| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,586.5 |
6,614.0 |
27.5 |
0.4% |
6,483.0 |
| High |
6,612.5 |
6,669.0 |
56.5 |
0.9% |
6,607.0 |
| Low |
6,569.5 |
6,584.5 |
15.0 |
0.2% |
6,473.0 |
| Close |
6,594.5 |
6,646.5 |
52.0 |
0.8% |
6,589.0 |
| Range |
43.0 |
84.5 |
41.5 |
96.5% |
134.0 |
| ATR |
66.8 |
68.0 |
1.3 |
1.9% |
0.0 |
| Volume |
99,946 |
90,017 |
-9,929 |
-9.9% |
293,196 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,887.0 |
6,851.0 |
6,693.0 |
|
| R3 |
6,802.5 |
6,766.5 |
6,669.5 |
|
| R2 |
6,718.0 |
6,718.0 |
6,662.0 |
|
| R1 |
6,682.0 |
6,682.0 |
6,654.0 |
6,700.0 |
| PP |
6,633.5 |
6,633.5 |
6,633.5 |
6,642.0 |
| S1 |
6,597.5 |
6,597.5 |
6,639.0 |
6,615.5 |
| S2 |
6,549.0 |
6,549.0 |
6,631.0 |
|
| S3 |
6,464.5 |
6,513.0 |
6,623.5 |
|
| S4 |
6,380.0 |
6,428.5 |
6,600.0 |
|
|
| 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 |
6,669.0 |
6,519.0 |
150.0 |
2.3% |
51.5 |
0.8% |
85% |
True |
False |
83,263 |
| 10 |
6,669.0 |
6,365.0 |
304.0 |
4.6% |
61.5 |
0.9% |
93% |
True |
False |
80,504 |
| 20 |
6,669.0 |
6,173.5 |
495.5 |
7.5% |
68.0 |
1.0% |
95% |
True |
False |
90,294 |
| 40 |
6,669.0 |
6,159.5 |
509.5 |
7.7% |
74.5 |
1.1% |
96% |
True |
False |
92,703 |
| 60 |
6,669.0 |
6,157.0 |
512.0 |
7.7% |
67.0 |
1.0% |
96% |
True |
False |
82,678 |
| 80 |
6,669.0 |
6,036.0 |
633.0 |
9.5% |
59.5 |
0.9% |
96% |
True |
False |
62,097 |
| 100 |
6,669.0 |
5,793.5 |
875.5 |
13.2% |
52.5 |
0.8% |
97% |
True |
False |
49,705 |
| 120 |
6,669.0 |
5,633.0 |
1,036.0 |
15.6% |
44.0 |
0.7% |
98% |
True |
False |
41,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,028.0 |
|
2.618 |
6,890.0 |
|
1.618 |
6,805.5 |
|
1.000 |
6,753.5 |
|
0.618 |
6,721.0 |
|
HIGH |
6,669.0 |
|
0.618 |
6,636.5 |
|
0.500 |
6,627.0 |
|
0.382 |
6,617.0 |
|
LOW |
6,584.5 |
|
0.618 |
6,532.5 |
|
1.000 |
6,500.0 |
|
1.618 |
6,448.0 |
|
2.618 |
6,363.5 |
|
4.250 |
6,225.5 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,640.0 |
6,635.5 |
| PP |
6,633.5 |
6,624.5 |
| S1 |
6,627.0 |
6,613.5 |
|