| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,451.6 |
1,473.0 |
21.4 |
1.5% |
1,466.2 |
| High |
1,475.8 |
1,476.0 |
0.2 |
0.0% |
1,487.2 |
| Low |
1,446.7 |
1,452.1 |
5.4 |
0.4% |
1,439.7 |
| Close |
1,473.7 |
1,468.6 |
-5.1 |
-0.3% |
1,464.2 |
| Range |
29.1 |
23.9 |
-5.2 |
-17.9% |
47.5 |
| ATR |
33.3 |
32.6 |
-0.7 |
-2.0% |
0.0 |
| Volume |
158,956 |
162,465 |
3,509 |
2.2% |
774,667 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,537.3 |
1,526.8 |
1,481.7 |
|
| R3 |
1,513.4 |
1,502.9 |
1,475.2 |
|
| R2 |
1,489.5 |
1,489.5 |
1,473.0 |
|
| R1 |
1,479.0 |
1,479.0 |
1,470.8 |
1,472.3 |
| PP |
1,465.6 |
1,465.6 |
1,465.6 |
1,462.2 |
| S1 |
1,455.1 |
1,455.1 |
1,466.4 |
1,448.4 |
| S2 |
1,441.7 |
1,441.7 |
1,464.2 |
|
| S3 |
1,417.8 |
1,431.2 |
1,462.0 |
|
| S4 |
1,393.9 |
1,407.3 |
1,455.5 |
|
|
| 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% |
25.8 |
1.8% |
60% |
False |
False |
153,950 |
| 10 |
1,487.2 |
1,439.7 |
47.5 |
3.2% |
26.5 |
1.8% |
61% |
False |
False |
160,904 |
| 20 |
1,564.2 |
1,321.5 |
242.7 |
16.5% |
43.0 |
2.9% |
61% |
False |
False |
227,631 |
| 40 |
1,618.3 |
1,321.5 |
296.8 |
20.2% |
30.8 |
2.1% |
50% |
False |
False |
166,431 |
| 60 |
1,655.8 |
1,321.5 |
334.3 |
22.8% |
27.7 |
1.9% |
44% |
False |
False |
115,194 |
| 80 |
1,700.0 |
1,321.5 |
378.5 |
25.8% |
24.8 |
1.7% |
39% |
False |
False |
87,785 |
| 100 |
1,708.2 |
1,321.5 |
386.7 |
26.3% |
23.8 |
1.6% |
38% |
False |
False |
70,871 |
| 120 |
1,759.5 |
1,321.5 |
438.0 |
29.8% |
22.6 |
1.5% |
34% |
False |
False |
59,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,577.6 |
|
2.618 |
1,538.6 |
|
1.618 |
1,514.7 |
|
1.000 |
1,499.9 |
|
0.618 |
1,490.8 |
|
HIGH |
1,476.0 |
|
0.618 |
1,466.9 |
|
0.500 |
1,464.1 |
|
0.382 |
1,461.2 |
|
LOW |
1,452.1 |
|
0.618 |
1,437.3 |
|
1.000 |
1,428.2 |
|
1.618 |
1,413.4 |
|
2.618 |
1,389.5 |
|
4.250 |
1,350.5 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,467.1 |
1,465.1 |
| PP |
1,465.6 |
1,461.7 |
| S1 |
1,464.1 |
1,458.2 |
|