| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,374.5 |
1,367.9 |
-6.6 |
-0.5% |
1,447.7 |
| High |
1,413.3 |
1,397.1 |
-16.2 |
-1.1% |
1,448.3 |
| Low |
1,353.1 |
1,355.0 |
1.9 |
0.1% |
1,353.6 |
| Close |
1,367.4 |
1,391.8 |
24.4 |
1.8% |
1,364.7 |
| Range |
60.2 |
42.1 |
-18.1 |
-30.1% |
94.7 |
| ATR |
37.6 |
37.9 |
0.3 |
0.9% |
0.0 |
| Volume |
328,643 |
220,700 |
-107,943 |
-32.8% |
1,005,435 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,507.6 |
1,491.8 |
1,415.0 |
|
| R3 |
1,465.5 |
1,449.7 |
1,403.4 |
|
| R2 |
1,423.4 |
1,423.4 |
1,399.5 |
|
| R1 |
1,407.6 |
1,407.6 |
1,395.7 |
1,415.5 |
| PP |
1,381.3 |
1,381.3 |
1,381.3 |
1,385.3 |
| S1 |
1,365.5 |
1,365.5 |
1,387.9 |
1,373.4 |
| S2 |
1,339.2 |
1,339.2 |
1,384.1 |
|
| S3 |
1,297.1 |
1,323.4 |
1,380.2 |
|
| S4 |
1,255.0 |
1,281.3 |
1,368.6 |
|
|
| 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 |
1,413.3 |
1,336.3 |
77.0 |
5.5% |
48.7 |
3.5% |
72% |
False |
False |
252,353 |
| 10 |
1,461.2 |
1,336.3 |
124.9 |
9.0% |
40.7 |
2.9% |
44% |
False |
False |
226,956 |
| 20 |
1,487.2 |
1,336.3 |
150.9 |
10.8% |
33.6 |
2.4% |
37% |
False |
False |
193,930 |
| 40 |
1,608.3 |
1,321.5 |
286.8 |
20.6% |
37.1 |
2.7% |
25% |
False |
False |
207,870 |
| 60 |
1,618.3 |
1,321.5 |
296.8 |
21.3% |
30.1 |
2.2% |
24% |
False |
False |
151,621 |
| 80 |
1,689.1 |
1,321.5 |
367.6 |
26.4% |
28.1 |
2.0% |
19% |
False |
False |
115,619 |
| 100 |
1,700.0 |
1,321.5 |
378.5 |
27.2% |
26.1 |
1.9% |
19% |
False |
False |
93,324 |
| 120 |
1,737.3 |
1,321.5 |
415.8 |
29.9% |
24.7 |
1.8% |
17% |
False |
False |
78,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,576.0 |
|
2.618 |
1,507.3 |
|
1.618 |
1,465.2 |
|
1.000 |
1,439.2 |
|
0.618 |
1,423.1 |
|
HIGH |
1,397.1 |
|
0.618 |
1,381.0 |
|
0.500 |
1,376.1 |
|
0.382 |
1,371.1 |
|
LOW |
1,355.0 |
|
0.618 |
1,329.0 |
|
1.000 |
1,312.9 |
|
1.618 |
1,286.9 |
|
2.618 |
1,244.8 |
|
4.250 |
1,176.1 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,386.6 |
1,388.9 |
| PP |
1,381.3 |
1,386.1 |
| S1 |
1,376.1 |
1,383.2 |
|