| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
3,001.00 |
3,021.25 |
20.25 |
0.7% |
2,972.25 |
| High |
3,028.25 |
3,032.00 |
3.75 |
0.1% |
3,028.25 |
| Low |
2,998.00 |
3,010.00 |
12.00 |
0.4% |
2,960.50 |
| Close |
3,022.75 |
3,021.00 |
-1.75 |
-0.1% |
3,022.75 |
| Range |
30.25 |
22.00 |
-8.25 |
-27.3% |
67.75 |
| ATR |
32.33 |
31.59 |
-0.74 |
-2.3% |
0.00 |
| Volume |
188,115 |
193,256 |
5,141 |
2.7% |
952,413 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,087.00 |
3,076.00 |
3,033.00 |
|
| R3 |
3,065.00 |
3,054.00 |
3,027.00 |
|
| R2 |
3,043.00 |
3,043.00 |
3,025.00 |
|
| R1 |
3,032.00 |
3,032.00 |
3,023.00 |
3,026.50 |
| PP |
3,021.00 |
3,021.00 |
3,021.00 |
3,018.25 |
| S1 |
3,010.00 |
3,010.00 |
3,019.00 |
3,004.50 |
| S2 |
2,999.00 |
2,999.00 |
3,017.00 |
|
| S3 |
2,977.00 |
2,988.00 |
3,015.00 |
|
| S4 |
2,955.00 |
2,966.00 |
3,009.00 |
|
|
| 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 |
3,032.00 |
2,971.25 |
60.75 |
2.0% |
26.75 |
0.9% |
82% |
True |
False |
196,711 |
| 10 |
3,032.00 |
2,937.25 |
94.75 |
3.1% |
25.25 |
0.8% |
88% |
True |
False |
182,119 |
| 20 |
3,032.00 |
2,785.00 |
247.00 |
8.2% |
30.25 |
1.0% |
96% |
True |
False |
187,816 |
| 40 |
3,032.00 |
2,724.00 |
308.00 |
10.2% |
35.50 |
1.2% |
96% |
True |
False |
211,921 |
| 60 |
3,032.00 |
2,683.50 |
348.50 |
11.5% |
34.50 |
1.1% |
97% |
True |
False |
183,005 |
| 80 |
3,032.00 |
2,683.50 |
348.50 |
11.5% |
32.50 |
1.1% |
97% |
True |
False |
137,310 |
| 100 |
3,032.00 |
2,569.50 |
462.50 |
15.3% |
30.50 |
1.0% |
98% |
True |
False |
109,852 |
| 120 |
3,032.00 |
2,569.50 |
462.50 |
15.3% |
26.00 |
0.9% |
98% |
True |
False |
91,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,125.50 |
|
2.618 |
3,089.50 |
|
1.618 |
3,067.50 |
|
1.000 |
3,054.00 |
|
0.618 |
3,045.50 |
|
HIGH |
3,032.00 |
|
0.618 |
3,023.50 |
|
0.500 |
3,021.00 |
|
0.382 |
3,018.50 |
|
LOW |
3,010.00 |
|
0.618 |
2,996.50 |
|
1.000 |
2,988.00 |
|
1.618 |
2,974.50 |
|
2.618 |
2,952.50 |
|
4.250 |
2,916.50 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,021.00 |
3,018.75 |
| PP |
3,021.00 |
3,016.25 |
| S1 |
3,021.00 |
3,014.00 |
|