| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,721.5 |
6,726.0 |
4.5 |
0.1% |
6,586.5 |
| High |
6,736.5 |
6,789.5 |
53.0 |
0.8% |
6,730.0 |
| Low |
6,685.5 |
6,700.0 |
14.5 |
0.2% |
6,569.5 |
| Close |
6,728.0 |
6,764.0 |
36.0 |
0.5% |
6,697.5 |
| Range |
51.0 |
89.5 |
38.5 |
75.5% |
160.5 |
| ATR |
65.5 |
67.2 |
1.7 |
2.6% |
0.0 |
| Volume |
79,376 |
133,747 |
54,371 |
68.5% |
439,868 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,019.5 |
6,981.5 |
6,813.0 |
|
| R3 |
6,930.0 |
6,892.0 |
6,788.5 |
|
| R2 |
6,840.5 |
6,840.5 |
6,780.5 |
|
| R1 |
6,802.5 |
6,802.5 |
6,772.0 |
6,821.5 |
| PP |
6,751.0 |
6,751.0 |
6,751.0 |
6,761.0 |
| S1 |
6,713.0 |
6,713.0 |
6,756.0 |
6,732.0 |
| S2 |
6,661.5 |
6,661.5 |
6,747.5 |
|
| S3 |
6,572.0 |
6,623.5 |
6,739.5 |
|
| S4 |
6,482.5 |
6,534.0 |
6,715.0 |
|
|
| 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 |
6,789.5 |
6,645.0 |
144.5 |
2.1% |
64.0 |
0.9% |
82% |
True |
False |
92,605 |
| 10 |
6,789.5 |
6,519.0 |
270.5 |
4.0% |
58.0 |
0.9% |
91% |
True |
False |
87,934 |
| 20 |
6,789.5 |
6,219.0 |
570.5 |
8.4% |
65.0 |
1.0% |
96% |
True |
False |
84,797 |
| 40 |
6,789.5 |
6,159.5 |
630.0 |
9.3% |
72.5 |
1.1% |
96% |
True |
False |
92,426 |
| 60 |
6,789.5 |
6,157.0 |
632.5 |
9.4% |
69.0 |
1.0% |
96% |
True |
False |
90,316 |
| 80 |
6,789.5 |
6,128.0 |
661.5 |
9.8% |
62.5 |
0.9% |
96% |
True |
False |
67,877 |
| 100 |
6,789.5 |
5,793.5 |
996.0 |
14.7% |
55.0 |
0.8% |
97% |
True |
False |
54,335 |
| 120 |
6,789.5 |
5,692.0 |
1,097.5 |
16.2% |
46.5 |
0.7% |
98% |
True |
False |
45,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,170.0 |
|
2.618 |
7,024.0 |
|
1.618 |
6,934.5 |
|
1.000 |
6,879.0 |
|
0.618 |
6,845.0 |
|
HIGH |
6,789.5 |
|
0.618 |
6,755.5 |
|
0.500 |
6,745.0 |
|
0.382 |
6,734.0 |
|
LOW |
6,700.0 |
|
0.618 |
6,644.5 |
|
1.000 |
6,610.5 |
|
1.618 |
6,555.0 |
|
2.618 |
6,465.5 |
|
4.250 |
6,319.5 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,757.5 |
6,748.5 |
| PP |
6,751.0 |
6,733.0 |
| S1 |
6,745.0 |
6,717.0 |
|