| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,614.0 |
6,664.5 |
50.5 |
0.8% |
6,483.0 |
| High |
6,669.0 |
6,687.0 |
18.0 |
0.3% |
6,607.0 |
| Low |
6,584.5 |
6,646.5 |
62.0 |
0.9% |
6,473.0 |
| Close |
6,646.5 |
6,671.0 |
24.5 |
0.4% |
6,589.0 |
| Range |
84.5 |
40.5 |
-44.0 |
-52.1% |
134.0 |
| ATR |
68.0 |
66.1 |
-2.0 |
-2.9% |
0.0 |
| Volume |
90,017 |
84,055 |
-5,962 |
-6.6% |
293,196 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,789.5 |
6,771.0 |
6,693.5 |
|
| R3 |
6,749.0 |
6,730.5 |
6,682.0 |
|
| R2 |
6,708.5 |
6,708.5 |
6,678.5 |
|
| R1 |
6,690.0 |
6,690.0 |
6,674.5 |
6,699.0 |
| PP |
6,668.0 |
6,668.0 |
6,668.0 |
6,673.0 |
| S1 |
6,649.5 |
6,649.5 |
6,667.5 |
6,659.0 |
| S2 |
6,627.5 |
6,627.5 |
6,663.5 |
|
| S3 |
6,587.0 |
6,609.0 |
6,660.0 |
|
| S4 |
6,546.5 |
6,568.5 |
6,648.5 |
|
|
| 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 |
6,687.0 |
6,538.0 |
149.0 |
2.2% |
51.0 |
0.8% |
89% |
True |
False |
88,434 |
| 10 |
6,687.0 |
6,365.0 |
322.0 |
4.8% |
58.5 |
0.9% |
95% |
True |
False |
84,390 |
| 20 |
6,687.0 |
6,173.5 |
513.5 |
7.7% |
67.5 |
1.0% |
97% |
True |
False |
88,179 |
| 40 |
6,687.0 |
6,159.5 |
527.5 |
7.9% |
73.5 |
1.1% |
97% |
True |
False |
92,246 |
| 60 |
6,687.0 |
6,157.0 |
530.0 |
7.9% |
67.0 |
1.0% |
97% |
True |
False |
84,075 |
| 80 |
6,687.0 |
6,056.5 |
630.5 |
9.5% |
60.0 |
0.9% |
97% |
True |
False |
63,147 |
| 100 |
6,687.0 |
5,793.5 |
893.5 |
13.4% |
53.0 |
0.8% |
98% |
True |
False |
50,546 |
| 120 |
6,687.0 |
5,638.0 |
1,049.0 |
15.7% |
44.5 |
0.7% |
98% |
True |
False |
42,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,859.0 |
|
2.618 |
6,793.0 |
|
1.618 |
6,752.5 |
|
1.000 |
6,727.5 |
|
0.618 |
6,712.0 |
|
HIGH |
6,687.0 |
|
0.618 |
6,671.5 |
|
0.500 |
6,667.0 |
|
0.382 |
6,662.0 |
|
LOW |
6,646.5 |
|
0.618 |
6,621.5 |
|
1.000 |
6,606.0 |
|
1.618 |
6,581.0 |
|
2.618 |
6,540.5 |
|
4.250 |
6,474.5 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,669.5 |
6,657.0 |
| PP |
6,668.0 |
6,642.5 |
| S1 |
6,667.0 |
6,628.0 |
|