| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,759.0 |
2,768.0 |
9.0 |
0.3% |
2,730.0 |
| High |
2,786.0 |
2,773.0 |
-13.0 |
-0.5% |
2,786.0 |
| Low |
2,753.0 |
2,745.0 |
-8.0 |
-0.3% |
2,712.0 |
| Close |
2,761.0 |
2,756.0 |
-5.0 |
-0.2% |
2,761.0 |
| Range |
33.0 |
28.0 |
-5.0 |
-15.2% |
74.0 |
| ATR |
42.9 |
41.9 |
-1.1 |
-2.5% |
0.0 |
| Volume |
982,203 |
627,495 |
-354,708 |
-36.1% |
3,258,623 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,842.0 |
2,827.0 |
2,771.4 |
|
| R3 |
2,814.0 |
2,799.0 |
2,763.7 |
|
| R2 |
2,786.0 |
2,786.0 |
2,761.1 |
|
| R1 |
2,771.0 |
2,771.0 |
2,758.6 |
2,764.5 |
| PP |
2,758.0 |
2,758.0 |
2,758.0 |
2,754.8 |
| S1 |
2,743.0 |
2,743.0 |
2,753.4 |
2,736.5 |
| S2 |
2,730.0 |
2,730.0 |
2,750.9 |
|
| S3 |
2,702.0 |
2,715.0 |
2,748.3 |
|
| S4 |
2,674.0 |
2,687.0 |
2,740.6 |
|
|
| 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 |
2,719.0 |
67.0 |
2.4% |
29.2 |
1.1% |
55% |
False |
False |
703,539 |
| 10 |
2,786.0 |
2,644.0 |
142.0 |
5.2% |
37.0 |
1.3% |
79% |
False |
False |
832,707 |
| 20 |
2,786.0 |
2,481.0 |
305.0 |
11.1% |
42.4 |
1.5% |
90% |
False |
False |
984,063 |
| 40 |
2,786.0 |
2,481.0 |
305.0 |
11.1% |
45.8 |
1.7% |
90% |
False |
False |
1,023,825 |
| 60 |
2,786.0 |
2,481.0 |
305.0 |
11.1% |
45.2 |
1.6% |
90% |
False |
False |
757,431 |
| 80 |
2,786.0 |
2,481.0 |
305.0 |
11.1% |
41.8 |
1.5% |
90% |
False |
False |
568,430 |
| 100 |
2,786.0 |
2,481.0 |
305.0 |
11.1% |
38.2 |
1.4% |
90% |
False |
False |
455,377 |
| 120 |
2,786.0 |
2,355.0 |
431.0 |
15.6% |
35.4 |
1.3% |
93% |
False |
False |
379,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,892.0 |
|
2.618 |
2,846.3 |
|
1.618 |
2,818.3 |
|
1.000 |
2,801.0 |
|
0.618 |
2,790.3 |
|
HIGH |
2,773.0 |
|
0.618 |
2,762.3 |
|
0.500 |
2,759.0 |
|
0.382 |
2,755.7 |
|
LOW |
2,745.0 |
|
0.618 |
2,727.7 |
|
1.000 |
2,717.0 |
|
1.618 |
2,699.7 |
|
2.618 |
2,671.7 |
|
4.250 |
2,626.0 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,759.0 |
2,762.5 |
| PP |
2,758.0 |
2,760.3 |
| S1 |
2,757.0 |
2,758.2 |
|