| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
3,021.75 |
3,006.25 |
-15.50 |
-0.5% |
2,972.25 |
| High |
3,053.50 |
3,008.50 |
-45.00 |
-1.5% |
3,028.25 |
| Low |
2,983.75 |
2,961.25 |
-22.50 |
-0.8% |
2,960.50 |
| Close |
3,001.00 |
2,992.25 |
-8.75 |
-0.3% |
3,022.75 |
| Range |
69.75 |
47.25 |
-22.50 |
-32.3% |
67.75 |
| ATR |
34.00 |
34.94 |
0.95 |
2.8% |
0.00 |
| Volume |
363,785 |
313,279 |
-50,506 |
-13.9% |
952,413 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,129.00 |
3,108.00 |
3,018.25 |
|
| R3 |
3,081.75 |
3,060.75 |
3,005.25 |
|
| R2 |
3,034.50 |
3,034.50 |
3,001.00 |
|
| R1 |
3,013.50 |
3,013.50 |
2,996.50 |
3,000.50 |
| PP |
2,987.25 |
2,987.25 |
2,987.25 |
2,980.75 |
| S1 |
2,966.25 |
2,966.25 |
2,988.00 |
2,953.00 |
| S2 |
2,940.00 |
2,940.00 |
2,983.50 |
|
| S3 |
2,892.75 |
2,919.00 |
2,979.25 |
|
| S4 |
2,845.50 |
2,871.75 |
2,966.25 |
|
|
| 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 |
2,961.25 |
92.25 |
3.1% |
39.25 |
1.3% |
34% |
False |
True |
248,727 |
| 10 |
3,053.50 |
2,958.75 |
94.75 |
3.2% |
32.50 |
1.1% |
35% |
False |
False |
217,719 |
| 20 |
3,053.50 |
2,822.25 |
231.25 |
7.7% |
31.25 |
1.0% |
74% |
False |
False |
194,777 |
| 40 |
3,053.50 |
2,724.00 |
329.50 |
11.0% |
37.00 |
1.2% |
81% |
False |
False |
218,378 |
| 60 |
3,053.50 |
2,707.50 |
346.00 |
11.6% |
34.50 |
1.1% |
82% |
False |
False |
197,280 |
| 80 |
3,053.50 |
2,683.50 |
370.00 |
12.4% |
33.25 |
1.1% |
83% |
False |
False |
148,088 |
| 100 |
3,053.50 |
2,569.50 |
484.00 |
16.2% |
30.75 |
1.0% |
87% |
False |
False |
118,473 |
| 120 |
3,053.50 |
2,569.50 |
484.00 |
16.2% |
27.25 |
0.9% |
87% |
False |
False |
98,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,209.25 |
|
2.618 |
3,132.25 |
|
1.618 |
3,085.00 |
|
1.000 |
3,055.75 |
|
0.618 |
3,037.75 |
|
HIGH |
3,008.50 |
|
0.618 |
2,990.50 |
|
0.500 |
2,985.00 |
|
0.382 |
2,979.25 |
|
LOW |
2,961.25 |
|
0.618 |
2,932.00 |
|
1.000 |
2,914.00 |
|
1.618 |
2,884.75 |
|
2.618 |
2,837.50 |
|
4.250 |
2,760.50 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,989.75 |
3,007.50 |
| PP |
2,987.25 |
3,002.25 |
| S1 |
2,985.00 |
2,997.25 |
|