| Trading Metrics calculated at close of trading on 17-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
3,004.25 |
3,001.00 |
-3.25 |
-0.1% |
2,972.25 |
| High |
3,019.00 |
3,028.25 |
9.25 |
0.3% |
3,028.25 |
| Low |
2,996.00 |
2,998.00 |
2.00 |
0.1% |
2,960.50 |
| Close |
2,998.25 |
3,022.75 |
24.50 |
0.8% |
3,022.75 |
| Range |
23.00 |
30.25 |
7.25 |
31.5% |
67.75 |
| ATR |
32.49 |
32.33 |
-0.16 |
-0.5% |
0.00 |
| Volume |
203,738 |
188,115 |
-15,623 |
-7.7% |
952,413 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,107.00 |
3,095.25 |
3,039.50 |
|
| R3 |
3,076.75 |
3,065.00 |
3,031.00 |
|
| R2 |
3,046.50 |
3,046.50 |
3,028.25 |
|
| R1 |
3,034.75 |
3,034.75 |
3,025.50 |
3,040.50 |
| PP |
3,016.25 |
3,016.25 |
3,016.25 |
3,019.25 |
| S1 |
3,004.50 |
3,004.50 |
3,020.00 |
3,010.50 |
| S2 |
2,986.00 |
2,986.00 |
3,017.25 |
|
| S3 |
2,955.75 |
2,974.25 |
3,014.50 |
|
| S4 |
2,925.50 |
2,944.00 |
3,006.00 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,207.00 |
3,182.75 |
3,060.00 |
|
| R3 |
3,139.25 |
3,115.00 |
3,041.50 |
|
| R2 |
3,071.50 |
3,071.50 |
3,035.25 |
|
| R1 |
3,047.25 |
3,047.25 |
3,029.00 |
3,059.50 |
| PP |
3,003.75 |
3,003.75 |
3,003.75 |
3,010.00 |
| S1 |
2,979.50 |
2,979.50 |
3,016.50 |
2,991.50 |
| S2 |
2,936.00 |
2,936.00 |
3,010.25 |
|
| S3 |
2,868.25 |
2,911.75 |
3,004.00 |
|
| S4 |
2,800.50 |
2,844.00 |
2,985.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,028.25 |
2,960.50 |
67.75 |
2.2% |
27.75 |
0.9% |
92% |
True |
False |
190,482 |
| 10 |
3,028.25 |
2,936.50 |
91.75 |
3.0% |
24.75 |
0.8% |
94% |
True |
False |
176,275 |
| 20 |
3,028.25 |
2,770.75 |
257.50 |
8.5% |
31.25 |
1.0% |
98% |
True |
False |
189,673 |
| 40 |
3,028.25 |
2,724.00 |
304.25 |
10.1% |
36.00 |
1.2% |
98% |
True |
False |
211,599 |
| 60 |
3,028.25 |
2,683.50 |
344.75 |
11.4% |
34.50 |
1.1% |
98% |
True |
False |
179,801 |
| 80 |
3,028.25 |
2,683.50 |
344.75 |
11.4% |
32.50 |
1.1% |
98% |
True |
False |
134,895 |
| 100 |
3,028.25 |
2,569.50 |
458.75 |
15.2% |
30.25 |
1.0% |
99% |
True |
False |
107,920 |
| 120 |
3,028.25 |
2,569.50 |
458.75 |
15.2% |
25.75 |
0.9% |
99% |
True |
False |
89,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,156.75 |
|
2.618 |
3,107.50 |
|
1.618 |
3,077.25 |
|
1.000 |
3,058.50 |
|
0.618 |
3,047.00 |
|
HIGH |
3,028.25 |
|
0.618 |
3,016.75 |
|
0.500 |
3,013.00 |
|
0.382 |
3,009.50 |
|
LOW |
2,998.00 |
|
0.618 |
2,979.25 |
|
1.000 |
2,967.75 |
|
1.618 |
2,949.00 |
|
2.618 |
2,918.75 |
|
4.250 |
2,869.50 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,019.50 |
3,017.00 |
| PP |
3,016.25 |
3,011.25 |
| S1 |
3,013.00 |
3,005.50 |
|