| 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 |
7,982.0 |
8,133.0 |
151.0 |
1.9% |
7,841.0 |
| High |
8,138.0 |
8,153.0 |
15.0 |
0.2% |
8,138.0 |
| Low |
7,961.0 |
8,105.5 |
144.5 |
1.8% |
7,828.5 |
| Close |
8,124.0 |
8,113.0 |
-11.0 |
-0.1% |
8,124.0 |
| Range |
177.0 |
47.5 |
-129.5 |
-73.2% |
309.5 |
| ATR |
128.7 |
122.9 |
-5.8 |
-4.5% |
0.0 |
| Volume |
123,599 |
51,902 |
-71,697 |
-58.0% |
471,366 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,266.3 |
8,237.2 |
8,139.1 |
|
| R3 |
8,218.8 |
8,189.7 |
8,126.1 |
|
| R2 |
8,171.3 |
8,171.3 |
8,121.7 |
|
| R1 |
8,142.2 |
8,142.2 |
8,117.4 |
8,133.0 |
| PP |
8,123.8 |
8,123.8 |
8,123.8 |
8,119.3 |
| S1 |
8,094.7 |
8,094.7 |
8,108.6 |
8,085.5 |
| S2 |
8,076.3 |
8,076.3 |
8,104.3 |
|
| S3 |
8,028.8 |
8,047.2 |
8,099.9 |
|
| S4 |
7,981.3 |
7,999.7 |
8,086.9 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,958.7 |
8,850.8 |
8,294.2 |
|
| R3 |
8,649.2 |
8,541.3 |
8,209.1 |
|
| R2 |
8,339.7 |
8,339.7 |
8,180.7 |
|
| R1 |
8,231.8 |
8,231.8 |
8,152.4 |
8,285.8 |
| PP |
8,030.2 |
8,030.2 |
8,030.2 |
8,057.1 |
| S1 |
7,922.3 |
7,922.3 |
8,095.6 |
7,976.3 |
| S2 |
7,720.7 |
7,720.7 |
8,067.3 |
|
| S3 |
7,411.2 |
7,612.8 |
8,038.9 |
|
| S4 |
7,101.7 |
7,303.3 |
7,953.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,153.0 |
7,828.5 |
324.5 |
4.0% |
104.0 |
1.3% |
88% |
True |
False |
104,653 |
| 10 |
8,153.0 |
7,443.5 |
709.5 |
8.7% |
118.1 |
1.5% |
94% |
True |
False |
117,399 |
| 20 |
8,153.0 |
7,422.0 |
731.0 |
9.0% |
123.5 |
1.5% |
95% |
True |
False |
124,983 |
| 40 |
8,153.0 |
7,422.0 |
731.0 |
9.0% |
113.1 |
1.4% |
95% |
True |
False |
114,902 |
| 60 |
8,153.0 |
7,422.0 |
731.0 |
9.0% |
110.8 |
1.4% |
95% |
True |
False |
77,680 |
| 80 |
8,153.0 |
7,422.0 |
731.0 |
9.0% |
102.9 |
1.3% |
95% |
True |
False |
58,370 |
| 100 |
8,153.0 |
7,422.0 |
731.0 |
9.0% |
93.9 |
1.2% |
95% |
True |
False |
47,139 |
| 120 |
8,153.0 |
6,959.0 |
1,194.0 |
14.7% |
90.6 |
1.1% |
97% |
True |
False |
39,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,354.9 |
|
2.618 |
8,277.4 |
|
1.618 |
8,229.9 |
|
1.000 |
8,200.5 |
|
0.618 |
8,182.4 |
|
HIGH |
8,153.0 |
|
0.618 |
8,134.9 |
|
0.500 |
8,129.3 |
|
0.382 |
8,123.6 |
|
LOW |
8,105.5 |
|
0.618 |
8,076.1 |
|
1.000 |
8,058.0 |
|
1.618 |
8,028.6 |
|
2.618 |
7,981.1 |
|
4.250 |
7,903.6 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,129.3 |
8,083.7 |
| PP |
8,123.8 |
8,054.3 |
| S1 |
8,118.4 |
8,025.0 |
|