| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,961.25 |
2,972.25 |
11.00 |
0.4% |
2,936.75 |
| High |
2,978.75 |
2,987.50 |
8.75 |
0.3% |
2,978.75 |
| Low |
2,958.75 |
2,960.50 |
1.75 |
0.1% |
2,936.50 |
| Close |
2,975.50 |
2,981.00 |
5.50 |
0.2% |
2,975.50 |
| Range |
20.00 |
27.00 |
7.00 |
35.0% |
42.25 |
| ATR |
34.39 |
33.86 |
-0.53 |
-1.5% |
0.00 |
| Volume |
169,255 |
162,112 |
-7,143 |
-4.2% |
810,345 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,057.25 |
3,046.25 |
2,995.75 |
|
| R3 |
3,030.25 |
3,019.25 |
2,988.50 |
|
| R2 |
3,003.25 |
3,003.25 |
2,986.00 |
|
| R1 |
2,992.25 |
2,992.25 |
2,983.50 |
2,997.75 |
| PP |
2,976.25 |
2,976.25 |
2,976.25 |
2,979.00 |
| S1 |
2,965.25 |
2,965.25 |
2,978.50 |
2,970.75 |
| S2 |
2,949.25 |
2,949.25 |
2,976.00 |
|
| S3 |
2,922.25 |
2,938.25 |
2,973.50 |
|
| S4 |
2,895.25 |
2,911.25 |
2,966.25 |
|
|
| 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 |
2,987.50 |
2,937.25 |
50.25 |
1.7% |
23.50 |
0.8% |
87% |
True |
False |
167,526 |
| 10 |
2,987.50 |
2,853.25 |
134.25 |
4.5% |
28.25 |
0.9% |
95% |
True |
False |
170,940 |
| 20 |
2,987.50 |
2,724.00 |
263.50 |
8.8% |
37.00 |
1.2% |
98% |
True |
False |
211,876 |
| 40 |
2,987.50 |
2,724.00 |
263.50 |
8.8% |
37.00 |
1.2% |
98% |
True |
False |
216,277 |
| 60 |
2,987.50 |
2,683.50 |
304.00 |
10.2% |
35.00 |
1.2% |
98% |
True |
False |
166,641 |
| 80 |
2,987.50 |
2,683.50 |
304.00 |
10.2% |
31.75 |
1.1% |
98% |
True |
False |
125,016 |
| 100 |
2,987.50 |
2,569.50 |
418.00 |
14.0% |
29.75 |
1.0% |
98% |
True |
False |
100,021 |
| 120 |
2,987.50 |
2,569.50 |
418.00 |
14.0% |
25.00 |
0.8% |
98% |
True |
False |
83,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,102.25 |
|
2.618 |
3,058.25 |
|
1.618 |
3,031.25 |
|
1.000 |
3,014.50 |
|
0.618 |
3,004.25 |
|
HIGH |
2,987.50 |
|
0.618 |
2,977.25 |
|
0.500 |
2,974.00 |
|
0.382 |
2,970.75 |
|
LOW |
2,960.50 |
|
0.618 |
2,943.75 |
|
1.000 |
2,933.50 |
|
1.618 |
2,916.75 |
|
2.618 |
2,889.75 |
|
4.250 |
2,845.75 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,978.75 |
2,977.00 |
| PP |
2,976.25 |
2,972.75 |
| S1 |
2,974.00 |
2,968.75 |
|