| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,471.0 |
1,470.6 |
-0.4 |
0.0% |
1,467.9 |
| High |
1,479.6 |
1,471.5 |
-8.1 |
-0.5% |
1,488.5 |
| Low |
1,465.9 |
1,442.1 |
-23.8 |
-1.6% |
1,441.5 |
| Close |
1,469.5 |
1,450.4 |
-19.1 |
-1.3% |
1,465.6 |
| Range |
13.7 |
29.4 |
15.7 |
114.6% |
47.0 |
| ATR |
32.7 |
32.5 |
-0.2 |
-0.7% |
0.0 |
| Volume |
7,923 |
3,865 |
-4,058 |
-51.2% |
46,141 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,542.9 |
1,526.0 |
1,466.6 |
|
| R3 |
1,513.5 |
1,496.6 |
1,458.5 |
|
| R2 |
1,484.1 |
1,484.1 |
1,455.8 |
|
| R1 |
1,467.2 |
1,467.2 |
1,453.1 |
1,461.0 |
| PP |
1,454.7 |
1,454.7 |
1,454.7 |
1,451.5 |
| S1 |
1,437.8 |
1,437.8 |
1,447.7 |
1,431.6 |
| S2 |
1,425.3 |
1,425.3 |
1,445.0 |
|
| S3 |
1,395.9 |
1,408.4 |
1,442.3 |
|
| S4 |
1,366.5 |
1,379.0 |
1,434.2 |
|
|
| 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% |
26.9 |
1.9% |
19% |
False |
False |
6,549 |
| 10 |
1,488.5 |
1,414.9 |
73.6 |
5.1% |
26.4 |
1.8% |
48% |
False |
False |
8,160 |
| 20 |
1,589.9 |
1,323.0 |
266.9 |
18.4% |
41.3 |
2.8% |
48% |
False |
False |
7,807 |
| 40 |
1,619.3 |
1,323.0 |
296.3 |
20.4% |
28.6 |
2.0% |
43% |
False |
False |
6,297 |
| 60 |
1,673.0 |
1,323.0 |
350.0 |
24.1% |
25.9 |
1.8% |
36% |
False |
False |
5,477 |
| 80 |
1,702.4 |
1,323.0 |
379.4 |
26.2% |
22.8 |
1.6% |
34% |
False |
False |
4,626 |
| 100 |
1,727.0 |
1,323.0 |
404.0 |
27.9% |
21.6 |
1.5% |
32% |
False |
False |
3,920 |
| 120 |
1,759.7 |
1,323.0 |
436.7 |
30.1% |
19.9 |
1.4% |
29% |
False |
False |
3,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,596.5 |
|
2.618 |
1,548.5 |
|
1.618 |
1,519.1 |
|
1.000 |
1,500.9 |
|
0.618 |
1,489.7 |
|
HIGH |
1,471.5 |
|
0.618 |
1,460.3 |
|
0.500 |
1,456.8 |
|
0.382 |
1,453.3 |
|
LOW |
1,442.1 |
|
0.618 |
1,423.9 |
|
1.000 |
1,412.7 |
|
1.618 |
1,394.5 |
|
2.618 |
1,365.1 |
|
4.250 |
1,317.2 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,456.8 |
1,465.3 |
| PP |
1,454.7 |
1,460.3 |
| S1 |
1,452.5 |
1,455.4 |
|