| Trading Metrics calculated at close of trading on 17-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,679.0 |
6,654.0 |
-25.0 |
-0.4% |
6,586.5 |
| High |
6,700.0 |
6,730.0 |
30.0 |
0.4% |
6,730.0 |
| Low |
6,646.5 |
6,645.0 |
-1.5 |
0.0% |
6,569.5 |
| Close |
6,657.5 |
6,697.5 |
40.0 |
0.6% |
6,697.5 |
| Range |
53.5 |
85.0 |
31.5 |
58.9% |
160.5 |
| ATR |
65.2 |
66.6 |
1.4 |
2.2% |
0.0 |
| Volume |
90,017 |
75,833 |
-14,184 |
-15.8% |
439,868 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,946.0 |
6,906.5 |
6,744.0 |
|
| R3 |
6,861.0 |
6,821.5 |
6,721.0 |
|
| R2 |
6,776.0 |
6,776.0 |
6,713.0 |
|
| R1 |
6,736.5 |
6,736.5 |
6,705.5 |
6,756.0 |
| PP |
6,691.0 |
6,691.0 |
6,691.0 |
6,700.5 |
| S1 |
6,651.5 |
6,651.5 |
6,689.5 |
6,671.0 |
| S2 |
6,606.0 |
6,606.0 |
6,682.0 |
|
| S3 |
6,521.0 |
6,566.5 |
6,674.0 |
|
| S4 |
6,436.0 |
6,481.5 |
6,651.0 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,147.0 |
7,083.0 |
6,786.0 |
|
| R3 |
6,986.5 |
6,922.5 |
6,741.5 |
|
| R2 |
6,826.0 |
6,826.0 |
6,727.0 |
|
| R1 |
6,762.0 |
6,762.0 |
6,712.0 |
6,794.0 |
| PP |
6,665.5 |
6,665.5 |
6,665.5 |
6,682.0 |
| S1 |
6,601.5 |
6,601.5 |
6,683.0 |
6,633.5 |
| S2 |
6,505.0 |
6,505.0 |
6,668.0 |
|
| S3 |
6,344.5 |
6,441.0 |
6,653.5 |
|
| S4 |
6,184.0 |
6,280.5 |
6,609.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,730.0 |
6,569.5 |
160.5 |
2.4% |
61.5 |
0.9% |
80% |
True |
False |
87,973 |
| 10 |
6,730.0 |
6,400.0 |
330.0 |
4.9% |
59.5 |
0.9% |
90% |
True |
False |
81,704 |
| 20 |
6,730.0 |
6,191.0 |
539.0 |
8.0% |
66.0 |
1.0% |
94% |
True |
False |
85,616 |
| 40 |
6,730.0 |
6,159.5 |
570.5 |
8.5% |
72.0 |
1.1% |
94% |
True |
False |
91,611 |
| 60 |
6,730.0 |
6,157.0 |
573.0 |
8.6% |
68.0 |
1.0% |
94% |
True |
False |
86,835 |
| 80 |
6,730.0 |
6,095.5 |
634.5 |
9.5% |
61.5 |
0.9% |
95% |
True |
False |
65,217 |
| 100 |
6,730.0 |
5,793.5 |
936.5 |
14.0% |
54.5 |
0.8% |
97% |
True |
False |
52,204 |
| 120 |
6,730.0 |
5,671.0 |
1,059.0 |
15.8% |
45.5 |
0.7% |
97% |
True |
False |
43,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,091.0 |
|
2.618 |
6,952.5 |
|
1.618 |
6,867.5 |
|
1.000 |
6,815.0 |
|
0.618 |
6,782.5 |
|
HIGH |
6,730.0 |
|
0.618 |
6,697.5 |
|
0.500 |
6,687.5 |
|
0.382 |
6,677.5 |
|
LOW |
6,645.0 |
|
0.618 |
6,592.5 |
|
1.000 |
6,560.0 |
|
1.618 |
6,507.5 |
|
2.618 |
6,422.5 |
|
4.250 |
6,284.0 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,694.0 |
6,694.0 |
| PP |
6,691.0 |
6,691.0 |
| S1 |
6,687.5 |
6,687.5 |
|