| Trading Metrics calculated at close of trading on 30-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1,467.9 |
1,476.0 |
8.1 |
0.6% |
1,407.4 |
| High |
1,479.5 |
1,480.7 |
1.2 |
0.1% |
1,485.6 |
| Low |
1,464.0 |
1,463.0 |
-1.0 |
-0.1% |
1,406.0 |
| Close |
1,468.9 |
1,473.5 |
4.6 |
0.3% |
1,455.1 |
| Range |
15.5 |
17.7 |
2.2 |
14.2% |
79.6 |
| ATR |
36.3 |
34.9 |
-1.3 |
-3.7% |
0.0 |
| Volume |
15,189 |
9,991 |
-5,198 |
-34.2% |
31,695 |
|
| Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,525.5 |
1,517.2 |
1,483.2 |
|
| R3 |
1,507.8 |
1,499.5 |
1,478.4 |
|
| R2 |
1,490.1 |
1,490.1 |
1,476.7 |
|
| R1 |
1,481.8 |
1,481.8 |
1,475.1 |
1,477.1 |
| PP |
1,472.4 |
1,472.4 |
1,472.4 |
1,470.1 |
| S1 |
1,464.1 |
1,464.1 |
1,471.9 |
1,459.4 |
| S2 |
1,454.7 |
1,454.7 |
1,470.3 |
|
| S3 |
1,437.0 |
1,446.4 |
1,468.6 |
|
| S4 |
1,419.3 |
1,428.7 |
1,463.8 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,687.7 |
1,651.0 |
1,498.9 |
|
| R3 |
1,608.1 |
1,571.4 |
1,477.0 |
|
| R2 |
1,528.5 |
1,528.5 |
1,469.7 |
|
| R1 |
1,491.8 |
1,491.8 |
1,462.4 |
1,510.2 |
| PP |
1,448.9 |
1,448.9 |
1,448.9 |
1,458.1 |
| S1 |
1,412.2 |
1,412.2 |
1,447.8 |
1,430.6 |
| S2 |
1,369.3 |
1,369.3 |
1,440.5 |
|
| S3 |
1,289.7 |
1,332.6 |
1,433.2 |
|
| S4 |
1,210.1 |
1,253.0 |
1,411.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,485.6 |
1,414.9 |
70.7 |
4.8% |
26.0 |
1.8% |
83% |
False |
False |
9,770 |
| 10 |
1,485.6 |
1,340.0 |
145.6 |
9.9% |
32.1 |
2.2% |
92% |
False |
False |
7,902 |
| 20 |
1,591.6 |
1,323.0 |
268.6 |
18.2% |
40.1 |
2.7% |
56% |
False |
False |
7,817 |
| 40 |
1,619.3 |
1,323.0 |
296.3 |
20.1% |
26.9 |
1.8% |
51% |
False |
False |
6,054 |
| 60 |
1,686.4 |
1,323.0 |
363.4 |
24.7% |
24.6 |
1.7% |
41% |
False |
False |
5,069 |
| 80 |
1,702.4 |
1,323.0 |
379.4 |
25.7% |
22.3 |
1.5% |
40% |
False |
False |
4,316 |
| 100 |
1,727.0 |
1,323.0 |
404.0 |
27.4% |
20.8 |
1.4% |
37% |
False |
False |
3,642 |
| 120 |
1,759.7 |
1,323.0 |
436.7 |
29.6% |
19.4 |
1.3% |
34% |
False |
False |
3,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,555.9 |
|
2.618 |
1,527.0 |
|
1.618 |
1,509.3 |
|
1.000 |
1,498.4 |
|
0.618 |
1,491.6 |
|
HIGH |
1,480.7 |
|
0.618 |
1,473.9 |
|
0.500 |
1,471.9 |
|
0.382 |
1,469.8 |
|
LOW |
1,463.0 |
|
0.618 |
1,452.1 |
|
1.000 |
1,445.3 |
|
1.618 |
1,434.4 |
|
2.618 |
1,416.7 |
|
4.250 |
1,387.8 |
|
|
| Fisher Pivots for day following 30-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,473.0 |
1,471.5 |
| PP |
1,472.4 |
1,469.6 |
| S1 |
1,471.9 |
1,467.6 |
|