| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,995.75 |
3,004.25 |
8.50 |
0.3% |
2,936.75 |
| High |
3,007.50 |
3,019.00 |
11.50 |
0.4% |
2,978.75 |
| Low |
2,982.50 |
2,996.00 |
13.50 |
0.5% |
2,936.50 |
| Close |
3,001.00 |
2,998.25 |
-2.75 |
-0.1% |
2,975.50 |
| Range |
25.00 |
23.00 |
-2.00 |
-8.0% |
42.25 |
| ATR |
33.22 |
32.49 |
-0.73 |
-2.2% |
0.00 |
| Volume |
206,061 |
203,738 |
-2,323 |
-1.1% |
810,345 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,073.50 |
3,058.75 |
3,011.00 |
|
| R3 |
3,050.50 |
3,035.75 |
3,004.50 |
|
| R2 |
3,027.50 |
3,027.50 |
3,002.50 |
|
| R1 |
3,012.75 |
3,012.75 |
3,000.25 |
3,008.50 |
| PP |
3,004.50 |
3,004.50 |
3,004.50 |
3,002.25 |
| S1 |
2,989.75 |
2,989.75 |
2,996.25 |
2,985.50 |
| S2 |
2,981.50 |
2,981.50 |
2,994.00 |
|
| S3 |
2,958.50 |
2,966.75 |
2,992.00 |
|
| S4 |
2,935.50 |
2,943.75 |
2,985.50 |
|
|
| 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 |
3,019.00 |
2,958.75 |
60.25 |
2.0% |
25.75 |
0.9% |
66% |
True |
False |
186,710 |
| 10 |
3,019.00 |
2,900.25 |
118.75 |
4.0% |
26.50 |
0.9% |
83% |
True |
False |
176,772 |
| 20 |
3,019.00 |
2,736.75 |
282.25 |
9.4% |
31.75 |
1.1% |
93% |
True |
False |
193,959 |
| 40 |
3,019.00 |
2,724.00 |
295.00 |
9.8% |
36.00 |
1.2% |
93% |
True |
False |
212,428 |
| 60 |
3,019.00 |
2,683.50 |
335.50 |
11.2% |
34.75 |
1.2% |
94% |
True |
False |
176,673 |
| 80 |
3,019.00 |
2,683.50 |
335.50 |
11.2% |
32.25 |
1.1% |
94% |
True |
False |
132,543 |
| 100 |
3,019.00 |
2,569.50 |
449.50 |
15.0% |
30.25 |
1.0% |
95% |
True |
False |
106,039 |
| 120 |
3,019.00 |
2,569.50 |
449.50 |
15.0% |
25.50 |
0.9% |
95% |
True |
False |
88,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,116.75 |
|
2.618 |
3,079.25 |
|
1.618 |
3,056.25 |
|
1.000 |
3,042.00 |
|
0.618 |
3,033.25 |
|
HIGH |
3,019.00 |
|
0.618 |
3,010.25 |
|
0.500 |
3,007.50 |
|
0.382 |
3,004.75 |
|
LOW |
2,996.00 |
|
0.618 |
2,981.75 |
|
1.000 |
2,973.00 |
|
1.618 |
2,958.75 |
|
2.618 |
2,935.75 |
|
4.250 |
2,898.25 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,007.50 |
2,997.25 |
| PP |
3,004.50 |
2,996.25 |
| S1 |
3,001.25 |
2,995.00 |
|