| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
8,434.5 |
8,470.5 |
36.0 |
0.4% |
8,280.5 |
| High |
8,487.5 |
8,561.0 |
73.5 |
0.9% |
8,477.5 |
| Low |
8,395.5 |
8,436.5 |
41.0 |
0.5% |
8,217.5 |
| Close |
8,455.5 |
8,530.0 |
74.5 |
0.9% |
8,394.5 |
| Range |
92.0 |
124.5 |
32.5 |
35.3% |
260.0 |
| ATR |
106.8 |
108.1 |
1.3 |
1.2% |
0.0 |
| Volume |
91,738 |
120,677 |
28,939 |
31.5% |
499,087 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,882.7 |
8,830.8 |
8,598.5 |
|
| R3 |
8,758.2 |
8,706.3 |
8,564.2 |
|
| R2 |
8,633.7 |
8,633.7 |
8,552.8 |
|
| R1 |
8,581.8 |
8,581.8 |
8,541.4 |
8,607.8 |
| PP |
8,509.2 |
8,509.2 |
8,509.2 |
8,522.1 |
| S1 |
8,457.3 |
8,457.3 |
8,518.6 |
8,483.3 |
| S2 |
8,384.7 |
8,384.7 |
8,507.2 |
|
| S3 |
8,260.2 |
8,332.8 |
8,495.8 |
|
| S4 |
8,135.7 |
8,208.3 |
8,461.5 |
|
|
| 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 |
8,561.0 |
8,320.0 |
241.0 |
2.8% |
102.8 |
1.2% |
87% |
True |
False |
96,104 |
| 10 |
8,561.0 |
8,217.5 |
343.5 |
4.0% |
95.2 |
1.1% |
91% |
True |
False |
97,437 |
| 20 |
8,561.0 |
7,660.5 |
900.5 |
10.6% |
99.0 |
1.2% |
97% |
True |
False |
101,449 |
| 40 |
8,561.0 |
7,422.0 |
1,139.0 |
13.4% |
117.2 |
1.4% |
97% |
True |
False |
115,557 |
| 60 |
8,561.0 |
7,422.0 |
1,139.0 |
13.4% |
112.1 |
1.3% |
97% |
True |
False |
96,711 |
| 80 |
8,561.0 |
7,422.0 |
1,139.0 |
13.4% |
106.2 |
1.2% |
97% |
True |
False |
72,711 |
| 100 |
8,561.0 |
7,422.0 |
1,139.0 |
13.4% |
98.0 |
1.1% |
97% |
True |
False |
58,265 |
| 120 |
8,561.0 |
7,291.0 |
1,270.0 |
14.9% |
91.1 |
1.1% |
98% |
True |
False |
48,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,090.1 |
|
2.618 |
8,886.9 |
|
1.618 |
8,762.4 |
|
1.000 |
8,685.5 |
|
0.618 |
8,637.9 |
|
HIGH |
8,561.0 |
|
0.618 |
8,513.4 |
|
0.500 |
8,498.8 |
|
0.382 |
8,484.1 |
|
LOW |
8,436.5 |
|
0.618 |
8,359.6 |
|
1.000 |
8,312.0 |
|
1.618 |
8,235.1 |
|
2.618 |
8,110.6 |
|
4.250 |
7,907.4 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,519.6 |
8,512.8 |
| PP |
8,509.2 |
8,495.5 |
| S1 |
8,498.8 |
8,478.3 |
|