| Trading Metrics calculated at close of trading on 17-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,392.5 |
1,385.2 |
-7.3 |
-0.5% |
1,447.7 |
| High |
1,397.0 |
1,391.3 |
-5.7 |
-0.4% |
1,448.3 |
| Low |
1,368.0 |
1,353.6 |
-14.4 |
-1.1% |
1,353.6 |
| Close |
1,386.9 |
1,364.7 |
-22.2 |
-1.6% |
1,364.7 |
| Range |
29.0 |
37.7 |
8.7 |
30.0% |
94.7 |
| ATR |
33.0 |
33.3 |
0.3 |
1.0% |
0.0 |
| Volume |
222,528 |
229,036 |
6,508 |
2.9% |
1,005,435 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,483.0 |
1,461.5 |
1,385.4 |
|
| R3 |
1,445.3 |
1,423.8 |
1,375.1 |
|
| R2 |
1,407.6 |
1,407.6 |
1,371.6 |
|
| R1 |
1,386.1 |
1,386.1 |
1,368.2 |
1,378.0 |
| PP |
1,369.9 |
1,369.9 |
1,369.9 |
1,365.8 |
| S1 |
1,348.4 |
1,348.4 |
1,361.2 |
1,340.3 |
| S2 |
1,332.2 |
1,332.2 |
1,357.8 |
|
| S3 |
1,294.5 |
1,310.7 |
1,354.3 |
|
| S4 |
1,256.8 |
1,273.0 |
1,344.0 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,673.0 |
1,613.5 |
1,416.8 |
|
| R3 |
1,578.3 |
1,518.8 |
1,390.7 |
|
| R2 |
1,483.6 |
1,483.6 |
1,382.1 |
|
| R1 |
1,424.1 |
1,424.1 |
1,373.4 |
1,406.5 |
| PP |
1,388.9 |
1,388.9 |
1,388.9 |
1,380.1 |
| S1 |
1,329.4 |
1,329.4 |
1,356.0 |
1,311.8 |
| S2 |
1,294.2 |
1,294.2 |
1,347.3 |
|
| S3 |
1,199.5 |
1,234.7 |
1,338.7 |
|
| S4 |
1,104.8 |
1,140.0 |
1,312.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,448.3 |
1,353.6 |
94.7 |
6.9% |
31.7 |
2.3% |
12% |
False |
True |
201,087 |
| 10 |
1,478.4 |
1,353.6 |
124.8 |
9.1% |
29.8 |
2.2% |
9% |
False |
True |
183,155 |
| 20 |
1,487.2 |
1,353.6 |
133.6 |
9.8% |
29.7 |
2.2% |
8% |
False |
True |
179,404 |
| 40 |
1,617.3 |
1,321.5 |
295.8 |
21.7% |
33.6 |
2.5% |
15% |
False |
False |
193,657 |
| 60 |
1,620.6 |
1,321.5 |
299.1 |
21.9% |
28.3 |
2.1% |
14% |
False |
False |
135,014 |
| 80 |
1,689.6 |
1,321.5 |
368.1 |
27.0% |
26.2 |
1.9% |
12% |
False |
False |
102,982 |
| 100 |
1,700.0 |
1,321.5 |
378.5 |
27.7% |
24.5 |
1.8% |
11% |
False |
False |
83,075 |
| 120 |
1,758.4 |
1,321.5 |
436.9 |
32.0% |
23.4 |
1.7% |
10% |
False |
False |
69,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,551.5 |
|
2.618 |
1,490.0 |
|
1.618 |
1,452.3 |
|
1.000 |
1,429.0 |
|
0.618 |
1,414.6 |
|
HIGH |
1,391.3 |
|
0.618 |
1,376.9 |
|
0.500 |
1,372.5 |
|
0.382 |
1,368.0 |
|
LOW |
1,353.6 |
|
0.618 |
1,330.3 |
|
1.000 |
1,315.9 |
|
1.618 |
1,292.6 |
|
2.618 |
1,254.9 |
|
4.250 |
1,193.4 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,372.5 |
1,391.5 |
| PP |
1,369.9 |
1,382.6 |
| S1 |
1,367.3 |
1,373.6 |
|