| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,468.2 |
1,471.0 |
2.8 |
0.2% |
1,467.9 |
| High |
1,488.5 |
1,479.6 |
-8.9 |
-0.6% |
1,488.5 |
| Low |
1,457.9 |
1,465.9 |
8.0 |
0.5% |
1,441.5 |
| Close |
1,465.6 |
1,469.5 |
3.9 |
0.3% |
1,465.6 |
| Range |
30.6 |
13.7 |
-16.9 |
-55.2% |
47.0 |
| ATR |
34.2 |
32.7 |
-1.4 |
-4.2% |
0.0 |
| Volume |
4,840 |
7,923 |
3,083 |
63.7% |
46,141 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,512.8 |
1,504.8 |
1,477.0 |
|
| R3 |
1,499.1 |
1,491.1 |
1,473.3 |
|
| R2 |
1,485.4 |
1,485.4 |
1,472.0 |
|
| R1 |
1,477.4 |
1,477.4 |
1,470.8 |
1,474.6 |
| PP |
1,471.7 |
1,471.7 |
1,471.7 |
1,470.2 |
| S1 |
1,463.7 |
1,463.7 |
1,468.2 |
1,460.9 |
| S2 |
1,458.0 |
1,458.0 |
1,467.0 |
|
| S3 |
1,444.3 |
1,450.0 |
1,465.7 |
|
| S4 |
1,430.6 |
1,436.3 |
1,462.0 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,606.2 |
1,582.9 |
1,491.5 |
|
| R3 |
1,559.2 |
1,535.9 |
1,478.5 |
|
| R2 |
1,512.2 |
1,512.2 |
1,474.2 |
|
| R1 |
1,488.9 |
1,488.9 |
1,469.9 |
1,477.1 |
| PP |
1,465.2 |
1,465.2 |
1,465.2 |
1,459.3 |
| S1 |
1,441.9 |
1,441.9 |
1,461.3 |
1,430.1 |
| S2 |
1,418.2 |
1,418.2 |
1,457.0 |
|
| S3 |
1,371.2 |
1,394.9 |
1,452.7 |
|
| S4 |
1,324.2 |
1,347.9 |
1,439.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,488.5 |
1,441.5 |
47.0 |
3.2% |
24.5 |
1.7% |
60% |
False |
False |
7,775 |
| 10 |
1,488.5 |
1,406.0 |
82.5 |
5.6% |
26.1 |
1.8% |
77% |
False |
False |
8,255 |
| 20 |
1,591.6 |
1,323.0 |
268.6 |
18.3% |
40.8 |
2.8% |
55% |
False |
False |
7,786 |
| 40 |
1,619.3 |
1,323.0 |
296.3 |
20.2% |
28.0 |
1.9% |
49% |
False |
False |
6,257 |
| 60 |
1,677.8 |
1,323.0 |
354.8 |
24.1% |
25.5 |
1.7% |
41% |
False |
False |
5,429 |
| 80 |
1,702.4 |
1,323.0 |
379.4 |
25.8% |
22.7 |
1.5% |
39% |
False |
False |
4,612 |
| 100 |
1,727.0 |
1,323.0 |
404.0 |
27.5% |
21.4 |
1.5% |
36% |
False |
False |
3,884 |
| 120 |
1,759.7 |
1,323.0 |
436.7 |
29.7% |
19.8 |
1.3% |
34% |
False |
False |
3,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,537.8 |
|
2.618 |
1,515.5 |
|
1.618 |
1,501.8 |
|
1.000 |
1,493.3 |
|
0.618 |
1,488.1 |
|
HIGH |
1,479.6 |
|
0.618 |
1,474.4 |
|
0.500 |
1,472.8 |
|
0.382 |
1,471.1 |
|
LOW |
1,465.9 |
|
0.618 |
1,457.4 |
|
1.000 |
1,452.2 |
|
1.618 |
1,443.7 |
|
2.618 |
1,430.0 |
|
4.250 |
1,407.7 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,472.8 |
1,469.4 |
| PP |
1,471.7 |
1,469.3 |
| S1 |
1,470.6 |
1,469.3 |
|