |
5,107.0 |
5,129.0 |
22.0 |
0.4% |
5,107.0 |
| Range |
45.0 |
36.0 |
-9.0 |
-20.0% |
201.0 |
| ATR |
58.6 |
56.9 |
-1.6 |
-2.8% |
0.0 |
| Volume |
21,541 |
14,876 |
-6,665 |
-30.9% |
91,588 |
|
| Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,226.3 |
5,213.7 |
5,148.8 |
|
| R3 |
5,190.3 |
5,177.7 |
5,138.9 |
|
| R2 |
5,154.3 |
5,154.3 |
5,135.6 |
|
| R1 |
5,141.7 |
5,141.7 |
5,132.3 |
5,148.0 |
| PP |
5,118.3 |
5,118.3 |
5,118.3 |
5,121.5 |
| S1 |
5,105.7 |
5,105.7 |
5,125.7 |
5,112.0 |
| S2 |
5,082.3 |
5,082.3 |
5,122.4 |
|
| S3 |
5,046.3 |
5,069.7 |
5,119.1 |
|
| S4 |
5,010.3 |
5,033.7 |
5,109.2 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,659.7 |
5,584.3 |
5,217.6 |
|
| R3 |
5,458.7 |
5,383.3 |
5,162.3 |
|
| R2 |
5,257.7 |
5,257.7 |
5,143.9 |
|
| R1 |
5,182.3 |
5,182.3 |
5,125.4 |
5,220.0 |
| PP |
5,056.7 |
5,056.7 |
5,056.7 |
5,075.5 |
| S1 |
4,981.3 |
4,981.3 |
5,088.6 |
5,019.0 |
| S2 |
4,855.7 |
4,855.7 |
5,070.2 |
|
| S3 |
4,654.7 |
4,780.3 |
5,051.7 |
|
| S4 |
4,453.7 |
4,579.3 |
4,996.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,132.0 |
4,931.0 |
201.0 |
3.9% |
49.8 |
1.0% |
99% |
False |
False |
21,292 |
| 10 |
5,132.0 |
4,911.0 |
221.0 |
4.3% |
50.8 |
1.0% |
99% |
False |
False |
23,545 |
| 20 |
5,132.0 |
4,881.0 |
251.0 |
4.9% |
46.8 |
0.9% |
99% |
False |
False |
24,473 |
| 40 |
5,177.0 |
4,881.0 |
296.0 |
5.8% |
48.4 |
0.9% |
84% |
False |
False |
24,059 |
| 60 |
5,177.0 |
4,842.0 |
335.0 |
6.5% |
37.6 |
0.7% |
86% |
False |
False |
16,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,284.0 |
|
2.618 |
5,225.2 |
|
1.618 |
5,189.2 |
|
1.000 |
5,167.0 |
|
0.618 |
5,153.2 |
|
HIGH |
5,131.0 |
|
0.618 |
5,117.2 |
|
0.500 |
5,113.0 |
|
0.382 |
5,108.8 |
|
LOW |
5,095.0 |
|
0.618 |
5,072.8 |
|
1.000 |
5,059.0 |
|
1.618 |
5,036.8 |
|
2.618 |
5,000.8 |
|
4.250 |
4,942.0 |
|
|
| Fisher Pivots for day following 29-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,123.7 |
5,114.0 |
| PP |
5,118.3 |
5,099.0 |
| S1 |
5,113.0 |
5,084.0 |
|