| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,946.75 |
2,961.00 |
14.25 |
0.5% |
2,833.75 |
| High |
2,965.00 |
2,978.25 |
13.25 |
0.4% |
2,947.75 |
| Low |
2,941.75 |
2,950.00 |
8.25 |
0.3% |
2,827.50 |
| Close |
2,961.75 |
2,958.00 |
-3.75 |
-0.1% |
2,935.00 |
| Range |
23.25 |
28.25 |
5.00 |
21.5% |
120.25 |
| ATR |
35.99 |
35.43 |
-0.55 |
-1.5% |
0.00 |
| Volume |
144,664 |
185,018 |
40,354 |
27.9% |
912,168 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,046.75 |
3,030.75 |
2,973.50 |
|
| R3 |
3,018.50 |
3,002.50 |
2,965.75 |
|
| R2 |
2,990.25 |
2,990.25 |
2,963.25 |
|
| R1 |
2,974.25 |
2,974.25 |
2,960.50 |
2,968.00 |
| PP |
2,962.00 |
2,962.00 |
2,962.00 |
2,959.00 |
| S1 |
2,946.00 |
2,946.00 |
2,955.50 |
2,940.00 |
| S2 |
2,933.75 |
2,933.75 |
2,952.75 |
|
| S3 |
2,905.50 |
2,917.75 |
2,950.25 |
|
| S4 |
2,877.25 |
2,889.50 |
2,942.50 |
|
|
| 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 |
2,978.25 |
2,900.25 |
78.00 |
2.6% |
27.25 |
0.9% |
74% |
True |
False |
166,834 |
| 10 |
2,978.25 |
2,822.25 |
156.00 |
5.3% |
30.25 |
1.0% |
87% |
True |
False |
171,836 |
| 20 |
2,978.25 |
2,724.00 |
254.25 |
8.6% |
40.00 |
1.4% |
92% |
True |
False |
221,579 |
| 40 |
2,978.25 |
2,724.00 |
254.25 |
8.6% |
36.75 |
1.2% |
92% |
True |
False |
215,883 |
| 60 |
2,978.25 |
2,683.50 |
294.75 |
10.0% |
34.75 |
1.2% |
93% |
True |
False |
161,146 |
| 80 |
2,978.25 |
2,683.50 |
294.75 |
10.0% |
31.50 |
1.1% |
93% |
True |
False |
120,875 |
| 100 |
2,978.25 |
2,569.50 |
408.75 |
13.8% |
29.25 |
1.0% |
95% |
True |
False |
96,707 |
| 120 |
2,978.25 |
2,502.00 |
476.25 |
16.1% |
24.75 |
0.8% |
96% |
True |
False |
80,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,098.25 |
|
2.618 |
3,052.25 |
|
1.618 |
3,024.00 |
|
1.000 |
3,006.50 |
|
0.618 |
2,995.75 |
|
HIGH |
2,978.25 |
|
0.618 |
2,967.50 |
|
0.500 |
2,964.00 |
|
0.382 |
2,960.75 |
|
LOW |
2,950.00 |
|
0.618 |
2,932.50 |
|
1.000 |
2,921.75 |
|
1.618 |
2,904.25 |
|
2.618 |
2,876.00 |
|
4.250 |
2,830.00 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,964.00 |
2,958.00 |
| PP |
2,962.00 |
2,957.75 |
| S1 |
2,960.00 |
2,957.75 |
|