| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,469.1 |
1,451.6 |
-17.5 |
-1.2% |
1,466.2 |
| High |
1,470.0 |
1,475.8 |
5.8 |
0.4% |
1,487.2 |
| Low |
1,440.4 |
1,446.7 |
6.3 |
0.4% |
1,439.7 |
| Close |
1,448.8 |
1,473.7 |
24.9 |
1.7% |
1,464.2 |
| Range |
29.6 |
29.1 |
-0.5 |
-1.7% |
47.5 |
| ATR |
33.6 |
33.3 |
-0.3 |
-1.0% |
0.0 |
| Volume |
192,504 |
158,956 |
-33,548 |
-17.4% |
774,667 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,552.7 |
1,542.3 |
1,489.7 |
|
| R3 |
1,523.6 |
1,513.2 |
1,481.7 |
|
| R2 |
1,494.5 |
1,494.5 |
1,479.0 |
|
| R1 |
1,484.1 |
1,484.1 |
1,476.4 |
1,489.3 |
| PP |
1,465.4 |
1,465.4 |
1,465.4 |
1,468.0 |
| S1 |
1,455.0 |
1,455.0 |
1,471.0 |
1,460.2 |
| S2 |
1,436.3 |
1,436.3 |
1,468.4 |
|
| S3 |
1,407.2 |
1,425.9 |
1,465.7 |
|
| S4 |
1,378.1 |
1,396.8 |
1,457.7 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,606.2 |
1,582.7 |
1,490.3 |
|
| R3 |
1,558.7 |
1,535.2 |
1,477.3 |
|
| R2 |
1,511.2 |
1,511.2 |
1,472.9 |
|
| R1 |
1,487.7 |
1,487.7 |
1,468.6 |
1,475.7 |
| PP |
1,463.7 |
1,463.7 |
1,463.7 |
1,457.7 |
| S1 |
1,440.2 |
1,440.2 |
1,459.8 |
1,428.2 |
| S2 |
1,416.2 |
1,416.2 |
1,455.5 |
|
| S3 |
1,368.7 |
1,392.7 |
1,451.1 |
|
| S4 |
1,321.2 |
1,345.2 |
1,438.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,487.2 |
1,440.4 |
46.8 |
3.2% |
26.1 |
1.8% |
71% |
False |
False |
152,024 |
| 10 |
1,487.2 |
1,426.3 |
60.9 |
4.1% |
28.4 |
1.9% |
78% |
False |
False |
164,390 |
| 20 |
1,568.1 |
1,321.5 |
246.6 |
16.7% |
42.6 |
2.9% |
62% |
False |
False |
226,396 |
| 40 |
1,618.3 |
1,321.5 |
296.8 |
20.1% |
30.5 |
2.1% |
51% |
False |
False |
162,738 |
| 60 |
1,655.8 |
1,321.5 |
334.3 |
22.7% |
27.5 |
1.9% |
46% |
False |
False |
112,830 |
| 80 |
1,700.0 |
1,321.5 |
378.5 |
25.7% |
24.6 |
1.7% |
40% |
False |
False |
85,811 |
| 100 |
1,715.6 |
1,321.5 |
394.1 |
26.7% |
23.8 |
1.6% |
39% |
False |
False |
69,254 |
| 120 |
1,759.5 |
1,321.5 |
438.0 |
29.7% |
22.4 |
1.5% |
35% |
False |
False |
58,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,599.5 |
|
2.618 |
1,552.0 |
|
1.618 |
1,522.9 |
|
1.000 |
1,504.9 |
|
0.618 |
1,493.8 |
|
HIGH |
1,475.8 |
|
0.618 |
1,464.7 |
|
0.500 |
1,461.3 |
|
0.382 |
1,457.8 |
|
LOW |
1,446.7 |
|
0.618 |
1,428.7 |
|
1.000 |
1,417.6 |
|
1.618 |
1,399.6 |
|
2.618 |
1,370.5 |
|
4.250 |
1,323.0 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,469.6 |
1,468.9 |
| PP |
1,465.4 |
1,464.2 |
| S1 |
1,461.3 |
1,459.4 |
|