| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,818.0 |
2,777.0 |
-41.0 |
-1.5% |
2,768.0 |
| High |
2,838.0 |
2,786.0 |
-52.0 |
-1.8% |
2,824.0 |
| Low |
2,788.0 |
2,751.0 |
-37.0 |
-1.3% |
2,742.0 |
| Close |
2,827.0 |
2,772.0 |
-55.0 |
-1.9% |
2,806.0 |
| Range |
50.0 |
35.0 |
-15.0 |
-30.0% |
82.0 |
| ATR |
40.0 |
42.6 |
2.6 |
6.4% |
0.0 |
| Volume |
1,129,500 |
1,515,694 |
386,194 |
34.2% |
4,379,000 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.7 |
2,858.3 |
2,791.3 |
|
| R3 |
2,839.7 |
2,823.3 |
2,781.6 |
|
| R2 |
2,804.7 |
2,804.7 |
2,778.4 |
|
| R1 |
2,788.3 |
2,788.3 |
2,775.2 |
2,779.0 |
| PP |
2,769.7 |
2,769.7 |
2,769.7 |
2,765.0 |
| S1 |
2,753.3 |
2,753.3 |
2,768.8 |
2,744.0 |
| S2 |
2,734.7 |
2,734.7 |
2,765.6 |
|
| S3 |
2,699.7 |
2,718.3 |
2,762.4 |
|
| S4 |
2,664.7 |
2,683.3 |
2,752.8 |
|
|
| 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 |
2,751.0 |
87.0 |
3.1% |
38.6 |
1.4% |
24% |
False |
True |
1,034,915 |
| 10 |
2,838.0 |
2,742.0 |
96.0 |
3.5% |
35.4 |
1.3% |
31% |
False |
False |
944,560 |
| 20 |
2,838.0 |
2,621.0 |
217.0 |
7.8% |
35.8 |
1.3% |
70% |
False |
False |
899,730 |
| 40 |
2,838.0 |
2,481.0 |
357.0 |
12.9% |
42.8 |
1.5% |
82% |
False |
False |
995,948 |
| 60 |
2,838.0 |
2,481.0 |
357.0 |
12.9% |
43.1 |
1.6% |
82% |
False |
False |
887,949 |
| 80 |
2,838.0 |
2,481.0 |
357.0 |
12.9% |
43.1 |
1.6% |
82% |
False |
False |
666,280 |
| 100 |
2,838.0 |
2,481.0 |
357.0 |
12.9% |
39.4 |
1.4% |
82% |
False |
False |
533,179 |
| 120 |
2,838.0 |
2,455.0 |
383.0 |
13.8% |
36.7 |
1.3% |
83% |
False |
False |
444,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,934.8 |
|
2.618 |
2,877.6 |
|
1.618 |
2,842.6 |
|
1.000 |
2,821.0 |
|
0.618 |
2,807.6 |
|
HIGH |
2,786.0 |
|
0.618 |
2,772.6 |
|
0.500 |
2,768.5 |
|
0.382 |
2,764.4 |
|
LOW |
2,751.0 |
|
0.618 |
2,729.4 |
|
1.000 |
2,716.0 |
|
1.618 |
2,694.4 |
|
2.618 |
2,659.4 |
|
4.250 |
2,602.3 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,770.8 |
2,794.5 |
| PP |
2,769.7 |
2,787.0 |
| S1 |
2,768.5 |
2,779.5 |
|