| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,654.0 |
6,721.5 |
67.5 |
1.0% |
6,586.5 |
| High |
6,730.0 |
6,736.5 |
6.5 |
0.1% |
6,730.0 |
| Low |
6,645.0 |
6,685.5 |
40.5 |
0.6% |
6,569.5 |
| Close |
6,697.5 |
6,728.0 |
30.5 |
0.5% |
6,697.5 |
| Range |
85.0 |
51.0 |
-34.0 |
-40.0% |
160.5 |
| ATR |
66.6 |
65.5 |
-1.1 |
-1.7% |
0.0 |
| Volume |
75,833 |
79,376 |
3,543 |
4.7% |
439,868 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,869.5 |
6,850.0 |
6,756.0 |
|
| R3 |
6,818.5 |
6,799.0 |
6,742.0 |
|
| R2 |
6,767.5 |
6,767.5 |
6,737.5 |
|
| R1 |
6,748.0 |
6,748.0 |
6,732.5 |
6,758.0 |
| PP |
6,716.5 |
6,716.5 |
6,716.5 |
6,721.5 |
| S1 |
6,697.0 |
6,697.0 |
6,723.5 |
6,707.0 |
| S2 |
6,665.5 |
6,665.5 |
6,718.5 |
|
| S3 |
6,614.5 |
6,646.0 |
6,714.0 |
|
| S4 |
6,563.5 |
6,595.0 |
6,700.0 |
|
|
| 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 |
6,736.5 |
6,584.5 |
152.0 |
2.3% |
63.0 |
0.9% |
94% |
True |
False |
83,859 |
| 10 |
6,736.5 |
6,473.0 |
263.5 |
3.9% |
54.5 |
0.8% |
97% |
True |
False |
81,244 |
| 20 |
6,736.5 |
6,200.0 |
536.5 |
8.0% |
65.5 |
1.0% |
98% |
True |
False |
84,414 |
| 40 |
6,736.5 |
6,159.5 |
577.0 |
8.6% |
72.0 |
1.1% |
99% |
True |
False |
91,127 |
| 60 |
6,736.5 |
6,157.0 |
579.5 |
8.6% |
68.5 |
1.0% |
99% |
True |
False |
88,087 |
| 80 |
6,736.5 |
6,104.0 |
632.5 |
9.4% |
62.0 |
0.9% |
99% |
True |
False |
66,207 |
| 100 |
6,736.5 |
5,793.5 |
943.0 |
14.0% |
54.5 |
0.8% |
99% |
True |
False |
52,997 |
| 120 |
6,736.5 |
5,671.0 |
1,065.5 |
15.8% |
46.0 |
0.7% |
99% |
True |
False |
44,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,953.0 |
|
2.618 |
6,870.0 |
|
1.618 |
6,819.0 |
|
1.000 |
6,787.5 |
|
0.618 |
6,768.0 |
|
HIGH |
6,736.5 |
|
0.618 |
6,717.0 |
|
0.500 |
6,711.0 |
|
0.382 |
6,705.0 |
|
LOW |
6,685.5 |
|
0.618 |
6,654.0 |
|
1.000 |
6,634.5 |
|
1.618 |
6,603.0 |
|
2.618 |
6,552.0 |
|
4.250 |
6,469.0 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,722.5 |
6,715.5 |
| PP |
6,716.5 |
6,703.0 |
| S1 |
6,711.0 |
6,691.0 |
|