| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,521.5 |
6,560.0 |
38.5 |
0.6% |
6,378.0 |
| High |
6,563.5 |
6,575.0 |
11.5 |
0.2% |
6,499.5 |
| Low |
6,519.0 |
6,538.0 |
19.0 |
0.3% |
6,365.0 |
| Close |
6,557.5 |
6,563.0 |
5.5 |
0.1% |
6,473.0 |
| Range |
44.5 |
37.0 |
-7.5 |
-16.9% |
134.5 |
| ATR |
72.6 |
70.1 |
-2.5 |
-3.5% |
0.0 |
| Volume |
58,200 |
90,861 |
32,661 |
56.1% |
420,307 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,669.5 |
6,653.5 |
6,583.5 |
|
| R3 |
6,632.5 |
6,616.5 |
6,573.0 |
|
| R2 |
6,595.5 |
6,595.5 |
6,570.0 |
|
| R1 |
6,579.5 |
6,579.5 |
6,566.5 |
6,587.5 |
| PP |
6,558.5 |
6,558.5 |
6,558.5 |
6,563.0 |
| S1 |
6,542.5 |
6,542.5 |
6,559.5 |
6,550.5 |
| S2 |
6,521.5 |
6,521.5 |
6,556.0 |
|
| S3 |
6,484.5 |
6,505.5 |
6,553.0 |
|
| S4 |
6,447.5 |
6,468.5 |
6,542.5 |
|
|
| 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 |
6,575.0 |
6,365.0 |
210.0 |
3.2% |
61.0 |
0.9% |
94% |
True |
False |
78,155 |
| 10 |
6,575.0 |
6,355.0 |
220.0 |
3.4% |
61.0 |
0.9% |
95% |
True |
False |
77,601 |
| 20 |
6,575.0 |
6,173.5 |
401.5 |
6.1% |
70.0 |
1.1% |
97% |
True |
False |
90,876 |
| 40 |
6,575.0 |
6,159.5 |
415.5 |
6.3% |
74.5 |
1.1% |
97% |
True |
False |
96,926 |
| 60 |
6,575.0 |
6,157.0 |
418.0 |
6.4% |
66.5 |
1.0% |
97% |
True |
False |
78,258 |
| 80 |
6,575.0 |
5,975.0 |
600.0 |
9.1% |
58.5 |
0.9% |
98% |
True |
False |
58,781 |
| 100 |
6,575.0 |
5,784.5 |
790.5 |
12.0% |
51.0 |
0.8% |
98% |
True |
False |
47,034 |
| 120 |
6,575.0 |
5,492.5 |
1,082.5 |
16.5% |
42.5 |
0.6% |
99% |
True |
False |
39,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,732.0 |
|
2.618 |
6,672.0 |
|
1.618 |
6,635.0 |
|
1.000 |
6,612.0 |
|
0.618 |
6,598.0 |
|
HIGH |
6,575.0 |
|
0.618 |
6,561.0 |
|
0.500 |
6,556.5 |
|
0.382 |
6,552.0 |
|
LOW |
6,538.0 |
|
0.618 |
6,515.0 |
|
1.000 |
6,501.0 |
|
1.618 |
6,478.0 |
|
2.618 |
6,441.0 |
|
4.250 |
6,381.0 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,561.0 |
6,550.0 |
| PP |
6,558.5 |
6,537.0 |
| S1 |
6,556.5 |
6,524.0 |
|