| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,769.0 |
2,780.0 |
11.0 |
0.4% |
2,730.0 |
| High |
2,783.0 |
2,801.0 |
18.0 |
0.6% |
2,786.0 |
| Low |
2,742.0 |
2,766.0 |
24.0 |
0.9% |
2,712.0 |
| Close |
2,777.0 |
2,791.0 |
14.0 |
0.5% |
2,761.0 |
| Range |
41.0 |
35.0 |
-6.0 |
-14.6% |
74.0 |
| ATR |
41.8 |
41.3 |
-0.5 |
-1.2% |
0.0 |
| Volume |
846,932 |
932,361 |
85,429 |
10.1% |
3,258,623 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,891.0 |
2,876.0 |
2,810.3 |
|
| R3 |
2,856.0 |
2,841.0 |
2,800.6 |
|
| R2 |
2,821.0 |
2,821.0 |
2,797.4 |
|
| R1 |
2,806.0 |
2,806.0 |
2,794.2 |
2,813.5 |
| PP |
2,786.0 |
2,786.0 |
2,786.0 |
2,789.8 |
| S1 |
2,771.0 |
2,771.0 |
2,787.8 |
2,778.5 |
| S2 |
2,751.0 |
2,751.0 |
2,784.6 |
|
| S3 |
2,716.0 |
2,736.0 |
2,781.4 |
|
| S4 |
2,681.0 |
2,701.0 |
2,771.8 |
|
|
| 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 |
2,801.0 |
2,739.0 |
62.0 |
2.2% |
32.2 |
1.2% |
84% |
True |
False |
781,198 |
| 10 |
2,801.0 |
2,648.0 |
153.0 |
5.5% |
36.3 |
1.3% |
93% |
True |
False |
814,460 |
| 20 |
2,801.0 |
2,481.0 |
320.0 |
11.5% |
41.9 |
1.5% |
97% |
True |
False |
977,985 |
| 40 |
2,801.0 |
2,481.0 |
320.0 |
11.5% |
46.0 |
1.6% |
97% |
True |
False |
1,020,836 |
| 60 |
2,801.0 |
2,481.0 |
320.0 |
11.5% |
45.3 |
1.6% |
97% |
True |
False |
787,083 |
| 80 |
2,801.0 |
2,481.0 |
320.0 |
11.5% |
42.1 |
1.5% |
97% |
True |
False |
590,656 |
| 100 |
2,801.0 |
2,481.0 |
320.0 |
11.5% |
38.6 |
1.4% |
97% |
True |
False |
473,091 |
| 120 |
2,801.0 |
2,377.0 |
424.0 |
15.2% |
35.8 |
1.3% |
98% |
True |
False |
394,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,949.8 |
|
2.618 |
2,892.6 |
|
1.618 |
2,857.6 |
|
1.000 |
2,836.0 |
|
0.618 |
2,822.6 |
|
HIGH |
2,801.0 |
|
0.618 |
2,787.6 |
|
0.500 |
2,783.5 |
|
0.382 |
2,779.4 |
|
LOW |
2,766.0 |
|
0.618 |
2,744.4 |
|
1.000 |
2,731.0 |
|
1.618 |
2,709.4 |
|
2.618 |
2,674.4 |
|
4.250 |
2,617.3 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,788.5 |
2,784.5 |
| PP |
2,786.0 |
2,778.0 |
| S1 |
2,783.5 |
2,771.5 |
|