| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,723.0 |
2,740.0 |
17.0 |
0.6% |
2,645.0 |
| High |
2,748.0 |
2,763.0 |
15.0 |
0.5% |
2,734.0 |
| Low |
2,719.0 |
2,731.0 |
12.0 |
0.4% |
2,644.0 |
| Close |
2,734.0 |
2,757.0 |
23.0 |
0.8% |
2,725.0 |
| Range |
29.0 |
32.0 |
3.0 |
10.3% |
90.0 |
| ATR |
46.2 |
45.2 |
-1.0 |
-2.2% |
0.0 |
| Volume |
744,384 |
646,614 |
-97,770 |
-13.1% |
4,440,960 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,846.3 |
2,833.7 |
2,774.6 |
|
| R3 |
2,814.3 |
2,801.7 |
2,765.8 |
|
| R2 |
2,782.3 |
2,782.3 |
2,762.9 |
|
| R1 |
2,769.7 |
2,769.7 |
2,759.9 |
2,776.0 |
| PP |
2,750.3 |
2,750.3 |
2,750.3 |
2,753.5 |
| S1 |
2,737.7 |
2,737.7 |
2,754.1 |
2,744.0 |
| S2 |
2,718.3 |
2,718.3 |
2,751.1 |
|
| S3 |
2,686.3 |
2,705.7 |
2,748.2 |
|
| S4 |
2,654.3 |
2,673.7 |
2,739.4 |
|
|
| 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 |
2,763.0 |
2,648.0 |
115.0 |
4.2% |
40.4 |
1.5% |
95% |
True |
False |
847,722 |
| 10 |
2,763.0 |
2,606.0 |
157.0 |
5.7% |
38.5 |
1.4% |
96% |
True |
False |
935,800 |
| 20 |
2,763.0 |
2,481.0 |
282.0 |
10.2% |
45.2 |
1.6% |
98% |
True |
False |
1,022,702 |
| 40 |
2,763.0 |
2,481.0 |
282.0 |
10.2% |
45.4 |
1.6% |
98% |
True |
False |
1,052,594 |
| 60 |
2,763.0 |
2,481.0 |
282.0 |
10.2% |
45.2 |
1.6% |
98% |
True |
False |
722,075 |
| 80 |
2,763.0 |
2,481.0 |
282.0 |
10.2% |
41.5 |
1.5% |
98% |
True |
False |
541,864 |
| 100 |
2,763.0 |
2,481.0 |
282.0 |
10.2% |
38.3 |
1.4% |
98% |
True |
False |
434,241 |
| 120 |
2,763.0 |
2,355.0 |
408.0 |
14.8% |
35.4 |
1.3% |
99% |
True |
False |
361,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,899.0 |
|
2.618 |
2,846.8 |
|
1.618 |
2,814.8 |
|
1.000 |
2,795.0 |
|
0.618 |
2,782.8 |
|
HIGH |
2,763.0 |
|
0.618 |
2,750.8 |
|
0.500 |
2,747.0 |
|
0.382 |
2,743.2 |
|
LOW |
2,731.0 |
|
0.618 |
2,711.2 |
|
1.000 |
2,699.0 |
|
1.618 |
2,679.2 |
|
2.618 |
2,647.2 |
|
4.250 |
2,595.0 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,753.7 |
2,750.5 |
| PP |
2,750.3 |
2,744.0 |
| S1 |
2,747.0 |
2,737.5 |
|