| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,972.25 |
2,981.25 |
9.00 |
0.3% |
2,936.75 |
| High |
2,987.50 |
3,005.00 |
17.50 |
0.6% |
2,978.75 |
| Low |
2,960.50 |
2,971.25 |
10.75 |
0.4% |
2,936.50 |
| Close |
2,981.00 |
2,995.25 |
14.25 |
0.5% |
2,975.50 |
| Range |
27.00 |
33.75 |
6.75 |
25.0% |
42.25 |
| ATR |
33.86 |
33.85 |
-0.01 |
0.0% |
0.00 |
| Volume |
162,112 |
192,387 |
30,275 |
18.7% |
810,345 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,091.75 |
3,077.25 |
3,013.75 |
|
| R3 |
3,058.00 |
3,043.50 |
3,004.50 |
|
| R2 |
3,024.25 |
3,024.25 |
3,001.50 |
|
| R1 |
3,009.75 |
3,009.75 |
2,998.25 |
3,017.00 |
| PP |
2,990.50 |
2,990.50 |
2,990.50 |
2,994.00 |
| S1 |
2,976.00 |
2,976.00 |
2,992.25 |
2,983.25 |
| S2 |
2,956.75 |
2,956.75 |
2,989.00 |
|
| S3 |
2,923.00 |
2,942.25 |
2,986.00 |
|
| S4 |
2,889.25 |
2,908.50 |
2,976.75 |
|
|
| 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 |
3,005.00 |
2,941.75 |
63.25 |
2.1% |
26.50 |
0.9% |
85% |
True |
False |
170,687 |
| 10 |
3,005.00 |
2,862.25 |
142.75 |
4.8% |
28.50 |
1.0% |
93% |
True |
False |
171,137 |
| 20 |
3,005.00 |
2,724.00 |
281.00 |
9.4% |
36.25 |
1.2% |
97% |
True |
False |
209,662 |
| 40 |
3,005.00 |
2,724.00 |
281.00 |
9.4% |
36.75 |
1.2% |
97% |
True |
False |
214,549 |
| 60 |
3,005.00 |
2,683.50 |
321.50 |
10.7% |
35.25 |
1.2% |
97% |
True |
False |
169,847 |
| 80 |
3,005.00 |
2,683.50 |
321.50 |
10.7% |
32.00 |
1.1% |
97% |
True |
False |
127,421 |
| 100 |
3,005.00 |
2,569.50 |
435.50 |
14.5% |
30.00 |
1.0% |
98% |
True |
False |
101,944 |
| 120 |
3,005.00 |
2,569.50 |
435.50 |
14.5% |
25.25 |
0.8% |
98% |
True |
False |
84,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,148.50 |
|
2.618 |
3,093.25 |
|
1.618 |
3,059.50 |
|
1.000 |
3,038.75 |
|
0.618 |
3,025.75 |
|
HIGH |
3,005.00 |
|
0.618 |
2,992.00 |
|
0.500 |
2,988.00 |
|
0.382 |
2,984.25 |
|
LOW |
2,971.25 |
|
0.618 |
2,950.50 |
|
1.000 |
2,937.50 |
|
1.618 |
2,916.75 |
|
2.618 |
2,883.00 |
|
4.250 |
2,827.75 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,993.00 |
2,990.75 |
| PP |
2,990.50 |
2,986.25 |
| S1 |
2,988.00 |
2,982.00 |
|