| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,961.00 |
2,961.25 |
0.25 |
0.0% |
2,936.75 |
| High |
2,978.25 |
2,978.75 |
0.50 |
0.0% |
2,978.75 |
| Low |
2,950.00 |
2,958.75 |
8.75 |
0.3% |
2,936.50 |
| Close |
2,958.00 |
2,975.50 |
17.50 |
0.6% |
2,975.50 |
| Range |
28.25 |
20.00 |
-8.25 |
-29.2% |
42.25 |
| ATR |
35.43 |
34.39 |
-1.05 |
-3.0% |
0.00 |
| Volume |
185,018 |
169,255 |
-15,763 |
-8.5% |
810,345 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,031.00 |
3,023.25 |
2,986.50 |
|
| R3 |
3,011.00 |
3,003.25 |
2,981.00 |
|
| R2 |
2,991.00 |
2,991.00 |
2,979.25 |
|
| R1 |
2,983.25 |
2,983.25 |
2,977.25 |
2,987.00 |
| PP |
2,971.00 |
2,971.00 |
2,971.00 |
2,973.00 |
| S1 |
2,963.25 |
2,963.25 |
2,973.75 |
2,967.00 |
| S2 |
2,951.00 |
2,951.00 |
2,971.75 |
|
| S3 |
2,931.00 |
2,943.25 |
2,970.00 |
|
| S4 |
2,911.00 |
2,923.25 |
2,964.50 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.25 |
3,075.25 |
2,998.75 |
|
| R3 |
3,048.00 |
3,033.00 |
2,987.00 |
|
| R2 |
3,005.75 |
3,005.75 |
2,983.25 |
|
| R1 |
2,990.75 |
2,990.75 |
2,979.25 |
2,998.25 |
| PP |
2,963.50 |
2,963.50 |
2,963.50 |
2,967.50 |
| S1 |
2,948.50 |
2,948.50 |
2,971.75 |
2,956.00 |
| S2 |
2,921.25 |
2,921.25 |
2,967.75 |
|
| S3 |
2,879.00 |
2,906.25 |
2,964.00 |
|
| S4 |
2,836.75 |
2,864.00 |
2,952.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,978.75 |
2,936.50 |
42.25 |
1.4% |
21.75 |
0.7% |
92% |
True |
False |
162,069 |
| 10 |
2,978.75 |
2,827.50 |
151.25 |
5.1% |
30.00 |
1.0% |
98% |
True |
False |
172,251 |
| 20 |
2,978.75 |
2,724.00 |
254.75 |
8.6% |
39.50 |
1.3% |
99% |
True |
False |
220,092 |
| 40 |
2,978.75 |
2,724.00 |
254.75 |
8.6% |
37.00 |
1.2% |
99% |
True |
False |
216,015 |
| 60 |
2,978.75 |
2,683.50 |
295.25 |
9.9% |
34.75 |
1.2% |
99% |
True |
False |
163,950 |
| 80 |
2,978.75 |
2,683.50 |
295.25 |
9.9% |
31.75 |
1.1% |
99% |
True |
False |
122,990 |
| 100 |
2,978.75 |
2,569.50 |
409.25 |
13.8% |
29.50 |
1.0% |
99% |
True |
False |
98,400 |
| 120 |
2,978.75 |
2,502.00 |
476.75 |
16.0% |
24.75 |
0.8% |
99% |
True |
False |
82,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,063.75 |
|
2.618 |
3,031.00 |
|
1.618 |
3,011.00 |
|
1.000 |
2,998.75 |
|
0.618 |
2,991.00 |
|
HIGH |
2,978.75 |
|
0.618 |
2,971.00 |
|
0.500 |
2,968.75 |
|
0.382 |
2,966.50 |
|
LOW |
2,958.75 |
|
0.618 |
2,946.50 |
|
1.000 |
2,938.75 |
|
1.618 |
2,926.50 |
|
2.618 |
2,906.50 |
|
4.250 |
2,873.75 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,973.25 |
2,970.50 |
| PP |
2,971.00 |
2,965.25 |
| S1 |
2,968.75 |
2,960.25 |
|