| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,483.0 |
6,521.5 |
38.5 |
0.6% |
6,378.0 |
| High |
6,531.5 |
6,563.5 |
32.0 |
0.5% |
6,499.5 |
| Low |
6,473.0 |
6,519.0 |
46.0 |
0.7% |
6,365.0 |
| Close |
6,510.5 |
6,557.5 |
47.0 |
0.7% |
6,473.0 |
| Range |
58.5 |
44.5 |
-14.0 |
-23.9% |
134.5 |
| ATR |
74.2 |
72.6 |
-1.5 |
-2.0% |
0.0 |
| Volume |
66,842 |
58,200 |
-8,642 |
-12.9% |
420,307 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,680.0 |
6,663.5 |
6,582.0 |
|
| R3 |
6,635.5 |
6,619.0 |
6,569.5 |
|
| R2 |
6,591.0 |
6,591.0 |
6,565.5 |
|
| R1 |
6,574.5 |
6,574.5 |
6,561.5 |
6,583.0 |
| PP |
6,546.5 |
6,546.5 |
6,546.5 |
6,551.0 |
| S1 |
6,530.0 |
6,530.0 |
6,553.5 |
6,538.0 |
| S2 |
6,502.0 |
6,502.0 |
6,549.5 |
|
| S3 |
6,457.5 |
6,485.5 |
6,545.5 |
|
| S4 |
6,413.0 |
6,441.0 |
6,533.0 |
|
|
| 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 |
6,563.5 |
6,365.0 |
198.5 |
3.0% |
66.0 |
1.0% |
97% |
True |
False |
80,347 |
| 10 |
6,563.5 |
6,350.0 |
213.5 |
3.3% |
62.0 |
0.9% |
97% |
True |
False |
78,249 |
| 20 |
6,563.5 |
6,173.5 |
390.0 |
5.9% |
73.0 |
1.1% |
98% |
True |
False |
89,835 |
| 40 |
6,563.5 |
6,159.5 |
404.0 |
6.2% |
74.5 |
1.1% |
99% |
True |
False |
102,144 |
| 60 |
6,563.5 |
6,149.5 |
414.0 |
6.3% |
66.5 |
1.0% |
99% |
True |
False |
76,764 |
| 80 |
6,563.5 |
5,975.0 |
588.5 |
9.0% |
58.5 |
0.9% |
99% |
True |
False |
57,649 |
| 100 |
6,563.5 |
5,784.5 |
779.0 |
11.9% |
50.5 |
0.8% |
99% |
True |
False |
46,126 |
| 120 |
6,563.5 |
5,492.5 |
1,071.0 |
16.3% |
42.5 |
0.6% |
99% |
True |
False |
38,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,752.5 |
|
2.618 |
6,680.0 |
|
1.618 |
6,635.5 |
|
1.000 |
6,608.0 |
|
0.618 |
6,591.0 |
|
HIGH |
6,563.5 |
|
0.618 |
6,546.5 |
|
0.500 |
6,541.0 |
|
0.382 |
6,536.0 |
|
LOW |
6,519.0 |
|
0.618 |
6,491.5 |
|
1.000 |
6,474.5 |
|
1.618 |
6,447.0 |
|
2.618 |
6,402.5 |
|
4.250 |
6,330.0 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,552.0 |
6,532.0 |
| PP |
6,546.5 |
6,507.0 |
| S1 |
6,541.0 |
6,482.0 |
|