| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,730.0 |
2,723.0 |
-7.0 |
-0.3% |
2,645.0 |
| High |
2,731.0 |
2,748.0 |
17.0 |
0.6% |
2,734.0 |
| Low |
2,712.0 |
2,719.0 |
7.0 |
0.3% |
2,644.0 |
| Close |
2,717.0 |
2,734.0 |
17.0 |
0.6% |
2,725.0 |
| Range |
19.0 |
29.0 |
10.0 |
52.6% |
90.0 |
| ATR |
47.4 |
46.2 |
-1.2 |
-2.5% |
0.0 |
| Volume |
368,422 |
744,384 |
375,962 |
102.0% |
4,440,960 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,820.7 |
2,806.3 |
2,750.0 |
|
| R3 |
2,791.7 |
2,777.3 |
2,742.0 |
|
| R2 |
2,762.7 |
2,762.7 |
2,739.3 |
|
| R1 |
2,748.3 |
2,748.3 |
2,736.7 |
2,755.5 |
| PP |
2,733.7 |
2,733.7 |
2,733.7 |
2,737.3 |
| S1 |
2,719.3 |
2,719.3 |
2,731.3 |
2,726.5 |
| S2 |
2,704.7 |
2,704.7 |
2,728.7 |
|
| S3 |
2,675.7 |
2,690.3 |
2,726.0 |
|
| S4 |
2,646.7 |
2,661.3 |
2,718.1 |
|
|
| 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 |
2,748.0 |
2,648.0 |
100.0 |
3.7% |
40.6 |
1.5% |
86% |
True |
False |
924,045 |
| 10 |
2,748.0 |
2,519.0 |
229.0 |
8.4% |
45.1 |
1.6% |
94% |
True |
False |
1,012,217 |
| 20 |
2,748.0 |
2,481.0 |
267.0 |
9.8% |
45.2 |
1.7% |
95% |
True |
False |
1,025,673 |
| 40 |
2,748.0 |
2,481.0 |
267.0 |
9.8% |
45.6 |
1.7% |
95% |
True |
False |
1,047,520 |
| 60 |
2,748.0 |
2,481.0 |
267.0 |
9.8% |
45.2 |
1.7% |
95% |
True |
False |
711,308 |
| 80 |
2,748.0 |
2,481.0 |
267.0 |
9.8% |
41.4 |
1.5% |
95% |
True |
False |
533,782 |
| 100 |
2,748.0 |
2,481.0 |
267.0 |
9.8% |
38.2 |
1.4% |
95% |
True |
False |
427,789 |
| 120 |
2,748.0 |
2,355.0 |
393.0 |
14.4% |
35.4 |
1.3% |
96% |
True |
False |
356,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,871.3 |
|
2.618 |
2,823.9 |
|
1.618 |
2,794.9 |
|
1.000 |
2,777.0 |
|
0.618 |
2,765.9 |
|
HIGH |
2,748.0 |
|
0.618 |
2,736.9 |
|
0.500 |
2,733.5 |
|
0.382 |
2,730.1 |
|
LOW |
2,719.0 |
|
0.618 |
2,701.1 |
|
1.000 |
2,690.0 |
|
1.618 |
2,672.1 |
|
2.618 |
2,643.1 |
|
4.250 |
2,595.8 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,733.8 |
2,726.0 |
| PP |
2,733.7 |
2,718.0 |
| S1 |
2,733.5 |
2,710.0 |
|