| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,850.00 |
2,873.25 |
23.25 |
0.8% |
2,779.00 |
| High |
2,875.00 |
2,873.25 |
-1.75 |
-0.1% |
2,845.00 |
| Low |
2,850.00 |
2,857.50 |
7.50 |
0.3% |
2,778.75 |
| Close |
2,874.00 |
2,857.50 |
-16.50 |
-0.6% |
2,824.25 |
| Range |
25.00 |
15.75 |
-9.25 |
-37.0% |
66.25 |
| ATR |
31.02 |
29.99 |
-1.04 |
-3.3% |
0.00 |
| Volume |
134 |
266 |
132 |
98.5% |
537 |
|
| Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,910.00 |
2,899.50 |
2,866.25 |
|
| R3 |
2,894.25 |
2,883.75 |
2,861.75 |
|
| R2 |
2,878.50 |
2,878.50 |
2,860.50 |
|
| R1 |
2,868.00 |
2,868.00 |
2,859.00 |
2,865.50 |
| PP |
2,862.75 |
2,862.75 |
2,862.75 |
2,861.50 |
| S1 |
2,852.25 |
2,852.25 |
2,856.00 |
2,849.50 |
| S2 |
2,847.00 |
2,847.00 |
2,854.50 |
|
| S3 |
2,831.25 |
2,836.50 |
2,853.25 |
|
| S4 |
2,815.50 |
2,820.75 |
2,848.75 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,014.75 |
2,985.75 |
2,860.75 |
|
| R3 |
2,948.50 |
2,919.50 |
2,842.50 |
|
| R2 |
2,882.25 |
2,882.25 |
2,836.50 |
|
| R1 |
2,853.25 |
2,853.25 |
2,830.25 |
2,867.75 |
| PP |
2,816.00 |
2,816.00 |
2,816.00 |
2,823.25 |
| S1 |
2,787.00 |
2,787.00 |
2,818.25 |
2,801.50 |
| S2 |
2,749.75 |
2,749.75 |
2,812.00 |
|
| S3 |
2,683.50 |
2,720.75 |
2,806.00 |
|
| S4 |
2,617.25 |
2,654.50 |
2,787.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,875.00 |
2,809.75 |
65.25 |
2.3% |
23.00 |
0.8% |
73% |
False |
False |
92 |
| 10 |
2,875.00 |
2,733.00 |
142.00 |
5.0% |
25.25 |
0.9% |
88% |
False |
False |
95 |
| 20 |
2,875.00 |
2,733.00 |
142.00 |
5.0% |
28.00 |
1.0% |
88% |
False |
False |
58 |
| 40 |
2,875.00 |
2,733.00 |
142.00 |
5.0% |
22.75 |
0.8% |
88% |
False |
False |
33 |
| 60 |
2,875.00 |
2,690.50 |
184.50 |
6.5% |
17.25 |
0.6% |
91% |
False |
False |
22 |
| 80 |
2,875.00 |
2,690.50 |
184.50 |
6.5% |
14.25 |
0.5% |
91% |
False |
False |
17 |
| 100 |
2,875.00 |
2,574.25 |
300.75 |
10.5% |
11.75 |
0.4% |
94% |
False |
False |
14 |
| 120 |
2,875.00 |
2,504.50 |
370.50 |
13.0% |
9.75 |
0.3% |
95% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,940.25 |
|
2.618 |
2,914.50 |
|
1.618 |
2,898.75 |
|
1.000 |
2,889.00 |
|
0.618 |
2,883.00 |
|
HIGH |
2,873.25 |
|
0.618 |
2,867.25 |
|
0.500 |
2,865.50 |
|
0.382 |
2,863.50 |
|
LOW |
2,857.50 |
|
0.618 |
2,847.75 |
|
1.000 |
2,841.75 |
|
1.618 |
2,832.00 |
|
2.618 |
2,816.25 |
|
4.250 |
2,790.50 |
|
|