| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,783.0 |
2,820.0 |
37.0 |
1.3% |
2,768.0 |
| High |
2,824.0 |
2,823.0 |
-1.0 |
0.0% |
2,824.0 |
| Low |
2,779.0 |
2,794.0 |
15.0 |
0.5% |
2,742.0 |
| Close |
2,806.0 |
2,815.0 |
9.0 |
0.3% |
2,806.0 |
| Range |
45.0 |
29.0 |
-16.0 |
-35.6% |
82.0 |
| ATR |
40.4 |
39.6 |
-0.8 |
-2.0% |
0.0 |
| Volume |
1,090,180 |
616,185 |
-473,995 |
-43.5% |
4,379,000 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,897.7 |
2,885.3 |
2,831.0 |
|
| R3 |
2,868.7 |
2,856.3 |
2,823.0 |
|
| R2 |
2,839.7 |
2,839.7 |
2,820.3 |
|
| R1 |
2,827.3 |
2,827.3 |
2,817.7 |
2,819.0 |
| PP |
2,810.7 |
2,810.7 |
2,810.7 |
2,806.5 |
| S1 |
2,798.3 |
2,798.3 |
2,812.3 |
2,790.0 |
| S2 |
2,781.7 |
2,781.7 |
2,809.7 |
|
| S3 |
2,752.7 |
2,769.3 |
2,807.0 |
|
| S4 |
2,723.7 |
2,740.3 |
2,799.1 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,036.7 |
3,003.3 |
2,851.1 |
|
| R3 |
2,954.7 |
2,921.3 |
2,828.6 |
|
| R2 |
2,872.7 |
2,872.7 |
2,821.0 |
|
| R1 |
2,839.3 |
2,839.3 |
2,813.5 |
2,856.0 |
| PP |
2,790.7 |
2,790.7 |
2,790.7 |
2,799.0 |
| S1 |
2,757.3 |
2,757.3 |
2,798.5 |
2,774.0 |
| S2 |
2,708.7 |
2,708.7 |
2,791.0 |
|
| S3 |
2,626.7 |
2,675.3 |
2,783.5 |
|
| S4 |
2,544.7 |
2,593.3 |
2,760.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,824.0 |
2,742.0 |
82.0 |
2.9% |
34.8 |
1.2% |
89% |
False |
False |
873,538 |
| 10 |
2,824.0 |
2,719.0 |
105.0 |
3.7% |
32.0 |
1.1% |
91% |
False |
False |
788,538 |
| 20 |
2,824.0 |
2,512.0 |
312.0 |
11.1% |
38.9 |
1.4% |
97% |
False |
False |
903,491 |
| 40 |
2,824.0 |
2,481.0 |
343.0 |
12.2% |
44.4 |
1.6% |
97% |
False |
False |
1,000,372 |
| 60 |
2,824.0 |
2,481.0 |
343.0 |
12.2% |
45.0 |
1.6% |
97% |
False |
False |
830,204 |
| 80 |
2,824.0 |
2,481.0 |
343.0 |
12.2% |
42.6 |
1.5% |
97% |
False |
False |
622,989 |
| 100 |
2,824.0 |
2,481.0 |
343.0 |
12.2% |
39.1 |
1.4% |
97% |
False |
False |
498,689 |
| 120 |
2,824.0 |
2,451.0 |
373.0 |
13.3% |
36.0 |
1.3% |
98% |
False |
False |
416,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,946.3 |
|
2.618 |
2,898.9 |
|
1.618 |
2,869.9 |
|
1.000 |
2,852.0 |
|
0.618 |
2,840.9 |
|
HIGH |
2,823.0 |
|
0.618 |
2,811.9 |
|
0.500 |
2,808.5 |
|
0.382 |
2,805.1 |
|
LOW |
2,794.0 |
|
0.618 |
2,776.1 |
|
1.000 |
2,765.0 |
|
1.618 |
2,747.1 |
|
2.618 |
2,718.1 |
|
4.250 |
2,670.8 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,812.8 |
2,810.2 |
| PP |
2,810.7 |
2,805.3 |
| S1 |
2,808.5 |
2,800.5 |
|