| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,473.0 |
1,457.5 |
-15.5 |
-1.1% |
1,470.0 |
| High |
1,476.0 |
1,461.2 |
-14.8 |
-1.0% |
1,478.4 |
| Low |
1,452.1 |
1,418.5 |
-33.6 |
-2.3% |
1,418.5 |
| Close |
1,468.6 |
1,436.6 |
-32.0 |
-2.2% |
1,436.6 |
| Range |
23.9 |
42.7 |
18.8 |
78.7% |
59.9 |
| ATR |
32.6 |
33.8 |
1.3 |
3.8% |
0.0 |
| Volume |
162,465 |
231,401 |
68,936 |
42.4% |
826,122 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,566.9 |
1,544.4 |
1,460.1 |
|
| R3 |
1,524.2 |
1,501.7 |
1,448.3 |
|
| R2 |
1,481.5 |
1,481.5 |
1,444.4 |
|
| R1 |
1,459.0 |
1,459.0 |
1,440.5 |
1,448.9 |
| PP |
1,438.8 |
1,438.8 |
1,438.8 |
1,433.7 |
| S1 |
1,416.3 |
1,416.3 |
1,432.7 |
1,406.2 |
| S2 |
1,396.1 |
1,396.1 |
1,428.8 |
|
| S3 |
1,353.4 |
1,373.6 |
1,424.9 |
|
| S4 |
1,310.7 |
1,330.9 |
1,413.1 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,624.2 |
1,590.3 |
1,469.5 |
|
| R3 |
1,564.3 |
1,530.4 |
1,453.1 |
|
| R2 |
1,504.4 |
1,504.4 |
1,447.6 |
|
| R1 |
1,470.5 |
1,470.5 |
1,442.1 |
1,457.5 |
| PP |
1,444.5 |
1,444.5 |
1,444.5 |
1,438.0 |
| S1 |
1,410.6 |
1,410.6 |
1,431.1 |
1,397.6 |
| S2 |
1,384.6 |
1,384.6 |
1,425.6 |
|
| S3 |
1,324.7 |
1,350.7 |
1,420.1 |
|
| S4 |
1,264.8 |
1,290.8 |
1,403.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,478.4 |
1,418.5 |
59.9 |
4.2% |
28.0 |
1.9% |
30% |
False |
True |
165,224 |
| 10 |
1,487.2 |
1,418.5 |
68.7 |
4.8% |
27.0 |
1.9% |
26% |
False |
True |
160,078 |
| 20 |
1,495.0 |
1,321.5 |
173.5 |
12.1% |
40.7 |
2.8% |
66% |
False |
False |
220,484 |
| 40 |
1,618.3 |
1,321.5 |
296.8 |
20.7% |
31.4 |
2.2% |
39% |
False |
False |
171,746 |
| 60 |
1,651.6 |
1,321.5 |
330.1 |
23.0% |
28.2 |
2.0% |
35% |
False |
False |
118,981 |
| 80 |
1,700.0 |
1,321.5 |
378.5 |
26.3% |
25.1 |
1.7% |
30% |
False |
False |
90,629 |
| 100 |
1,708.2 |
1,321.5 |
386.7 |
26.9% |
24.2 |
1.7% |
30% |
False |
False |
73,148 |
| 120 |
1,759.5 |
1,321.5 |
438.0 |
30.5% |
22.7 |
1.6% |
26% |
False |
False |
61,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,642.7 |
|
2.618 |
1,573.0 |
|
1.618 |
1,530.3 |
|
1.000 |
1,503.9 |
|
0.618 |
1,487.6 |
|
HIGH |
1,461.2 |
|
0.618 |
1,444.9 |
|
0.500 |
1,439.9 |
|
0.382 |
1,434.8 |
|
LOW |
1,418.5 |
|
0.618 |
1,392.1 |
|
1.000 |
1,375.8 |
|
1.618 |
1,349.4 |
|
2.618 |
1,306.7 |
|
4.250 |
1,237.0 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,439.9 |
1,447.3 |
| PP |
1,438.8 |
1,443.7 |
| S1 |
1,437.7 |
1,440.2 |
|