| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,936.75 |
2,947.50 |
10.75 |
0.4% |
2,833.75 |
| High |
2,954.00 |
2,956.75 |
2.75 |
0.1% |
2,947.75 |
| Low |
2,936.50 |
2,937.25 |
0.75 |
0.0% |
2,827.50 |
| Close |
2,947.50 |
2,946.50 |
-1.00 |
0.0% |
2,935.00 |
| Range |
17.50 |
19.50 |
2.00 |
11.4% |
120.25 |
| ATR |
38.31 |
36.97 |
-1.34 |
-3.5% |
0.00 |
| Volume |
134,824 |
176,584 |
41,760 |
31.0% |
912,168 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,005.25 |
2,995.50 |
2,957.25 |
|
| R3 |
2,985.75 |
2,976.00 |
2,951.75 |
|
| R2 |
2,966.25 |
2,966.25 |
2,950.00 |
|
| R1 |
2,956.50 |
2,956.50 |
2,948.25 |
2,951.50 |
| PP |
2,946.75 |
2,946.75 |
2,946.75 |
2,944.50 |
| S1 |
2,937.00 |
2,937.00 |
2,944.75 |
2,932.00 |
| S2 |
2,927.25 |
2,927.25 |
2,943.00 |
|
| S3 |
2,907.75 |
2,917.50 |
2,941.25 |
|
| S4 |
2,888.25 |
2,898.00 |
2,935.75 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,264.25 |
3,219.75 |
3,001.25 |
|
| R3 |
3,144.00 |
3,099.50 |
2,968.00 |
|
| R2 |
3,023.75 |
3,023.75 |
2,957.00 |
|
| R1 |
2,979.25 |
2,979.25 |
2,946.00 |
3,001.50 |
| PP |
2,903.50 |
2,903.50 |
2,903.50 |
2,914.50 |
| S1 |
2,859.00 |
2,859.00 |
2,924.00 |
2,881.25 |
| S2 |
2,783.25 |
2,783.25 |
2,913.00 |
|
| S3 |
2,663.00 |
2,738.75 |
2,902.00 |
|
| S4 |
2,542.75 |
2,618.50 |
2,868.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,956.75 |
2,862.25 |
94.50 |
3.2% |
30.50 |
1.0% |
89% |
True |
False |
171,587 |
| 10 |
2,956.75 |
2,814.00 |
142.75 |
4.8% |
31.25 |
1.1% |
93% |
True |
False |
184,239 |
| 20 |
2,956.75 |
2,724.00 |
232.75 |
7.9% |
41.25 |
1.4% |
96% |
True |
False |
228,016 |
| 40 |
2,956.75 |
2,724.00 |
232.75 |
7.9% |
36.75 |
1.2% |
96% |
True |
False |
218,859 |
| 60 |
2,956.75 |
2,683.50 |
273.25 |
9.3% |
34.25 |
1.2% |
96% |
True |
False |
155,656 |
| 80 |
2,956.75 |
2,683.50 |
273.25 |
9.3% |
31.50 |
1.1% |
96% |
True |
False |
116,754 |
| 100 |
2,956.75 |
2,569.50 |
387.25 |
13.1% |
28.75 |
1.0% |
97% |
True |
False |
93,410 |
| 120 |
2,956.75 |
2,502.00 |
454.75 |
15.4% |
24.25 |
0.8% |
98% |
True |
False |
77,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,039.50 |
|
2.618 |
3,007.75 |
|
1.618 |
2,988.25 |
|
1.000 |
2,976.25 |
|
0.618 |
2,968.75 |
|
HIGH |
2,956.75 |
|
0.618 |
2,949.25 |
|
0.500 |
2,947.00 |
|
0.382 |
2,944.75 |
|
LOW |
2,937.25 |
|
0.618 |
2,925.25 |
|
1.000 |
2,917.75 |
|
1.618 |
2,905.75 |
|
2.618 |
2,886.25 |
|
4.250 |
2,854.50 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,947.00 |
2,940.50 |
| PP |
2,946.75 |
2,934.50 |
| S1 |
2,946.75 |
2,928.50 |
|