| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,812.0 |
2,818.0 |
6.0 |
0.2% |
2,768.0 |
| High |
2,825.0 |
2,838.0 |
13.0 |
0.5% |
2,824.0 |
| Low |
2,791.0 |
2,788.0 |
-3.0 |
-0.1% |
2,742.0 |
| Close |
2,810.0 |
2,827.0 |
17.0 |
0.6% |
2,806.0 |
| Range |
34.0 |
50.0 |
16.0 |
47.1% |
82.0 |
| ATR |
39.2 |
40.0 |
0.8 |
2.0% |
0.0 |
| Volume |
823,019 |
1,129,500 |
306,481 |
37.2% |
4,379,000 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,967.7 |
2,947.3 |
2,854.5 |
|
| R3 |
2,917.7 |
2,897.3 |
2,840.8 |
|
| R2 |
2,867.7 |
2,867.7 |
2,836.2 |
|
| R1 |
2,847.3 |
2,847.3 |
2,831.6 |
2,857.5 |
| PP |
2,817.7 |
2,817.7 |
2,817.7 |
2,822.8 |
| S1 |
2,797.3 |
2,797.3 |
2,822.4 |
2,807.5 |
| S2 |
2,767.7 |
2,767.7 |
2,817.8 |
|
| S3 |
2,717.7 |
2,747.3 |
2,813.3 |
|
| S4 |
2,667.7 |
2,697.3 |
2,799.5 |
|
|
| 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 |
2,838.0 |
2,777.0 |
61.0 |
2.2% |
36.4 |
1.3% |
82% |
True |
False |
908,183 |
| 10 |
2,838.0 |
2,739.0 |
99.0 |
3.5% |
34.3 |
1.2% |
89% |
True |
False |
844,690 |
| 20 |
2,838.0 |
2,606.0 |
232.0 |
8.2% |
36.4 |
1.3% |
95% |
True |
False |
890,245 |
| 40 |
2,838.0 |
2,481.0 |
357.0 |
12.6% |
44.5 |
1.6% |
97% |
True |
False |
995,839 |
| 60 |
2,838.0 |
2,481.0 |
357.0 |
12.6% |
44.7 |
1.6% |
97% |
True |
False |
862,716 |
| 80 |
2,838.0 |
2,481.0 |
357.0 |
12.6% |
42.8 |
1.5% |
97% |
True |
False |
647,338 |
| 100 |
2,838.0 |
2,481.0 |
357.0 |
12.6% |
39.3 |
1.4% |
97% |
True |
False |
518,028 |
| 120 |
2,838.0 |
2,455.0 |
383.0 |
13.5% |
36.5 |
1.3% |
97% |
True |
False |
432,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,050.5 |
|
2.618 |
2,968.9 |
|
1.618 |
2,918.9 |
|
1.000 |
2,888.0 |
|
0.618 |
2,868.9 |
|
HIGH |
2,838.0 |
|
0.618 |
2,818.9 |
|
0.500 |
2,813.0 |
|
0.382 |
2,807.1 |
|
LOW |
2,788.0 |
|
0.618 |
2,757.1 |
|
1.000 |
2,738.0 |
|
1.618 |
2,707.1 |
|
2.618 |
2,657.1 |
|
4.250 |
2,575.5 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,822.3 |
2,822.3 |
| PP |
2,817.7 |
2,817.7 |
| S1 |
2,813.0 |
2,813.0 |
|