| 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 |
2,635.0 |
2,644.0 |
9.0 |
0.3% |
2,530.0 |
| High |
2,640.0 |
2,686.0 |
46.0 |
1.7% |
2,650.0 |
| Low |
2,618.0 |
2,643.0 |
25.0 |
1.0% |
2,511.0 |
| Close |
2,629.0 |
2,668.0 |
39.0 |
1.5% |
2,629.0 |
| Range |
22.0 |
43.0 |
21.0 |
95.5% |
139.0 |
| ATR |
43.7 |
44.6 |
1.0 |
2.2% |
0.0 |
| Volume |
99 |
33,971 |
33,872 |
34,214.1% |
983 |
|
| Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,794.7 |
2,774.3 |
2,691.7 |
|
| R3 |
2,751.7 |
2,731.3 |
2,679.8 |
|
| R2 |
2,708.7 |
2,708.7 |
2,675.9 |
|
| R1 |
2,688.3 |
2,688.3 |
2,671.9 |
2,698.5 |
| PP |
2,665.7 |
2,665.7 |
2,665.7 |
2,670.8 |
| S1 |
2,645.3 |
2,645.3 |
2,664.1 |
2,655.5 |
| S2 |
2,622.7 |
2,622.7 |
2,660.1 |
|
| S3 |
2,579.7 |
2,602.3 |
2,656.2 |
|
| S4 |
2,536.7 |
2,559.3 |
2,644.4 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,013.7 |
2,960.3 |
2,705.5 |
|
| R3 |
2,874.7 |
2,821.3 |
2,667.2 |
|
| R2 |
2,735.7 |
2,735.7 |
2,654.5 |
|
| R1 |
2,682.3 |
2,682.3 |
2,641.7 |
2,709.0 |
| PP |
2,596.7 |
2,596.7 |
2,596.7 |
2,610.0 |
| S1 |
2,543.3 |
2,543.3 |
2,616.3 |
2,570.0 |
| S2 |
2,457.7 |
2,457.7 |
2,603.5 |
|
| S3 |
2,318.7 |
2,404.3 |
2,590.8 |
|
| S4 |
2,179.7 |
2,265.3 |
2,552.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,686.0 |
2,516.0 |
170.0 |
6.4% |
44.8 |
1.7% |
89% |
True |
False |
6,969 |
| 10 |
2,686.0 |
2,475.0 |
211.0 |
7.9% |
42.5 |
1.6% |
91% |
True |
False |
3,647 |
| 20 |
2,686.0 |
2,475.0 |
211.0 |
7.9% |
42.7 |
1.6% |
91% |
True |
False |
1,981 |
| 40 |
2,686.0 |
2,475.0 |
211.0 |
7.9% |
40.9 |
1.5% |
91% |
True |
False |
2,316 |
| 60 |
2,686.0 |
2,475.0 |
211.0 |
7.9% |
36.5 |
1.4% |
91% |
True |
False |
1,567 |
| 80 |
2,686.0 |
2,475.0 |
211.0 |
7.9% |
30.2 |
1.1% |
91% |
True |
False |
1,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,868.8 |
|
2.618 |
2,798.6 |
|
1.618 |
2,755.6 |
|
1.000 |
2,729.0 |
|
0.618 |
2,712.6 |
|
HIGH |
2,686.0 |
|
0.618 |
2,669.6 |
|
0.500 |
2,664.5 |
|
0.382 |
2,659.4 |
|
LOW |
2,643.0 |
|
0.618 |
2,616.4 |
|
1.000 |
2,600.0 |
|
1.618 |
2,573.4 |
|
2.618 |
2,530.4 |
|
4.250 |
2,460.3 |
|
|
| Fisher Pivots for day following 29-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,666.8 |
2,662.7 |
| PP |
2,665.7 |
2,657.3 |
| S1 |
2,664.5 |
2,652.0 |
|