| Trading Metrics calculated at close of trading on 02-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,690.0 |
2,660.0 |
-30.0 |
-1.1% |
2,530.0 |
| High |
2,690.0 |
2,700.0 |
10.0 |
0.4% |
2,650.0 |
| Low |
2,660.0 |
2,650.0 |
-10.0 |
-0.4% |
2,511.0 |
| Close |
2,665.0 |
2,679.0 |
14.0 |
0.5% |
2,629.0 |
| Range |
30.0 |
50.0 |
20.0 |
66.7% |
139.0 |
| ATR |
43.6 |
44.0 |
0.5 |
1.1% |
0.0 |
| Volume |
15,802 |
99 |
-15,703 |
-99.4% |
983 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,826.3 |
2,802.7 |
2,706.5 |
|
| R3 |
2,776.3 |
2,752.7 |
2,692.8 |
|
| R2 |
2,726.3 |
2,726.3 |
2,688.2 |
|
| R1 |
2,702.7 |
2,702.7 |
2,683.6 |
2,714.5 |
| PP |
2,676.3 |
2,676.3 |
2,676.3 |
2,682.3 |
| S1 |
2,652.7 |
2,652.7 |
2,674.4 |
2,664.5 |
| S2 |
2,626.3 |
2,626.3 |
2,669.8 |
|
| S3 |
2,576.3 |
2,602.7 |
2,665.3 |
|
| S4 |
2,526.3 |
2,552.7 |
2,651.5 |
|
|
| 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 |
2,700.0 |
2,618.0 |
82.0 |
3.1% |
33.0 |
1.2% |
74% |
True |
False |
10,055 |
| 10 |
2,700.0 |
2,475.0 |
225.0 |
8.4% |
39.4 |
1.5% |
91% |
True |
False |
5,113 |
| 20 |
2,700.0 |
2,475.0 |
225.0 |
8.4% |
41.7 |
1.6% |
91% |
True |
False |
2,762 |
| 40 |
2,700.0 |
2,475.0 |
225.0 |
8.4% |
40.7 |
1.5% |
91% |
True |
False |
2,667 |
| 60 |
2,700.0 |
2,475.0 |
225.0 |
8.4% |
36.5 |
1.4% |
91% |
True |
False |
1,831 |
| 80 |
2,700.0 |
2,475.0 |
225.0 |
8.4% |
30.8 |
1.2% |
91% |
True |
False |
1,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,912.5 |
|
2.618 |
2,830.9 |
|
1.618 |
2,780.9 |
|
1.000 |
2,750.0 |
|
0.618 |
2,730.9 |
|
HIGH |
2,700.0 |
|
0.618 |
2,680.9 |
|
0.500 |
2,675.0 |
|
0.382 |
2,669.1 |
|
LOW |
2,650.0 |
|
0.618 |
2,619.1 |
|
1.000 |
2,600.0 |
|
1.618 |
2,569.1 |
|
2.618 |
2,519.1 |
|
4.250 |
2,437.5 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,677.7 |
2,676.5 |
| PP |
2,676.3 |
2,674.0 |
| S1 |
2,675.0 |
2,671.5 |
|