| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
5,156.0 |
5,177.0 |
21.0 |
0.4% |
5,107.0 |
| High |
5,173.0 |
5,193.0 |
20.0 |
0.4% |
5,188.0 |
| Low |
5,114.0 |
5,141.0 |
27.0 |
0.5% |
5,095.0 |
| Close |
5,127.0 |
5,153.0 |
26.0 |
0.5% |
5,127.0 |
| Range |
59.0 |
52.0 |
-7.0 |
-11.9% |
93.0 |
| ATR |
55.3 |
56.1 |
0.8 |
1.4% |
0.0 |
| Volume |
18,815 |
18,302 |
-513 |
-2.7% |
94,756 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,318.3 |
5,287.7 |
5,181.6 |
|
| R3 |
5,266.3 |
5,235.7 |
5,167.3 |
|
| R2 |
5,214.3 |
5,214.3 |
5,162.5 |
|
| R1 |
5,183.7 |
5,183.7 |
5,157.8 |
5,173.0 |
| PP |
5,162.3 |
5,162.3 |
5,162.3 |
5,157.0 |
| S1 |
5,131.7 |
5,131.7 |
5,148.2 |
5,121.0 |
| S2 |
5,110.3 |
5,110.3 |
5,143.5 |
|
| S3 |
5,058.3 |
5,079.7 |
5,138.7 |
|
| S4 |
5,006.3 |
5,027.7 |
5,124.4 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,415.7 |
5,364.3 |
5,178.2 |
|
| R3 |
5,322.7 |
5,271.3 |
5,152.6 |
|
| R2 |
5,229.7 |
5,229.7 |
5,144.1 |
|
| R1 |
5,178.3 |
5,178.3 |
5,135.5 |
5,204.0 |
| PP |
5,136.7 |
5,136.7 |
5,136.7 |
5,149.5 |
| S1 |
5,085.3 |
5,085.3 |
5,118.5 |
5,111.0 |
| S2 |
5,043.7 |
5,043.7 |
5,110.0 |
|
| S3 |
4,950.7 |
4,992.3 |
5,101.4 |
|
| S4 |
4,857.7 |
4,899.3 |
5,075.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,193.0 |
5,105.0 |
88.0 |
1.7% |
46.0 |
0.9% |
55% |
True |
False |
19,636 |
| 10 |
5,193.0 |
4,931.0 |
262.0 |
5.1% |
47.9 |
0.9% |
85% |
True |
False |
20,464 |
| 20 |
5,193.0 |
4,887.0 |
306.0 |
5.9% |
45.0 |
0.9% |
87% |
True |
False |
22,439 |
| 40 |
5,193.0 |
4,881.0 |
312.0 |
6.1% |
49.6 |
1.0% |
87% |
True |
False |
26,427 |
| 60 |
5,193.0 |
4,880.0 |
313.0 |
6.1% |
41.0 |
0.8% |
87% |
True |
False |
17,699 |
| 80 |
5,193.0 |
4,683.0 |
510.0 |
9.9% |
32.4 |
0.6% |
92% |
True |
False |
13,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,414.0 |
|
2.618 |
5,329.1 |
|
1.618 |
5,277.1 |
|
1.000 |
5,245.0 |
|
0.618 |
5,225.1 |
|
HIGH |
5,193.0 |
|
0.618 |
5,173.1 |
|
0.500 |
5,167.0 |
|
0.382 |
5,160.9 |
|
LOW |
5,141.0 |
|
0.618 |
5,108.9 |
|
1.000 |
5,089.0 |
|
1.618 |
5,056.9 |
|
2.618 |
5,004.9 |
|
4.250 |
4,920.0 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,167.0 |
5,151.7 |
| PP |
5,162.3 |
5,150.3 |
| S1 |
5,157.7 |
5,149.0 |
|