| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
8,247.0 |
8,275.5 |
28.5 |
0.3% |
8,133.0 |
| High |
8,280.0 |
8,360.0 |
80.0 |
1.0% |
8,360.0 |
| Low |
8,225.0 |
8,253.0 |
28.0 |
0.3% |
8,105.5 |
| Close |
8,268.0 |
8,277.0 |
9.0 |
0.1% |
8,277.0 |
| Range |
55.0 |
107.0 |
52.0 |
94.5% |
254.5 |
| ATR |
114.8 |
114.3 |
-0.6 |
-0.5% |
0.0 |
| Volume |
70,945 |
126,269 |
55,324 |
78.0% |
425,885 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,617.7 |
8,554.3 |
8,335.9 |
|
| R3 |
8,510.7 |
8,447.3 |
8,306.4 |
|
| R2 |
8,403.7 |
8,403.7 |
8,296.6 |
|
| R1 |
8,340.3 |
8,340.3 |
8,286.8 |
8,372.0 |
| PP |
8,296.7 |
8,296.7 |
8,296.7 |
8,312.5 |
| S1 |
8,233.3 |
8,233.3 |
8,267.2 |
8,265.0 |
| S2 |
8,189.7 |
8,189.7 |
8,257.4 |
|
| S3 |
8,082.7 |
8,126.3 |
8,247.6 |
|
| S4 |
7,975.7 |
8,019.3 |
8,218.2 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,011.0 |
8,898.5 |
8,417.0 |
|
| R3 |
8,756.5 |
8,644.0 |
8,347.0 |
|
| R2 |
8,502.0 |
8,502.0 |
8,323.7 |
|
| R1 |
8,389.5 |
8,389.5 |
8,300.3 |
8,445.8 |
| PP |
8,247.5 |
8,247.5 |
8,247.5 |
8,275.6 |
| S1 |
8,135.0 |
8,135.0 |
8,253.7 |
8,191.3 |
| S2 |
7,993.0 |
7,993.0 |
8,230.3 |
|
| S3 |
7,738.5 |
7,880.5 |
8,207.0 |
|
| S4 |
7,484.0 |
7,626.0 |
8,137.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,360.0 |
8,105.5 |
254.5 |
3.1% |
79.8 |
1.0% |
67% |
True |
False |
85,177 |
| 10 |
8,360.0 |
7,774.5 |
585.5 |
7.1% |
95.1 |
1.1% |
86% |
True |
False |
99,991 |
| 20 |
8,360.0 |
7,422.0 |
938.0 |
11.3% |
118.8 |
1.4% |
91% |
True |
False |
122,205 |
| 40 |
8,360.0 |
7,422.0 |
938.0 |
11.3% |
115.9 |
1.4% |
91% |
True |
False |
118,409 |
| 60 |
8,360.0 |
7,422.0 |
938.0 |
11.3% |
111.9 |
1.4% |
91% |
True |
False |
83,840 |
| 80 |
8,360.0 |
7,422.0 |
938.0 |
11.3% |
103.6 |
1.3% |
91% |
True |
False |
63,036 |
| 100 |
8,360.0 |
7,422.0 |
938.0 |
11.3% |
94.4 |
1.1% |
91% |
True |
False |
50,837 |
| 120 |
8,360.0 |
6,959.0 |
1,401.0 |
16.9% |
90.1 |
1.1% |
94% |
True |
False |
42,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,814.8 |
|
2.618 |
8,640.1 |
|
1.618 |
8,533.1 |
|
1.000 |
8,467.0 |
|
0.618 |
8,426.1 |
|
HIGH |
8,360.0 |
|
0.618 |
8,319.1 |
|
0.500 |
8,306.5 |
|
0.382 |
8,293.9 |
|
LOW |
8,253.0 |
|
0.618 |
8,186.9 |
|
1.000 |
8,146.0 |
|
1.618 |
8,079.9 |
|
2.618 |
7,972.9 |
|
4.250 |
7,798.3 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,306.5 |
8,272.1 |
| PP |
8,296.7 |
8,267.2 |
| S1 |
8,286.8 |
8,262.3 |
|