| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
8,191.5 |
8,247.0 |
55.5 |
0.7% |
7,841.0 |
| High |
8,263.5 |
8,280.0 |
16.5 |
0.2% |
8,138.0 |
| Low |
8,164.5 |
8,225.0 |
60.5 |
0.7% |
7,828.5 |
| Close |
8,253.0 |
8,268.0 |
15.0 |
0.2% |
8,124.0 |
| Range |
99.0 |
55.0 |
-44.0 |
-44.4% |
309.5 |
| ATR |
119.4 |
114.8 |
-4.6 |
-3.9% |
0.0 |
| Volume |
92,937 |
70,945 |
-21,992 |
-23.7% |
471,366 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,422.7 |
8,400.3 |
8,298.3 |
|
| R3 |
8,367.7 |
8,345.3 |
8,283.1 |
|
| R2 |
8,312.7 |
8,312.7 |
8,278.1 |
|
| R1 |
8,290.3 |
8,290.3 |
8,273.0 |
8,301.5 |
| PP |
8,257.7 |
8,257.7 |
8,257.7 |
8,263.3 |
| S1 |
8,235.3 |
8,235.3 |
8,263.0 |
8,246.5 |
| S2 |
8,202.7 |
8,202.7 |
8,257.9 |
|
| S3 |
8,147.7 |
8,180.3 |
8,252.9 |
|
| S4 |
8,092.7 |
8,125.3 |
8,237.8 |
|
|
| 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 |
8,280.0 |
7,961.0 |
319.0 |
3.9% |
93.8 |
1.1% |
96% |
True |
False |
84,643 |
| 10 |
8,280.0 |
7,749.0 |
531.0 |
6.4% |
96.0 |
1.2% |
98% |
True |
False |
98,526 |
| 20 |
8,280.0 |
7,422.0 |
858.0 |
10.4% |
118.5 |
1.4% |
99% |
True |
False |
120,874 |
| 40 |
8,280.0 |
7,422.0 |
858.0 |
10.4% |
114.9 |
1.4% |
99% |
True |
False |
117,478 |
| 60 |
8,280.0 |
7,422.0 |
858.0 |
10.4% |
111.1 |
1.3% |
99% |
True |
False |
81,758 |
| 80 |
8,280.0 |
7,422.0 |
858.0 |
10.4% |
103.5 |
1.3% |
99% |
True |
False |
61,459 |
| 100 |
8,280.0 |
7,422.0 |
858.0 |
10.4% |
94.1 |
1.1% |
99% |
True |
False |
49,587 |
| 120 |
8,280.0 |
6,959.0 |
1,321.0 |
16.0% |
90.0 |
1.1% |
99% |
True |
False |
41,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,513.8 |
|
2.618 |
8,424.0 |
|
1.618 |
8,369.0 |
|
1.000 |
8,335.0 |
|
0.618 |
8,314.0 |
|
HIGH |
8,280.0 |
|
0.618 |
8,259.0 |
|
0.500 |
8,252.5 |
|
0.382 |
8,246.0 |
|
LOW |
8,225.0 |
|
0.618 |
8,191.0 |
|
1.000 |
8,170.0 |
|
1.618 |
8,136.0 |
|
2.618 |
8,081.0 |
|
4.250 |
7,991.3 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,262.8 |
8,245.3 |
| PP |
8,257.7 |
8,222.5 |
| S1 |
8,252.5 |
8,199.8 |
|