| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,558.0 |
6,586.5 |
28.5 |
0.4% |
6,483.0 |
| High |
6,607.0 |
6,612.5 |
5.5 |
0.1% |
6,607.0 |
| Low |
6,558.0 |
6,569.5 |
11.5 |
0.2% |
6,473.0 |
| Close |
6,589.0 |
6,594.5 |
5.5 |
0.1% |
6,589.0 |
| Range |
49.0 |
43.0 |
-6.0 |
-12.2% |
134.0 |
| ATR |
68.6 |
66.8 |
-1.8 |
-2.7% |
0.0 |
| Volume |
77,293 |
99,946 |
22,653 |
29.3% |
293,196 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,721.0 |
6,701.0 |
6,618.0 |
|
| R3 |
6,678.0 |
6,658.0 |
6,606.5 |
|
| R2 |
6,635.0 |
6,635.0 |
6,602.5 |
|
| R1 |
6,615.0 |
6,615.0 |
6,598.5 |
6,625.0 |
| PP |
6,592.0 |
6,592.0 |
6,592.0 |
6,597.0 |
| S1 |
6,572.0 |
6,572.0 |
6,590.5 |
6,582.0 |
| S2 |
6,549.0 |
6,549.0 |
6,586.5 |
|
| S3 |
6,506.0 |
6,529.0 |
6,582.5 |
|
| S4 |
6,463.0 |
6,486.0 |
6,571.0 |
|
|
| 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 |
6,612.5 |
6,473.0 |
139.5 |
2.1% |
46.5 |
0.7% |
87% |
True |
False |
78,628 |
| 10 |
6,612.5 |
6,365.0 |
247.5 |
3.8% |
60.5 |
0.9% |
93% |
True |
False |
81,344 |
| 20 |
6,612.5 |
6,173.5 |
439.0 |
6.7% |
69.5 |
1.1% |
96% |
True |
False |
90,234 |
| 40 |
6,612.5 |
6,159.5 |
453.0 |
6.9% |
74.0 |
1.1% |
96% |
True |
False |
93,372 |
| 60 |
6,612.5 |
6,157.0 |
455.5 |
6.9% |
66.0 |
1.0% |
96% |
True |
False |
81,180 |
| 80 |
6,612.5 |
5,993.0 |
619.5 |
9.4% |
59.0 |
0.9% |
97% |
True |
False |
60,980 |
| 100 |
6,612.5 |
5,784.5 |
828.0 |
12.6% |
52.0 |
0.8% |
98% |
True |
False |
48,805 |
| 120 |
6,612.5 |
5,622.0 |
990.5 |
15.0% |
43.5 |
0.7% |
98% |
True |
False |
40,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,795.0 |
|
2.618 |
6,725.0 |
|
1.618 |
6,682.0 |
|
1.000 |
6,655.5 |
|
0.618 |
6,639.0 |
|
HIGH |
6,612.5 |
|
0.618 |
6,596.0 |
|
0.500 |
6,591.0 |
|
0.382 |
6,586.0 |
|
LOW |
6,569.5 |
|
0.618 |
6,543.0 |
|
1.000 |
6,526.5 |
|
1.618 |
6,500.0 |
|
2.618 |
6,457.0 |
|
4.250 |
6,387.0 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,593.5 |
6,588.0 |
| PP |
6,592.0 |
6,581.5 |
| S1 |
6,591.0 |
6,575.0 |
|