| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,419.5 |
6,483.0 |
63.5 |
1.0% |
6,378.0 |
| High |
6,499.5 |
6,531.5 |
32.0 |
0.5% |
6,499.5 |
| Low |
6,400.0 |
6,473.0 |
73.0 |
1.1% |
6,365.0 |
| Close |
6,473.0 |
6,510.5 |
37.5 |
0.6% |
6,473.0 |
| Range |
99.5 |
58.5 |
-41.0 |
-41.2% |
134.5 |
| ATR |
75.4 |
74.2 |
-1.2 |
-1.6% |
0.0 |
| Volume |
83,977 |
66,842 |
-17,135 |
-20.4% |
420,307 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,680.5 |
6,654.0 |
6,542.5 |
|
| R3 |
6,622.0 |
6,595.5 |
6,526.5 |
|
| R2 |
6,563.5 |
6,563.5 |
6,521.0 |
|
| R1 |
6,537.0 |
6,537.0 |
6,516.0 |
6,550.0 |
| PP |
6,505.0 |
6,505.0 |
6,505.0 |
6,511.5 |
| S1 |
6,478.5 |
6,478.5 |
6,505.0 |
6,492.0 |
| S2 |
6,446.5 |
6,446.5 |
6,500.0 |
|
| S3 |
6,388.0 |
6,420.0 |
6,494.5 |
|
| S4 |
6,329.5 |
6,361.5 |
6,478.5 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,849.5 |
6,795.5 |
6,547.0 |
|
| R3 |
6,715.0 |
6,661.0 |
6,510.0 |
|
| R2 |
6,580.5 |
6,580.5 |
6,497.5 |
|
| R1 |
6,526.5 |
6,526.5 |
6,485.5 |
6,553.5 |
| PP |
6,446.0 |
6,446.0 |
6,446.0 |
6,459.0 |
| S1 |
6,392.0 |
6,392.0 |
6,460.5 |
6,419.0 |
| S2 |
6,311.5 |
6,311.5 |
6,448.5 |
|
| S3 |
6,177.0 |
6,257.5 |
6,436.0 |
|
| S4 |
6,042.5 |
6,123.0 |
6,399.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,531.5 |
6,365.0 |
166.5 |
2.6% |
72.0 |
1.1% |
87% |
True |
False |
77,745 |
| 10 |
6,531.5 |
6,219.0 |
312.5 |
4.8% |
72.5 |
1.1% |
93% |
True |
False |
81,659 |
| 20 |
6,531.5 |
6,173.5 |
358.0 |
5.5% |
72.5 |
1.1% |
94% |
True |
False |
91,961 |
| 40 |
6,531.5 |
6,159.5 |
372.0 |
5.7% |
74.5 |
1.1% |
94% |
True |
False |
105,855 |
| 60 |
6,531.5 |
6,143.5 |
388.0 |
6.0% |
66.5 |
1.0% |
95% |
True |
False |
75,796 |
| 80 |
6,531.5 |
5,975.0 |
556.5 |
8.5% |
58.5 |
0.9% |
96% |
True |
False |
56,924 |
| 100 |
6,531.5 |
5,784.5 |
747.0 |
11.5% |
50.0 |
0.8% |
97% |
True |
False |
45,544 |
| 120 |
6,531.5 |
5,492.5 |
1,039.0 |
16.0% |
42.0 |
0.6% |
98% |
True |
False |
37,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,780.0 |
|
2.618 |
6,684.5 |
|
1.618 |
6,626.0 |
|
1.000 |
6,590.0 |
|
0.618 |
6,567.5 |
|
HIGH |
6,531.5 |
|
0.618 |
6,509.0 |
|
0.500 |
6,502.0 |
|
0.382 |
6,495.5 |
|
LOW |
6,473.0 |
|
0.618 |
6,437.0 |
|
1.000 |
6,414.5 |
|
1.618 |
6,378.5 |
|
2.618 |
6,320.0 |
|
4.250 |
6,224.5 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,508.0 |
6,490.0 |
| PP |
6,505.0 |
6,469.0 |
| S1 |
6,502.0 |
6,448.0 |
|