| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,664.5 |
6,679.0 |
14.5 |
0.2% |
6,483.0 |
| High |
6,687.0 |
6,700.0 |
13.0 |
0.2% |
6,607.0 |
| Low |
6,646.5 |
6,646.5 |
0.0 |
0.0% |
6,473.0 |
| Close |
6,671.0 |
6,657.5 |
-13.5 |
-0.2% |
6,589.0 |
| Range |
40.5 |
53.5 |
13.0 |
32.1% |
134.0 |
| ATR |
66.1 |
65.2 |
-0.9 |
-1.4% |
0.0 |
| Volume |
84,055 |
90,017 |
5,962 |
7.1% |
293,196 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,828.5 |
6,796.5 |
6,687.0 |
|
| R3 |
6,775.0 |
6,743.0 |
6,672.0 |
|
| R2 |
6,721.5 |
6,721.5 |
6,667.5 |
|
| R1 |
6,689.5 |
6,689.5 |
6,662.5 |
6,679.0 |
| PP |
6,668.0 |
6,668.0 |
6,668.0 |
6,662.5 |
| S1 |
6,636.0 |
6,636.0 |
6,652.5 |
6,625.0 |
| S2 |
6,614.5 |
6,614.5 |
6,647.5 |
|
| S3 |
6,561.0 |
6,582.5 |
6,643.0 |
|
| S4 |
6,507.5 |
6,529.0 |
6,628.0 |
|
|
| 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 |
6,700.0 |
6,558.0 |
142.0 |
2.1% |
54.0 |
0.8% |
70% |
True |
False |
88,265 |
| 10 |
6,700.0 |
6,365.0 |
335.0 |
5.0% |
57.5 |
0.9% |
87% |
True |
False |
83,210 |
| 20 |
6,700.0 |
6,173.5 |
526.5 |
7.9% |
64.5 |
1.0% |
92% |
True |
False |
87,270 |
| 40 |
6,700.0 |
6,159.5 |
540.5 |
8.1% |
71.5 |
1.1% |
92% |
True |
False |
92,254 |
| 60 |
6,700.0 |
6,157.0 |
543.0 |
8.2% |
67.5 |
1.0% |
92% |
True |
False |
85,575 |
| 80 |
6,700.0 |
6,065.0 |
635.0 |
9.5% |
60.5 |
0.9% |
93% |
True |
False |
64,272 |
| 100 |
6,700.0 |
5,793.5 |
906.5 |
13.6% |
53.5 |
0.8% |
95% |
True |
False |
51,446 |
| 120 |
6,700.0 |
5,671.0 |
1,029.0 |
15.5% |
45.0 |
0.7% |
96% |
True |
False |
42,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,927.5 |
|
2.618 |
6,840.0 |
|
1.618 |
6,786.5 |
|
1.000 |
6,753.5 |
|
0.618 |
6,733.0 |
|
HIGH |
6,700.0 |
|
0.618 |
6,679.5 |
|
0.500 |
6,673.0 |
|
0.382 |
6,667.0 |
|
LOW |
6,646.5 |
|
0.618 |
6,613.5 |
|
1.000 |
6,593.0 |
|
1.618 |
6,560.0 |
|
2.618 |
6,506.5 |
|
4.250 |
6,419.0 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,673.0 |
6,652.5 |
| PP |
6,668.0 |
6,647.5 |
| S1 |
6,663.0 |
6,642.0 |
|