| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,981.25 |
2,995.75 |
14.50 |
0.5% |
2,936.75 |
| High |
3,005.00 |
3,007.50 |
2.50 |
0.1% |
2,978.75 |
| Low |
2,971.25 |
2,982.50 |
11.25 |
0.4% |
2,936.50 |
| Close |
2,995.25 |
3,001.00 |
5.75 |
0.2% |
2,975.50 |
| Range |
33.75 |
25.00 |
-8.75 |
-25.9% |
42.25 |
| ATR |
33.85 |
33.22 |
-0.63 |
-1.9% |
0.00 |
| Volume |
192,387 |
206,061 |
13,674 |
7.1% |
810,345 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,072.00 |
3,061.50 |
3,014.75 |
|
| R3 |
3,047.00 |
3,036.50 |
3,008.00 |
|
| R2 |
3,022.00 |
3,022.00 |
3,005.50 |
|
| R1 |
3,011.50 |
3,011.50 |
3,003.25 |
3,016.75 |
| PP |
2,997.00 |
2,997.00 |
2,997.00 |
2,999.50 |
| S1 |
2,986.50 |
2,986.50 |
2,998.75 |
2,991.75 |
| S2 |
2,972.00 |
2,972.00 |
2,996.50 |
|
| S3 |
2,947.00 |
2,961.50 |
2,994.00 |
|
| S4 |
2,922.00 |
2,936.50 |
2,987.25 |
|
|
| 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 |
3,007.50 |
2,950.00 |
57.50 |
1.9% |
26.75 |
0.9% |
89% |
True |
False |
182,966 |
| 10 |
3,007.50 |
2,867.25 |
140.25 |
4.7% |
28.50 |
0.9% |
95% |
True |
False |
176,335 |
| 20 |
3,007.50 |
2,724.00 |
283.50 |
9.4% |
33.75 |
1.1% |
98% |
True |
False |
201,037 |
| 40 |
3,007.50 |
2,724.00 |
283.50 |
9.4% |
36.25 |
1.2% |
98% |
True |
False |
212,679 |
| 60 |
3,007.50 |
2,683.50 |
324.00 |
10.8% |
35.25 |
1.2% |
98% |
True |
False |
173,279 |
| 80 |
3,007.50 |
2,683.50 |
324.00 |
10.8% |
32.25 |
1.1% |
98% |
True |
False |
129,997 |
| 100 |
3,007.50 |
2,569.50 |
438.00 |
14.6% |
30.25 |
1.0% |
99% |
True |
False |
104,005 |
| 120 |
3,007.50 |
2,569.50 |
438.00 |
14.6% |
25.50 |
0.8% |
99% |
True |
False |
86,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,113.75 |
|
2.618 |
3,073.00 |
|
1.618 |
3,048.00 |
|
1.000 |
3,032.50 |
|
0.618 |
3,023.00 |
|
HIGH |
3,007.50 |
|
0.618 |
2,998.00 |
|
0.500 |
2,995.00 |
|
0.382 |
2,992.00 |
|
LOW |
2,982.50 |
|
0.618 |
2,967.00 |
|
1.000 |
2,957.50 |
|
1.618 |
2,942.00 |
|
2.618 |
2,917.00 |
|
4.250 |
2,876.25 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,999.00 |
2,995.25 |
| PP |
2,997.00 |
2,989.75 |
| S1 |
2,995.00 |
2,984.00 |
|