| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,726.0 |
6,773.5 |
47.5 |
0.7% |
6,586.5 |
| High |
6,789.5 |
6,861.5 |
72.0 |
1.1% |
6,730.0 |
| Low |
6,700.0 |
6,748.5 |
48.5 |
0.7% |
6,569.5 |
| Close |
6,764.0 |
6,818.0 |
54.0 |
0.8% |
6,697.5 |
| Range |
89.5 |
113.0 |
23.5 |
26.3% |
160.5 |
| ATR |
67.2 |
70.5 |
3.3 |
4.9% |
0.0 |
| Volume |
133,747 |
153,494 |
19,747 |
14.8% |
439,868 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,148.5 |
7,096.0 |
6,880.0 |
|
| R3 |
7,035.5 |
6,983.0 |
6,849.0 |
|
| R2 |
6,922.5 |
6,922.5 |
6,838.5 |
|
| R1 |
6,870.0 |
6,870.0 |
6,828.5 |
6,896.0 |
| PP |
6,809.5 |
6,809.5 |
6,809.5 |
6,822.5 |
| S1 |
6,757.0 |
6,757.0 |
6,807.5 |
6,783.0 |
| S2 |
6,696.5 |
6,696.5 |
6,797.5 |
|
| S3 |
6,583.5 |
6,644.0 |
6,787.0 |
|
| S4 |
6,470.5 |
6,531.0 |
6,756.0 |
|
|
| 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 |
6,861.5 |
6,645.0 |
216.5 |
3.2% |
78.5 |
1.1% |
80% |
True |
False |
106,493 |
| 10 |
6,861.5 |
6,538.0 |
323.5 |
4.7% |
64.5 |
0.9% |
87% |
True |
False |
97,463 |
| 20 |
6,861.5 |
6,350.0 |
511.5 |
7.5% |
63.5 |
0.9% |
91% |
True |
False |
87,856 |
| 40 |
6,861.5 |
6,159.5 |
702.0 |
10.3% |
73.5 |
1.1% |
94% |
True |
False |
93,632 |
| 60 |
6,861.5 |
6,157.0 |
704.5 |
10.3% |
70.5 |
1.0% |
94% |
True |
False |
92,873 |
| 80 |
6,861.5 |
6,128.0 |
733.5 |
10.8% |
63.5 |
0.9% |
94% |
True |
False |
69,795 |
| 100 |
6,861.5 |
5,793.5 |
1,068.0 |
15.7% |
56.0 |
0.8% |
96% |
True |
False |
55,869 |
| 120 |
6,861.5 |
5,699.5 |
1,162.0 |
17.0% |
47.5 |
0.7% |
96% |
True |
False |
46,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,342.0 |
|
2.618 |
7,157.5 |
|
1.618 |
7,044.5 |
|
1.000 |
6,974.5 |
|
0.618 |
6,931.5 |
|
HIGH |
6,861.5 |
|
0.618 |
6,818.5 |
|
0.500 |
6,805.0 |
|
0.382 |
6,791.5 |
|
LOW |
6,748.5 |
|
0.618 |
6,678.5 |
|
1.000 |
6,635.5 |
|
1.618 |
6,565.5 |
|
2.618 |
6,452.5 |
|
4.250 |
6,268.0 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,813.5 |
6,803.0 |
| PP |
6,809.5 |
6,788.5 |
| S1 |
6,805.0 |
6,773.5 |
|