| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,424.5 |
1,392.5 |
-32.0 |
-2.2% |
1,470.0 |
| High |
1,429.4 |
1,397.0 |
-32.4 |
-2.3% |
1,478.4 |
| Low |
1,386.4 |
1,368.0 |
-18.4 |
-1.3% |
1,418.5 |
| Close |
1,396.2 |
1,386.9 |
-9.3 |
-0.7% |
1,436.6 |
| Range |
43.0 |
29.0 |
-14.0 |
-32.6% |
59.9 |
| ATR |
33.3 |
33.0 |
-0.3 |
-0.9% |
0.0 |
| Volume |
229,796 |
222,528 |
-7,268 |
-3.2% |
826,122 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,471.0 |
1,457.9 |
1,402.9 |
|
| R3 |
1,442.0 |
1,428.9 |
1,394.9 |
|
| R2 |
1,413.0 |
1,413.0 |
1,392.2 |
|
| R1 |
1,399.9 |
1,399.9 |
1,389.6 |
1,392.0 |
| PP |
1,384.0 |
1,384.0 |
1,384.0 |
1,380.0 |
| S1 |
1,370.9 |
1,370.9 |
1,384.2 |
1,363.0 |
| S2 |
1,355.0 |
1,355.0 |
1,381.6 |
|
| S3 |
1,326.0 |
1,341.9 |
1,378.9 |
|
| S4 |
1,297.0 |
1,312.9 |
1,371.0 |
|
|
| 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 |
1,461.2 |
1,368.0 |
93.2 |
6.7% |
32.7 |
2.4% |
20% |
False |
True |
201,560 |
| 10 |
1,487.2 |
1,368.0 |
119.2 |
8.6% |
29.3 |
2.1% |
16% |
False |
True |
177,755 |
| 20 |
1,487.2 |
1,368.0 |
119.2 |
8.6% |
29.8 |
2.2% |
16% |
False |
True |
177,937 |
| 40 |
1,618.3 |
1,321.5 |
296.8 |
21.4% |
32.9 |
2.4% |
22% |
False |
False |
188,908 |
| 60 |
1,620.6 |
1,321.5 |
299.1 |
21.6% |
28.1 |
2.0% |
22% |
False |
False |
131,392 |
| 80 |
1,699.0 |
1,321.5 |
377.5 |
27.2% |
25.9 |
1.9% |
17% |
False |
False |
100,143 |
| 100 |
1,700.0 |
1,321.5 |
378.5 |
27.3% |
24.4 |
1.8% |
17% |
False |
False |
80,806 |
| 120 |
1,759.5 |
1,321.5 |
438.0 |
31.6% |
23.3 |
1.7% |
15% |
False |
False |
67,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,520.3 |
|
2.618 |
1,472.9 |
|
1.618 |
1,443.9 |
|
1.000 |
1,426.0 |
|
0.618 |
1,414.9 |
|
HIGH |
1,397.0 |
|
0.618 |
1,385.9 |
|
0.500 |
1,382.5 |
|
0.382 |
1,379.1 |
|
LOW |
1,368.0 |
|
0.618 |
1,350.1 |
|
1.000 |
1,339.0 |
|
1.618 |
1,321.1 |
|
2.618 |
1,292.1 |
|
4.250 |
1,244.8 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,385.4 |
1,406.5 |
| PP |
1,384.0 |
1,399.9 |
| S1 |
1,382.5 |
1,393.4 |
|