| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,361.3 |
1,392.4 |
31.1 |
2.3% |
1,447.7 |
| High |
1,397.9 |
1,399.9 |
2.0 |
0.1% |
1,448.3 |
| Low |
1,336.3 |
1,358.0 |
21.7 |
1.6% |
1,353.6 |
| Close |
1,384.1 |
1,377.6 |
-6.5 |
-0.5% |
1,364.7 |
| Range |
61.6 |
41.9 |
-19.7 |
-32.0% |
94.7 |
| ATR |
35.3 |
35.8 |
0.5 |
1.3% |
0.0 |
| Volume |
258,371 |
225,016 |
-33,355 |
-12.9% |
1,005,435 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,504.2 |
1,482.8 |
1,400.6 |
|
| R3 |
1,462.3 |
1,440.9 |
1,389.1 |
|
| R2 |
1,420.4 |
1,420.4 |
1,385.3 |
|
| R1 |
1,399.0 |
1,399.0 |
1,381.4 |
1,388.8 |
| PP |
1,378.5 |
1,378.5 |
1,378.5 |
1,373.4 |
| S1 |
1,357.1 |
1,357.1 |
1,373.8 |
1,346.9 |
| S2 |
1,336.6 |
1,336.6 |
1,369.9 |
|
| S3 |
1,294.7 |
1,315.2 |
1,366.1 |
|
| S4 |
1,252.8 |
1,273.3 |
1,354.6 |
|
|
| 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 |
1,429.4 |
1,336.3 |
93.1 |
6.8% |
42.6 |
3.1% |
44% |
False |
False |
232,949 |
| 10 |
1,476.0 |
1,336.3 |
139.7 |
10.1% |
35.8 |
2.6% |
30% |
False |
False |
204,164 |
| 20 |
1,487.2 |
1,336.3 |
150.9 |
11.0% |
31.7 |
2.3% |
27% |
False |
False |
183,444 |
| 40 |
1,609.0 |
1,321.5 |
287.5 |
20.9% |
35.2 |
2.6% |
20% |
False |
False |
202,160 |
| 60 |
1,620.6 |
1,321.5 |
299.1 |
21.7% |
29.4 |
2.1% |
19% |
False |
False |
142,923 |
| 80 |
1,689.1 |
1,321.5 |
367.6 |
26.7% |
27.0 |
2.0% |
15% |
False |
False |
108,951 |
| 100 |
1,700.0 |
1,321.5 |
378.5 |
27.5% |
25.3 |
1.8% |
15% |
False |
False |
87,873 |
| 120 |
1,747.9 |
1,321.5 |
426.4 |
31.0% |
24.2 |
1.8% |
13% |
False |
False |
73,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,578.0 |
|
2.618 |
1,509.6 |
|
1.618 |
1,467.7 |
|
1.000 |
1,441.8 |
|
0.618 |
1,425.8 |
|
HIGH |
1,399.9 |
|
0.618 |
1,383.9 |
|
0.500 |
1,379.0 |
|
0.382 |
1,374.0 |
|
LOW |
1,358.0 |
|
0.618 |
1,332.1 |
|
1.000 |
1,316.1 |
|
1.618 |
1,290.2 |
|
2.618 |
1,248.3 |
|
4.250 |
1,179.9 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,379.0 |
1,374.4 |
| PP |
1,378.5 |
1,371.3 |
| S1 |
1,378.1 |
1,368.1 |
|