| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
8,124.0 |
8,191.5 |
67.5 |
0.8% |
7,841.0 |
| High |
8,210.0 |
8,263.5 |
53.5 |
0.7% |
8,138.0 |
| Low |
8,119.5 |
8,164.5 |
45.0 |
0.6% |
7,828.5 |
| Close |
8,174.0 |
8,253.0 |
79.0 |
1.0% |
8,124.0 |
| Range |
90.5 |
99.0 |
8.5 |
9.4% |
309.5 |
| ATR |
121.0 |
119.4 |
-1.6 |
-1.3% |
0.0 |
| Volume |
83,832 |
92,937 |
9,105 |
10.9% |
471,366 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,524.0 |
8,487.5 |
8,307.5 |
|
| R3 |
8,425.0 |
8,388.5 |
8,280.2 |
|
| R2 |
8,326.0 |
8,326.0 |
8,271.2 |
|
| R1 |
8,289.5 |
8,289.5 |
8,262.1 |
8,307.8 |
| PP |
8,227.0 |
8,227.0 |
8,227.0 |
8,236.1 |
| S1 |
8,190.5 |
8,190.5 |
8,243.9 |
8,208.8 |
| S2 |
8,128.0 |
8,128.0 |
8,234.9 |
|
| S3 |
8,029.0 |
8,091.5 |
8,225.8 |
|
| S4 |
7,930.0 |
7,992.5 |
8,198.6 |
|
|
| 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 |
8,263.5 |
7,897.0 |
366.5 |
4.4% |
105.9 |
1.3% |
97% |
True |
False |
98,397 |
| 10 |
8,263.5 |
7,660.5 |
603.0 |
7.3% |
102.9 |
1.2% |
98% |
True |
False |
105,462 |
| 20 |
8,263.5 |
7,422.0 |
841.5 |
10.2% |
124.4 |
1.5% |
99% |
True |
False |
123,556 |
| 40 |
8,263.5 |
7,422.0 |
841.5 |
10.2% |
114.6 |
1.4% |
99% |
True |
False |
117,442 |
| 60 |
8,263.5 |
7,422.0 |
841.5 |
10.2% |
111.5 |
1.4% |
99% |
True |
False |
80,585 |
| 80 |
8,263.5 |
7,422.0 |
841.5 |
10.2% |
103.7 |
1.3% |
99% |
True |
False |
60,577 |
| 100 |
8,263.5 |
7,422.0 |
841.5 |
10.2% |
94.3 |
1.1% |
99% |
True |
False |
48,881 |
| 120 |
8,263.5 |
6,959.0 |
1,304.5 |
15.8% |
90.0 |
1.1% |
99% |
True |
False |
40,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,684.3 |
|
2.618 |
8,522.7 |
|
1.618 |
8,423.7 |
|
1.000 |
8,362.5 |
|
0.618 |
8,324.7 |
|
HIGH |
8,263.5 |
|
0.618 |
8,225.7 |
|
0.500 |
8,214.0 |
|
0.382 |
8,202.3 |
|
LOW |
8,164.5 |
|
0.618 |
8,103.3 |
|
1.000 |
8,065.5 |
|
1.618 |
8,004.3 |
|
2.618 |
7,905.3 |
|
4.250 |
7,743.8 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,240.0 |
8,230.2 |
| PP |
8,227.0 |
8,207.3 |
| S1 |
8,214.0 |
8,184.5 |
|