| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
3,021.25 |
3,019.50 |
-1.75 |
-0.1% |
2,972.25 |
| High |
3,032.00 |
3,036.75 |
4.75 |
0.2% |
3,028.25 |
| Low |
3,010.00 |
3,010.00 |
0.00 |
0.0% |
2,960.50 |
| Close |
3,021.00 |
3,021.50 |
0.50 |
0.0% |
3,022.75 |
| Range |
22.00 |
26.75 |
4.75 |
21.6% |
67.75 |
| ATR |
31.59 |
31.24 |
-0.35 |
-1.1% |
0.00 |
| Volume |
193,256 |
185,202 |
-8,054 |
-4.2% |
952,413 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,103.00 |
3,089.00 |
3,036.25 |
|
| R3 |
3,076.25 |
3,062.25 |
3,028.75 |
|
| R2 |
3,049.50 |
3,049.50 |
3,026.50 |
|
| R1 |
3,035.50 |
3,035.50 |
3,024.00 |
3,042.50 |
| PP |
3,022.75 |
3,022.75 |
3,022.75 |
3,026.25 |
| S1 |
3,008.75 |
3,008.75 |
3,019.00 |
3,015.75 |
| S2 |
2,996.00 |
2,996.00 |
3,016.50 |
|
| S3 |
2,969.25 |
2,982.00 |
3,014.25 |
|
| S4 |
2,942.50 |
2,955.25 |
3,006.75 |
|
|
| 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 |
3,036.75 |
2,982.50 |
54.25 |
1.8% |
25.50 |
0.8% |
72% |
True |
False |
195,274 |
| 10 |
3,036.75 |
2,941.75 |
95.00 |
3.1% |
26.00 |
0.9% |
84% |
True |
False |
182,980 |
| 20 |
3,036.75 |
2,814.00 |
222.75 |
7.4% |
28.50 |
0.9% |
93% |
True |
False |
183,610 |
| 40 |
3,036.75 |
2,724.00 |
312.75 |
10.4% |
35.25 |
1.2% |
95% |
True |
False |
210,316 |
| 60 |
3,036.75 |
2,683.50 |
353.25 |
11.7% |
33.75 |
1.1% |
96% |
True |
False |
186,072 |
| 80 |
3,036.75 |
2,683.50 |
353.25 |
11.7% |
32.50 |
1.1% |
96% |
True |
False |
139,625 |
| 100 |
3,036.75 |
2,569.50 |
467.25 |
15.5% |
30.50 |
1.0% |
97% |
True |
False |
111,703 |
| 120 |
3,036.75 |
2,569.50 |
467.25 |
15.5% |
26.25 |
0.9% |
97% |
True |
False |
93,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,150.50 |
|
2.618 |
3,106.75 |
|
1.618 |
3,080.00 |
|
1.000 |
3,063.50 |
|
0.618 |
3,053.25 |
|
HIGH |
3,036.75 |
|
0.618 |
3,026.50 |
|
0.500 |
3,023.50 |
|
0.382 |
3,020.25 |
|
LOW |
3,010.00 |
|
0.618 |
2,993.50 |
|
1.000 |
2,983.25 |
|
1.618 |
2,966.75 |
|
2.618 |
2,940.00 |
|
4.250 |
2,896.25 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,023.50 |
3,020.00 |
| PP |
3,022.75 |
3,018.75 |
| S1 |
3,022.00 |
3,017.50 |
|