| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,692.0 |
2,730.0 |
38.0 |
1.4% |
2,645.0 |
| High |
2,734.0 |
2,731.0 |
-3.0 |
-0.1% |
2,734.0 |
| Low |
2,672.0 |
2,712.0 |
40.0 |
1.5% |
2,644.0 |
| Close |
2,725.0 |
2,717.0 |
-8.0 |
-0.3% |
2,725.0 |
| Range |
62.0 |
19.0 |
-43.0 |
-69.4% |
90.0 |
| ATR |
49.6 |
47.4 |
-2.2 |
-4.4% |
0.0 |
| Volume |
1,187,234 |
368,422 |
-818,812 |
-69.0% |
4,440,960 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,777.0 |
2,766.0 |
2,727.5 |
|
| R3 |
2,758.0 |
2,747.0 |
2,722.2 |
|
| R2 |
2,739.0 |
2,739.0 |
2,720.5 |
|
| R1 |
2,728.0 |
2,728.0 |
2,718.7 |
2,724.0 |
| PP |
2,720.0 |
2,720.0 |
2,720.0 |
2,718.0 |
| S1 |
2,709.0 |
2,709.0 |
2,715.3 |
2,705.0 |
| S2 |
2,701.0 |
2,701.0 |
2,713.5 |
|
| S3 |
2,682.0 |
2,690.0 |
2,711.8 |
|
| S4 |
2,663.0 |
2,671.0 |
2,706.6 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,971.0 |
2,938.0 |
2,774.5 |
|
| R3 |
2,881.0 |
2,848.0 |
2,749.8 |
|
| R2 |
2,791.0 |
2,791.0 |
2,741.5 |
|
| R1 |
2,758.0 |
2,758.0 |
2,733.3 |
2,774.5 |
| PP |
2,701.0 |
2,701.0 |
2,701.0 |
2,709.3 |
| S1 |
2,668.0 |
2,668.0 |
2,716.8 |
2,684.5 |
| S2 |
2,611.0 |
2,611.0 |
2,708.5 |
|
| S3 |
2,521.0 |
2,578.0 |
2,700.3 |
|
| S4 |
2,431.0 |
2,488.0 |
2,675.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,734.0 |
2,644.0 |
90.0 |
3.3% |
44.8 |
1.6% |
81% |
False |
False |
961,876 |
| 10 |
2,734.0 |
2,512.0 |
222.0 |
8.2% |
45.7 |
1.7% |
92% |
False |
False |
1,018,443 |
| 20 |
2,734.0 |
2,481.0 |
253.0 |
9.3% |
44.8 |
1.6% |
93% |
False |
False |
1,021,986 |
| 40 |
2,734.0 |
2,481.0 |
253.0 |
9.3% |
45.5 |
1.7% |
93% |
False |
False |
1,036,143 |
| 60 |
2,734.0 |
2,481.0 |
253.0 |
9.3% |
45.5 |
1.7% |
93% |
False |
False |
699,071 |
| 80 |
2,734.0 |
2,481.0 |
253.0 |
9.3% |
41.4 |
1.5% |
93% |
False |
False |
524,482 |
| 100 |
2,734.0 |
2,481.0 |
253.0 |
9.3% |
38.1 |
1.4% |
93% |
False |
False |
420,372 |
| 120 |
2,734.0 |
2,355.0 |
379.0 |
13.9% |
35.4 |
1.3% |
96% |
False |
False |
350,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,811.8 |
|
2.618 |
2,780.7 |
|
1.618 |
2,761.7 |
|
1.000 |
2,750.0 |
|
0.618 |
2,742.7 |
|
HIGH |
2,731.0 |
|
0.618 |
2,723.7 |
|
0.500 |
2,721.5 |
|
0.382 |
2,719.3 |
|
LOW |
2,712.0 |
|
0.618 |
2,700.3 |
|
1.000 |
2,693.0 |
|
1.618 |
2,681.3 |
|
2.618 |
2,662.3 |
|
4.250 |
2,631.3 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,721.5 |
2,708.3 |
| PP |
2,720.0 |
2,699.7 |
| S1 |
2,718.5 |
2,691.0 |
|