| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,392.4 |
1,374.5 |
-17.9 |
-1.3% |
1,447.7 |
| High |
1,399.9 |
1,413.3 |
13.4 |
1.0% |
1,448.3 |
| Low |
1,358.0 |
1,353.1 |
-4.9 |
-0.4% |
1,353.6 |
| Close |
1,377.6 |
1,367.4 |
-10.2 |
-0.7% |
1,364.7 |
| Range |
41.9 |
60.2 |
18.3 |
43.7% |
94.7 |
| ATR |
35.8 |
37.6 |
1.7 |
4.9% |
0.0 |
| Volume |
225,016 |
328,643 |
103,627 |
46.1% |
1,005,435 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,558.5 |
1,523.2 |
1,400.5 |
|
| R3 |
1,498.3 |
1,463.0 |
1,384.0 |
|
| R2 |
1,438.1 |
1,438.1 |
1,378.4 |
|
| R1 |
1,402.8 |
1,402.8 |
1,372.9 |
1,390.4 |
| PP |
1,377.9 |
1,377.9 |
1,377.9 |
1,371.7 |
| S1 |
1,342.6 |
1,342.6 |
1,361.9 |
1,330.2 |
| S2 |
1,317.7 |
1,317.7 |
1,356.4 |
|
| S3 |
1,257.5 |
1,282.4 |
1,350.8 |
|
| S4 |
1,197.3 |
1,222.2 |
1,334.3 |
|
|
| 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 |
1,413.3 |
1,336.3 |
77.0 |
5.6% |
46.1 |
3.4% |
40% |
True |
False |
252,718 |
| 10 |
1,476.0 |
1,336.3 |
139.7 |
10.2% |
38.9 |
2.8% |
22% |
False |
False |
221,133 |
| 20 |
1,487.2 |
1,336.3 |
150.9 |
11.0% |
33.6 |
2.5% |
21% |
False |
False |
192,761 |
| 40 |
1,609.0 |
1,321.5 |
287.5 |
21.0% |
36.5 |
2.7% |
16% |
False |
False |
206,849 |
| 60 |
1,618.3 |
1,321.5 |
296.8 |
21.7% |
29.8 |
2.2% |
15% |
False |
False |
148,101 |
| 80 |
1,689.1 |
1,321.5 |
367.6 |
26.9% |
27.7 |
2.0% |
12% |
False |
False |
112,950 |
| 100 |
1,700.0 |
1,321.5 |
378.5 |
27.7% |
25.7 |
1.9% |
12% |
False |
False |
91,154 |
| 120 |
1,737.3 |
1,321.5 |
415.8 |
30.4% |
24.4 |
1.8% |
11% |
False |
False |
76,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,669.2 |
|
2.618 |
1,570.9 |
|
1.618 |
1,510.7 |
|
1.000 |
1,473.5 |
|
0.618 |
1,450.5 |
|
HIGH |
1,413.3 |
|
0.618 |
1,390.3 |
|
0.500 |
1,383.2 |
|
0.382 |
1,376.1 |
|
LOW |
1,353.1 |
|
0.618 |
1,315.9 |
|
1.000 |
1,292.9 |
|
1.618 |
1,255.7 |
|
2.618 |
1,195.5 |
|
4.250 |
1,097.3 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,383.2 |
1,374.8 |
| PP |
1,377.9 |
1,372.3 |
| S1 |
1,372.7 |
1,369.9 |
|