| Trading Metrics calculated at close of trading on 01-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,425.0 |
6,397.0 |
-28.0 |
-0.4% |
6,246.0 |
| High |
6,442.5 |
6,437.0 |
-5.5 |
-0.1% |
6,425.0 |
| Low |
6,369.0 |
6,374.5 |
5.5 |
0.1% |
6,200.0 |
| Close |
6,383.5 |
6,401.5 |
18.0 |
0.3% |
6,376.0 |
| Range |
73.5 |
62.5 |
-11.0 |
-15.0% |
225.0 |
| ATR |
75.1 |
74.2 |
-0.9 |
-1.2% |
0.0 |
| Volume |
45,193 |
101,819 |
56,626 |
125.3% |
455,543 |
|
| Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,592.0 |
6,559.0 |
6,436.0 |
|
| R3 |
6,529.5 |
6,496.5 |
6,418.5 |
|
| R2 |
6,467.0 |
6,467.0 |
6,413.0 |
|
| R1 |
6,434.0 |
6,434.0 |
6,407.0 |
6,450.5 |
| PP |
6,404.5 |
6,404.5 |
6,404.5 |
6,412.5 |
| S1 |
6,371.5 |
6,371.5 |
6,396.0 |
6,388.0 |
| S2 |
6,342.0 |
6,342.0 |
6,390.0 |
|
| S3 |
6,279.5 |
6,309.0 |
6,384.5 |
|
| S4 |
6,217.0 |
6,246.5 |
6,367.0 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,008.5 |
6,917.5 |
6,500.0 |
|
| R3 |
6,783.5 |
6,692.5 |
6,438.0 |
|
| R2 |
6,558.5 |
6,558.5 |
6,417.0 |
|
| R1 |
6,467.5 |
6,467.5 |
6,396.5 |
6,513.0 |
| PP |
6,333.5 |
6,333.5 |
6,333.5 |
6,356.5 |
| S1 |
6,242.5 |
6,242.5 |
6,355.5 |
6,288.0 |
| S2 |
6,108.5 |
6,108.5 |
6,335.0 |
|
| S3 |
5,883.5 |
6,017.5 |
6,314.0 |
|
| S4 |
5,658.5 |
5,792.5 |
6,252.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,443.0 |
6,355.0 |
88.0 |
1.4% |
61.0 |
1.0% |
53% |
False |
False |
77,046 |
| 10 |
6,443.0 |
6,173.5 |
269.5 |
4.2% |
71.0 |
1.1% |
85% |
False |
False |
91,330 |
| 20 |
6,443.0 |
6,159.5 |
283.5 |
4.4% |
75.5 |
1.2% |
85% |
False |
False |
94,131 |
| 40 |
6,481.5 |
6,159.5 |
322.0 |
5.0% |
72.5 |
1.1% |
75% |
False |
False |
105,595 |
| 60 |
6,481.5 |
6,128.0 |
353.5 |
5.5% |
65.0 |
1.0% |
77% |
False |
False |
71,815 |
| 80 |
6,481.5 |
5,944.0 |
537.5 |
8.4% |
56.5 |
0.9% |
85% |
False |
False |
53,903 |
| 100 |
6,481.5 |
5,784.5 |
697.0 |
10.9% |
48.0 |
0.7% |
89% |
False |
False |
43,128 |
| 120 |
6,481.5 |
5,492.5 |
989.0 |
15.4% |
40.0 |
0.6% |
92% |
False |
False |
35,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,702.5 |
|
2.618 |
6,600.5 |
|
1.618 |
6,538.0 |
|
1.000 |
6,499.5 |
|
0.618 |
6,475.5 |
|
HIGH |
6,437.0 |
|
0.618 |
6,413.0 |
|
0.500 |
6,406.0 |
|
0.382 |
6,398.5 |
|
LOW |
6,374.5 |
|
0.618 |
6,336.0 |
|
1.000 |
6,312.0 |
|
1.618 |
6,273.5 |
|
2.618 |
6,211.0 |
|
4.250 |
6,109.0 |
|
|
| Fisher Pivots for day following 01-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,406.0 |
6,406.0 |
| PP |
6,404.5 |
6,404.5 |
| S1 |
6,403.0 |
6,403.0 |
|