| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
3,019.50 |
3,021.75 |
2.25 |
0.1% |
2,972.25 |
| High |
3,036.75 |
3,053.50 |
16.75 |
0.6% |
3,028.25 |
| Low |
3,010.00 |
2,983.75 |
-26.25 |
-0.9% |
2,960.50 |
| Close |
3,021.50 |
3,001.00 |
-20.50 |
-0.7% |
3,022.75 |
| Range |
26.75 |
69.75 |
43.00 |
160.7% |
67.75 |
| ATR |
31.24 |
34.00 |
2.75 |
8.8% |
0.00 |
| Volume |
185,202 |
363,785 |
178,583 |
96.4% |
952,413 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,222.00 |
3,181.25 |
3,039.25 |
|
| R3 |
3,152.25 |
3,111.50 |
3,020.25 |
|
| R2 |
3,082.50 |
3,082.50 |
3,013.75 |
|
| R1 |
3,041.75 |
3,041.75 |
3,007.50 |
3,027.25 |
| PP |
3,012.75 |
3,012.75 |
3,012.75 |
3,005.50 |
| S1 |
2,972.00 |
2,972.00 |
2,994.50 |
2,957.50 |
| S2 |
2,943.00 |
2,943.00 |
2,988.25 |
|
| S3 |
2,873.25 |
2,902.25 |
2,981.75 |
|
| S4 |
2,803.50 |
2,832.50 |
2,962.75 |
|
|
| 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 |
3,053.50 |
2,983.75 |
69.75 |
2.3% |
34.25 |
1.1% |
25% |
True |
True |
226,819 |
| 10 |
3,053.50 |
2,950.00 |
103.50 |
3.4% |
30.50 |
1.0% |
49% |
True |
False |
204,892 |
| 20 |
3,053.50 |
2,814.00 |
239.50 |
8.0% |
31.00 |
1.0% |
78% |
True |
False |
188,945 |
| 40 |
3,053.50 |
2,724.00 |
329.50 |
11.0% |
36.50 |
1.2% |
84% |
True |
False |
215,189 |
| 60 |
3,053.50 |
2,698.50 |
355.00 |
11.8% |
34.50 |
1.1% |
85% |
True |
False |
192,100 |
| 80 |
3,053.50 |
2,683.50 |
370.00 |
12.3% |
33.00 |
1.1% |
86% |
True |
False |
144,172 |
| 100 |
3,053.50 |
2,569.50 |
484.00 |
16.1% |
30.75 |
1.0% |
89% |
True |
False |
115,341 |
| 120 |
3,053.50 |
2,569.50 |
484.00 |
16.1% |
26.75 |
0.9% |
89% |
True |
False |
96,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,350.00 |
|
2.618 |
3,236.00 |
|
1.618 |
3,166.25 |
|
1.000 |
3,123.25 |
|
0.618 |
3,096.50 |
|
HIGH |
3,053.50 |
|
0.618 |
3,026.75 |
|
0.500 |
3,018.50 |
|
0.382 |
3,010.50 |
|
LOW |
2,983.75 |
|
0.618 |
2,940.75 |
|
1.000 |
2,914.00 |
|
1.618 |
2,871.00 |
|
2.618 |
2,801.25 |
|
4.250 |
2,687.25 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,018.50 |
3,018.50 |
| PP |
3,012.75 |
3,012.75 |
| S1 |
3,007.00 |
3,007.00 |
|