| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,758.0 |
2,759.0 |
1.0 |
0.0% |
2,730.0 |
| High |
2,763.0 |
2,786.0 |
23.0 |
0.8% |
2,786.0 |
| Low |
2,739.0 |
2,753.0 |
14.0 |
0.5% |
2,712.0 |
| Close |
2,755.0 |
2,761.0 |
6.0 |
0.2% |
2,761.0 |
| Range |
24.0 |
33.0 |
9.0 |
37.5% |
74.0 |
| ATR |
43.7 |
42.9 |
-0.8 |
-1.7% |
0.0 |
| Volume |
517,000 |
982,203 |
465,203 |
90.0% |
3,258,623 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,865.7 |
2,846.3 |
2,779.2 |
|
| R3 |
2,832.7 |
2,813.3 |
2,770.1 |
|
| R2 |
2,799.7 |
2,799.7 |
2,767.1 |
|
| R1 |
2,780.3 |
2,780.3 |
2,764.0 |
2,790.0 |
| PP |
2,766.7 |
2,766.7 |
2,766.7 |
2,771.5 |
| S1 |
2,747.3 |
2,747.3 |
2,758.0 |
2,757.0 |
| S2 |
2,733.7 |
2,733.7 |
2,755.0 |
|
| S3 |
2,700.7 |
2,714.3 |
2,751.9 |
|
| S4 |
2,667.7 |
2,681.3 |
2,742.9 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,975.0 |
2,942.0 |
2,801.7 |
|
| R3 |
2,901.0 |
2,868.0 |
2,781.4 |
|
| R2 |
2,827.0 |
2,827.0 |
2,774.6 |
|
| R1 |
2,794.0 |
2,794.0 |
2,767.8 |
2,810.5 |
| PP |
2,753.0 |
2,753.0 |
2,753.0 |
2,761.3 |
| S1 |
2,720.0 |
2,720.0 |
2,754.2 |
2,736.5 |
| S2 |
2,679.0 |
2,679.0 |
2,747.4 |
|
| S3 |
2,605.0 |
2,646.0 |
2,740.7 |
|
| S4 |
2,531.0 |
2,572.0 |
2,720.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,786.0 |
2,712.0 |
74.0 |
2.7% |
27.4 |
1.0% |
66% |
True |
False |
651,724 |
| 10 |
2,786.0 |
2,621.0 |
165.0 |
6.0% |
36.8 |
1.3% |
85% |
True |
False |
860,208 |
| 20 |
2,786.0 |
2,481.0 |
305.0 |
11.0% |
43.0 |
1.6% |
92% |
True |
False |
999,177 |
| 40 |
2,786.0 |
2,481.0 |
305.0 |
11.0% |
45.7 |
1.7% |
92% |
True |
False |
1,037,578 |
| 60 |
2,786.0 |
2,481.0 |
305.0 |
11.0% |
45.1 |
1.6% |
92% |
True |
False |
746,975 |
| 80 |
2,786.0 |
2,481.0 |
305.0 |
11.0% |
41.7 |
1.5% |
92% |
True |
False |
560,588 |
| 100 |
2,786.0 |
2,481.0 |
305.0 |
11.0% |
38.1 |
1.4% |
92% |
True |
False |
449,154 |
| 120 |
2,786.0 |
2,355.0 |
431.0 |
15.6% |
35.4 |
1.3% |
94% |
True |
False |
374,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,926.3 |
|
2.618 |
2,872.4 |
|
1.618 |
2,839.4 |
|
1.000 |
2,819.0 |
|
0.618 |
2,806.4 |
|
HIGH |
2,786.0 |
|
0.618 |
2,773.4 |
|
0.500 |
2,769.5 |
|
0.382 |
2,765.6 |
|
LOW |
2,753.0 |
|
0.618 |
2,732.6 |
|
1.000 |
2,720.0 |
|
1.618 |
2,699.6 |
|
2.618 |
2,666.6 |
|
4.250 |
2,612.8 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,769.5 |
2,760.2 |
| PP |
2,766.7 |
2,759.3 |
| S1 |
2,763.8 |
2,758.5 |
|