| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,768.0 |
2,769.0 |
1.0 |
0.0% |
2,730.0 |
| High |
2,773.0 |
2,783.0 |
10.0 |
0.4% |
2,786.0 |
| Low |
2,745.0 |
2,742.0 |
-3.0 |
-0.1% |
2,712.0 |
| Close |
2,756.0 |
2,777.0 |
21.0 |
0.8% |
2,761.0 |
| Range |
28.0 |
41.0 |
13.0 |
46.4% |
74.0 |
| ATR |
41.9 |
41.8 |
-0.1 |
-0.1% |
0.0 |
| Volume |
627,495 |
846,932 |
219,437 |
35.0% |
3,258,623 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,890.3 |
2,874.7 |
2,799.6 |
|
| R3 |
2,849.3 |
2,833.7 |
2,788.3 |
|
| R2 |
2,808.3 |
2,808.3 |
2,784.5 |
|
| R1 |
2,792.7 |
2,792.7 |
2,780.8 |
2,800.5 |
| PP |
2,767.3 |
2,767.3 |
2,767.3 |
2,771.3 |
| S1 |
2,751.7 |
2,751.7 |
2,773.2 |
2,759.5 |
| S2 |
2,726.3 |
2,726.3 |
2,769.5 |
|
| S3 |
2,685.3 |
2,710.7 |
2,765.7 |
|
| S4 |
2,644.3 |
2,669.7 |
2,754.5 |
|
|
| 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 |
2,731.0 |
55.0 |
2.0% |
31.6 |
1.1% |
84% |
False |
False |
724,048 |
| 10 |
2,786.0 |
2,648.0 |
138.0 |
5.0% |
36.1 |
1.3% |
93% |
False |
False |
824,047 |
| 20 |
2,786.0 |
2,481.0 |
305.0 |
11.0% |
42.0 |
1.5% |
97% |
False |
False |
977,063 |
| 40 |
2,786.0 |
2,481.0 |
305.0 |
11.0% |
46.1 |
1.7% |
97% |
False |
False |
1,021,866 |
| 60 |
2,786.0 |
2,481.0 |
305.0 |
11.0% |
45.4 |
1.6% |
97% |
False |
False |
771,545 |
| 80 |
2,786.0 |
2,481.0 |
305.0 |
11.0% |
42.0 |
1.5% |
97% |
False |
False |
579,005 |
| 100 |
2,786.0 |
2,481.0 |
305.0 |
11.0% |
38.4 |
1.4% |
97% |
False |
False |
463,831 |
| 120 |
2,786.0 |
2,355.0 |
431.0 |
15.5% |
35.7 |
1.3% |
98% |
False |
False |
386,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,957.3 |
|
2.618 |
2,890.3 |
|
1.618 |
2,849.3 |
|
1.000 |
2,824.0 |
|
0.618 |
2,808.3 |
|
HIGH |
2,783.0 |
|
0.618 |
2,767.3 |
|
0.500 |
2,762.5 |
|
0.382 |
2,757.7 |
|
LOW |
2,742.0 |
|
0.618 |
2,716.7 |
|
1.000 |
2,701.0 |
|
1.618 |
2,675.7 |
|
2.618 |
2,634.7 |
|
4.250 |
2,567.8 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,772.2 |
2,772.7 |
| PP |
2,767.3 |
2,768.3 |
| S1 |
2,762.5 |
2,764.0 |
|