| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
8,347.0 |
8,352.0 |
5.0 |
0.1% |
8,133.0 |
| High |
8,376.5 |
8,404.0 |
27.5 |
0.3% |
8,360.0 |
| Low |
8,299.0 |
8,320.0 |
21.0 |
0.3% |
8,105.5 |
| Close |
8,356.5 |
8,364.5 |
8.0 |
0.1% |
8,277.0 |
| Range |
77.5 |
84.0 |
6.5 |
8.4% |
254.5 |
| ATR |
109.8 |
108.0 |
-1.8 |
-1.7% |
0.0 |
| Volume |
107,904 |
92,724 |
-15,180 |
-14.1% |
425,885 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,614.8 |
8,573.7 |
8,410.7 |
|
| R3 |
8,530.8 |
8,489.7 |
8,387.6 |
|
| R2 |
8,446.8 |
8,446.8 |
8,379.9 |
|
| R1 |
8,405.7 |
8,405.7 |
8,372.2 |
8,426.3 |
| PP |
8,362.8 |
8,362.8 |
8,362.8 |
8,373.1 |
| S1 |
8,321.7 |
8,321.7 |
8,356.8 |
8,342.3 |
| S2 |
8,278.8 |
8,278.8 |
8,349.1 |
|
| S3 |
8,194.8 |
8,237.7 |
8,341.4 |
|
| S4 |
8,110.8 |
8,153.7 |
8,318.3 |
|
|
| 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 |
8,404.0 |
8,217.5 |
186.5 |
2.2% |
93.3 |
1.1% |
79% |
True |
False |
103,125 |
| 10 |
8,404.0 |
7,961.0 |
443.0 |
5.3% |
93.6 |
1.1% |
91% |
True |
False |
93,884 |
| 20 |
8,404.0 |
7,422.0 |
982.0 |
11.7% |
106.5 |
1.3% |
96% |
True |
False |
111,500 |
| 40 |
8,404.0 |
7,422.0 |
982.0 |
11.7% |
115.3 |
1.4% |
96% |
True |
False |
117,686 |
| 60 |
8,404.0 |
7,422.0 |
982.0 |
11.7% |
112.3 |
1.3% |
96% |
True |
False |
90,306 |
| 80 |
8,404.0 |
7,422.0 |
982.0 |
11.7% |
105.4 |
1.3% |
96% |
True |
False |
67,889 |
| 100 |
8,404.0 |
7,422.0 |
982.0 |
11.7% |
95.9 |
1.1% |
96% |
True |
False |
54,631 |
| 120 |
8,404.0 |
7,117.0 |
1,287.0 |
15.4% |
89.8 |
1.1% |
97% |
True |
False |
45,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,761.0 |
|
2.618 |
8,623.9 |
|
1.618 |
8,539.9 |
|
1.000 |
8,488.0 |
|
0.618 |
8,455.9 |
|
HIGH |
8,404.0 |
|
0.618 |
8,371.9 |
|
0.500 |
8,362.0 |
|
0.382 |
8,352.1 |
|
LOW |
8,320.0 |
|
0.618 |
8,268.1 |
|
1.000 |
8,236.0 |
|
1.618 |
8,184.1 |
|
2.618 |
8,100.1 |
|
4.250 |
7,963.0 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,363.7 |
8,349.5 |
| PP |
8,362.8 |
8,334.5 |
| S1 |
8,362.0 |
8,319.5 |
|