| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,470.6 |
1,452.6 |
-18.0 |
-1.2% |
1,467.9 |
| High |
1,471.5 |
1,477.1 |
5.6 |
0.4% |
1,488.5 |
| Low |
1,442.1 |
1,448.7 |
6.6 |
0.5% |
1,441.5 |
| Close |
1,450.4 |
1,475.3 |
24.9 |
1.7% |
1,465.6 |
| Range |
29.4 |
28.4 |
-1.0 |
-3.4% |
47.0 |
| ATR |
32.5 |
32.2 |
-0.3 |
-0.9% |
0.0 |
| Volume |
3,865 |
29,066 |
25,201 |
652.0% |
46,141 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,552.2 |
1,542.2 |
1,490.9 |
|
| R3 |
1,523.8 |
1,513.8 |
1,483.1 |
|
| R2 |
1,495.4 |
1,495.4 |
1,480.5 |
|
| R1 |
1,485.4 |
1,485.4 |
1,477.9 |
1,490.4 |
| PP |
1,467.0 |
1,467.0 |
1,467.0 |
1,469.6 |
| S1 |
1,457.0 |
1,457.0 |
1,472.7 |
1,462.0 |
| S2 |
1,438.6 |
1,438.6 |
1,470.1 |
|
| S3 |
1,410.2 |
1,428.6 |
1,467.5 |
|
| S4 |
1,381.8 |
1,400.2 |
1,459.7 |
|
|
| 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 |
1,442.1 |
46.4 |
3.1% |
25.2 |
1.7% |
72% |
False |
False |
10,528 |
| 10 |
1,488.5 |
1,428.0 |
60.5 |
4.1% |
27.3 |
1.9% |
78% |
False |
False |
9,874 |
| 20 |
1,569.6 |
1,323.0 |
246.6 |
16.7% |
41.2 |
2.8% |
62% |
False |
False |
9,100 |
| 40 |
1,619.3 |
1,323.0 |
296.3 |
20.1% |
29.0 |
2.0% |
51% |
False |
False |
6,962 |
| 60 |
1,657.1 |
1,323.0 |
334.1 |
22.6% |
25.9 |
1.8% |
46% |
False |
False |
5,939 |
| 80 |
1,702.4 |
1,323.0 |
379.4 |
25.7% |
22.9 |
1.6% |
40% |
False |
False |
4,972 |
| 100 |
1,710.0 |
1,323.0 |
387.0 |
26.2% |
21.8 |
1.5% |
39% |
False |
False |
4,209 |
| 120 |
1,759.7 |
1,323.0 |
436.7 |
29.6% |
20.1 |
1.4% |
35% |
False |
False |
3,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,597.8 |
|
2.618 |
1,551.5 |
|
1.618 |
1,523.1 |
|
1.000 |
1,505.5 |
|
0.618 |
1,494.7 |
|
HIGH |
1,477.1 |
|
0.618 |
1,466.3 |
|
0.500 |
1,462.9 |
|
0.382 |
1,459.5 |
|
LOW |
1,448.7 |
|
0.618 |
1,431.1 |
|
1.000 |
1,420.3 |
|
1.618 |
1,402.7 |
|
2.618 |
1,374.3 |
|
4.250 |
1,328.0 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,471.2 |
1,470.5 |
| PP |
1,467.0 |
1,465.7 |
| S1 |
1,462.9 |
1,460.9 |
|