| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,773.5 |
6,775.5 |
2.0 |
0.0% |
6,586.5 |
| High |
6,861.5 |
6,777.5 |
-84.0 |
-1.2% |
6,730.0 |
| Low |
6,748.5 |
6,639.5 |
-109.0 |
-1.6% |
6,569.5 |
| Close |
6,818.0 |
6,689.0 |
-129.0 |
-1.9% |
6,697.5 |
| Range |
113.0 |
138.0 |
25.0 |
22.1% |
160.5 |
| ATR |
70.5 |
78.2 |
7.7 |
11.0% |
0.0 |
| Volume |
153,494 |
110,508 |
-42,986 |
-28.0% |
439,868 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,116.0 |
7,040.5 |
6,765.0 |
|
| R3 |
6,978.0 |
6,902.5 |
6,727.0 |
|
| R2 |
6,840.0 |
6,840.0 |
6,714.5 |
|
| R1 |
6,764.5 |
6,764.5 |
6,701.5 |
6,733.0 |
| PP |
6,702.0 |
6,702.0 |
6,702.0 |
6,686.5 |
| S1 |
6,626.5 |
6,626.5 |
6,676.5 |
6,595.0 |
| S2 |
6,564.0 |
6,564.0 |
6,663.5 |
|
| S3 |
6,426.0 |
6,488.5 |
6,651.0 |
|
| S4 |
6,288.0 |
6,350.5 |
6,613.0 |
|
|
| 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 |
6,639.5 |
222.0 |
3.3% |
95.5 |
1.4% |
22% |
False |
True |
110,591 |
| 10 |
6,861.5 |
6,558.0 |
303.5 |
4.5% |
74.5 |
1.1% |
43% |
False |
False |
99,428 |
| 20 |
6,861.5 |
6,355.0 |
506.5 |
7.6% |
68.0 |
1.0% |
66% |
False |
False |
88,514 |
| 40 |
6,861.5 |
6,159.5 |
702.0 |
10.5% |
74.5 |
1.1% |
75% |
False |
False |
94,468 |
| 60 |
6,861.5 |
6,157.0 |
704.5 |
10.5% |
70.5 |
1.1% |
76% |
False |
False |
94,714 |
| 80 |
6,861.5 |
6,128.0 |
733.5 |
11.0% |
65.0 |
1.0% |
76% |
False |
False |
71,176 |
| 100 |
6,861.5 |
5,793.5 |
1,068.0 |
16.0% |
57.0 |
0.9% |
84% |
False |
False |
56,974 |
| 120 |
6,861.5 |
5,760.0 |
1,101.5 |
16.5% |
48.5 |
0.7% |
84% |
False |
False |
47,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,364.0 |
|
2.618 |
7,139.0 |
|
1.618 |
7,001.0 |
|
1.000 |
6,915.5 |
|
0.618 |
6,863.0 |
|
HIGH |
6,777.5 |
|
0.618 |
6,725.0 |
|
0.500 |
6,708.5 |
|
0.382 |
6,692.0 |
|
LOW |
6,639.5 |
|
0.618 |
6,554.0 |
|
1.000 |
6,501.5 |
|
1.618 |
6,416.0 |
|
2.618 |
6,278.0 |
|
4.250 |
6,053.0 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,708.5 |
6,750.5 |
| PP |
6,702.0 |
6,730.0 |
| S1 |
6,695.5 |
6,709.5 |
|