| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,560.0 |
6,558.0 |
-2.0 |
0.0% |
6,483.0 |
| High |
6,575.0 |
6,607.0 |
32.0 |
0.5% |
6,607.0 |
| Low |
6,538.0 |
6,558.0 |
20.0 |
0.3% |
6,473.0 |
| Close |
6,563.0 |
6,589.0 |
26.0 |
0.4% |
6,589.0 |
| Range |
37.0 |
49.0 |
12.0 |
32.4% |
134.0 |
| ATR |
70.1 |
68.6 |
-1.5 |
-2.2% |
0.0 |
| Volume |
90,861 |
77,293 |
-13,568 |
-14.9% |
293,196 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,731.5 |
6,709.5 |
6,616.0 |
|
| R3 |
6,682.5 |
6,660.5 |
6,602.5 |
|
| R2 |
6,633.5 |
6,633.5 |
6,598.0 |
|
| R1 |
6,611.5 |
6,611.5 |
6,593.5 |
6,622.5 |
| PP |
6,584.5 |
6,584.5 |
6,584.5 |
6,590.0 |
| S1 |
6,562.5 |
6,562.5 |
6,584.5 |
6,573.5 |
| S2 |
6,535.5 |
6,535.5 |
6,580.0 |
|
| S3 |
6,486.5 |
6,513.5 |
6,575.5 |
|
| S4 |
6,437.5 |
6,464.5 |
6,562.0 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,958.5 |
6,907.5 |
6,662.5 |
|
| R3 |
6,824.5 |
6,773.5 |
6,626.0 |
|
| R2 |
6,690.5 |
6,690.5 |
6,613.5 |
|
| R1 |
6,639.5 |
6,639.5 |
6,601.5 |
6,665.0 |
| PP |
6,556.5 |
6,556.5 |
6,556.5 |
6,569.0 |
| S1 |
6,505.5 |
6,505.5 |
6,576.5 |
6,531.0 |
| S2 |
6,422.5 |
6,422.5 |
6,564.5 |
|
| S3 |
6,288.5 |
6,371.5 |
6,552.0 |
|
| S4 |
6,154.5 |
6,237.5 |
6,515.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,607.0 |
6,400.0 |
207.0 |
3.1% |
57.5 |
0.9% |
91% |
True |
False |
75,434 |
| 10 |
6,607.0 |
6,355.0 |
252.0 |
3.8% |
60.0 |
0.9% |
93% |
True |
False |
79,049 |
| 20 |
6,607.0 |
6,173.5 |
433.5 |
6.6% |
70.0 |
1.1% |
96% |
True |
False |
90,707 |
| 40 |
6,607.0 |
6,159.5 |
447.5 |
6.8% |
74.5 |
1.1% |
96% |
True |
False |
93,943 |
| 60 |
6,607.0 |
6,157.0 |
450.0 |
6.8% |
66.5 |
1.0% |
96% |
True |
False |
79,535 |
| 80 |
6,607.0 |
5,975.0 |
632.0 |
9.6% |
59.0 |
0.9% |
97% |
True |
False |
59,736 |
| 100 |
6,607.0 |
5,784.5 |
822.5 |
12.5% |
51.5 |
0.8% |
98% |
True |
False |
47,807 |
| 120 |
6,607.0 |
5,492.5 |
1,114.5 |
16.9% |
43.0 |
0.7% |
98% |
True |
False |
39,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,815.0 |
|
2.618 |
6,735.5 |
|
1.618 |
6,686.5 |
|
1.000 |
6,656.0 |
|
0.618 |
6,637.5 |
|
HIGH |
6,607.0 |
|
0.618 |
6,588.5 |
|
0.500 |
6,582.5 |
|
0.382 |
6,576.5 |
|
LOW |
6,558.0 |
|
0.618 |
6,527.5 |
|
1.000 |
6,509.0 |
|
1.618 |
6,478.5 |
|
2.618 |
6,429.5 |
|
4.250 |
6,350.0 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,587.0 |
6,580.5 |
| PP |
6,584.5 |
6,571.5 |
| S1 |
6,582.5 |
6,563.0 |
|