| Trading Metrics calculated at close of trading on 17-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
8,352.0 |
8,354.5 |
2.5 |
0.0% |
8,280.5 |
| High |
8,404.0 |
8,477.5 |
73.5 |
0.9% |
8,477.5 |
| Low |
8,320.0 |
8,327.0 |
7.0 |
0.1% |
8,217.5 |
| Close |
8,364.5 |
8,394.5 |
30.0 |
0.4% |
8,394.5 |
| Range |
84.0 |
150.5 |
66.5 |
79.2% |
260.0 |
| ATR |
108.0 |
111.0 |
3.0 |
2.8% |
0.0 |
| Volume |
92,724 |
109,729 |
17,005 |
18.3% |
499,087 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,851.2 |
8,773.3 |
8,477.3 |
|
| R3 |
8,700.7 |
8,622.8 |
8,435.9 |
|
| R2 |
8,550.2 |
8,550.2 |
8,422.1 |
|
| R1 |
8,472.3 |
8,472.3 |
8,408.3 |
8,511.3 |
| PP |
8,399.7 |
8,399.7 |
8,399.7 |
8,419.1 |
| S1 |
8,321.8 |
8,321.8 |
8,380.7 |
8,360.8 |
| S2 |
8,249.2 |
8,249.2 |
8,366.9 |
|
| S3 |
8,098.7 |
8,171.3 |
8,353.1 |
|
| S4 |
7,948.2 |
8,020.8 |
8,311.7 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,143.2 |
9,028.8 |
8,537.5 |
|
| R3 |
8,883.2 |
8,768.8 |
8,466.0 |
|
| R2 |
8,623.2 |
8,623.2 |
8,442.2 |
|
| R1 |
8,508.8 |
8,508.8 |
8,418.3 |
8,566.0 |
| PP |
8,363.2 |
8,363.2 |
8,363.2 |
8,391.8 |
| S1 |
8,248.8 |
8,248.8 |
8,370.7 |
8,306.0 |
| S2 |
8,103.2 |
8,103.2 |
8,346.8 |
|
| S3 |
7,843.2 |
7,988.8 |
8,323.0 |
|
| S4 |
7,583.2 |
7,728.8 |
8,251.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,477.5 |
8,217.5 |
260.0 |
3.1% |
102.0 |
1.2% |
68% |
True |
False |
99,817 |
| 10 |
8,477.5 |
8,105.5 |
372.0 |
4.4% |
90.9 |
1.1% |
78% |
True |
False |
92,497 |
| 20 |
8,477.5 |
7,422.0 |
1,055.5 |
12.6% |
108.0 |
1.3% |
92% |
True |
False |
109,191 |
| 40 |
8,477.5 |
7,422.0 |
1,055.5 |
12.6% |
117.0 |
1.4% |
92% |
True |
False |
117,222 |
| 60 |
8,477.5 |
7,422.0 |
1,055.5 |
12.6% |
112.3 |
1.3% |
92% |
True |
False |
92,130 |
| 80 |
8,477.5 |
7,422.0 |
1,055.5 |
12.6% |
106.0 |
1.3% |
92% |
True |
False |
69,256 |
| 100 |
8,477.5 |
7,422.0 |
1,055.5 |
12.6% |
96.9 |
1.2% |
92% |
True |
False |
55,688 |
| 120 |
8,477.5 |
7,146.0 |
1,331.5 |
15.9% |
90.4 |
1.1% |
94% |
True |
False |
46,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,117.1 |
|
2.618 |
8,871.5 |
|
1.618 |
8,721.0 |
|
1.000 |
8,628.0 |
|
0.618 |
8,570.5 |
|
HIGH |
8,477.5 |
|
0.618 |
8,420.0 |
|
0.500 |
8,402.3 |
|
0.382 |
8,384.5 |
|
LOW |
8,327.0 |
|
0.618 |
8,234.0 |
|
1.000 |
8,176.5 |
|
1.618 |
8,083.5 |
|
2.618 |
7,933.0 |
|
4.250 |
7,687.4 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,402.3 |
8,392.4 |
| PP |
8,399.7 |
8,390.3 |
| S1 |
8,397.1 |
8,388.3 |
|