| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,457.5 |
1,447.7 |
-9.8 |
-0.7% |
1,470.0 |
| High |
1,461.2 |
1,448.3 |
-12.9 |
-0.9% |
1,478.4 |
| Low |
1,418.5 |
1,424.7 |
6.2 |
0.4% |
1,418.5 |
| Close |
1,436.6 |
1,434.3 |
-2.3 |
-0.2% |
1,436.6 |
| Range |
42.7 |
23.6 |
-19.1 |
-44.7% |
59.9 |
| ATR |
33.8 |
33.1 |
-0.7 |
-2.2% |
0.0 |
| Volume |
231,401 |
151,009 |
-80,392 |
-34.7% |
826,122 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,506.6 |
1,494.0 |
1,447.3 |
|
| R3 |
1,483.0 |
1,470.4 |
1,440.8 |
|
| R2 |
1,459.4 |
1,459.4 |
1,438.6 |
|
| R1 |
1,446.8 |
1,446.8 |
1,436.5 |
1,441.3 |
| PP |
1,435.8 |
1,435.8 |
1,435.8 |
1,433.0 |
| S1 |
1,423.2 |
1,423.2 |
1,432.1 |
1,417.7 |
| S2 |
1,412.2 |
1,412.2 |
1,430.0 |
|
| S3 |
1,388.6 |
1,399.6 |
1,427.8 |
|
| S4 |
1,365.0 |
1,376.0 |
1,421.3 |
|
|
| 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 |
1,476.0 |
1,418.5 |
57.5 |
4.0% |
29.8 |
2.1% |
27% |
False |
False |
179,267 |
| 10 |
1,487.2 |
1,418.5 |
68.7 |
4.8% |
27.7 |
1.9% |
23% |
False |
False |
162,929 |
| 20 |
1,487.2 |
1,321.5 |
165.7 |
11.6% |
33.9 |
2.4% |
68% |
False |
False |
193,017 |
| 40 |
1,618.3 |
1,321.5 |
296.8 |
20.7% |
31.8 |
2.2% |
38% |
False |
False |
175,329 |
| 60 |
1,637.3 |
1,321.5 |
315.8 |
22.0% |
28.3 |
2.0% |
36% |
False |
False |
121,333 |
| 80 |
1,700.0 |
1,321.5 |
378.5 |
26.4% |
25.3 |
1.8% |
30% |
False |
False |
92,461 |
| 100 |
1,708.2 |
1,321.5 |
386.7 |
27.0% |
24.3 |
1.7% |
29% |
False |
False |
74,612 |
| 120 |
1,759.5 |
1,321.5 |
438.0 |
30.5% |
22.9 |
1.6% |
26% |
False |
False |
62,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,548.6 |
|
2.618 |
1,510.1 |
|
1.618 |
1,486.5 |
|
1.000 |
1,471.9 |
|
0.618 |
1,462.9 |
|
HIGH |
1,448.3 |
|
0.618 |
1,439.3 |
|
0.500 |
1,436.5 |
|
0.382 |
1,433.7 |
|
LOW |
1,424.7 |
|
0.618 |
1,410.1 |
|
1.000 |
1,401.1 |
|
1.618 |
1,386.5 |
|
2.618 |
1,362.9 |
|
4.250 |
1,324.4 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,436.5 |
1,447.3 |
| PP |
1,435.8 |
1,442.9 |
| S1 |
1,435.0 |
1,438.6 |
|