| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,452.6 |
1,472.9 |
20.3 |
1.4% |
1,467.9 |
| High |
1,477.1 |
1,475.0 |
-2.1 |
-0.1% |
1,488.5 |
| Low |
1,448.7 |
1,453.7 |
5.0 |
0.3% |
1,441.5 |
| Close |
1,475.3 |
1,470.0 |
-5.3 |
-0.4% |
1,465.6 |
| Range |
28.4 |
21.3 |
-7.1 |
-25.0% |
47.0 |
| ATR |
32.2 |
31.4 |
-0.8 |
-2.3% |
0.0 |
| Volume |
29,066 |
23,132 |
-5,934 |
-20.4% |
46,141 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,530.1 |
1,521.4 |
1,481.7 |
|
| R3 |
1,508.8 |
1,500.1 |
1,475.9 |
|
| R2 |
1,487.5 |
1,487.5 |
1,473.9 |
|
| R1 |
1,478.8 |
1,478.8 |
1,472.0 |
1,472.5 |
| PP |
1,466.2 |
1,466.2 |
1,466.2 |
1,463.1 |
| S1 |
1,457.5 |
1,457.5 |
1,468.0 |
1,451.2 |
| S2 |
1,444.9 |
1,444.9 |
1,466.1 |
|
| S3 |
1,423.6 |
1,436.2 |
1,464.1 |
|
| S4 |
1,402.3 |
1,414.9 |
1,458.3 |
|
|
| 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 |
3.2% |
24.7 |
1.7% |
60% |
False |
False |
13,765 |
| 10 |
1,488.5 |
1,441.5 |
47.0 |
3.2% |
25.3 |
1.7% |
61% |
False |
False |
11,543 |
| 20 |
1,564.6 |
1,323.0 |
241.6 |
16.4% |
41.5 |
2.8% |
61% |
False |
False |
10,086 |
| 40 |
1,619.3 |
1,323.0 |
296.3 |
20.2% |
29.2 |
2.0% |
50% |
False |
False |
7,438 |
| 60 |
1,656.7 |
1,323.0 |
333.7 |
22.7% |
26.1 |
1.8% |
44% |
False |
False |
6,172 |
| 80 |
1,702.4 |
1,323.0 |
379.4 |
25.8% |
23.0 |
1.6% |
39% |
False |
False |
5,214 |
| 100 |
1,710.0 |
1,323.0 |
387.0 |
26.3% |
21.9 |
1.5% |
38% |
False |
False |
4,437 |
| 120 |
1,759.7 |
1,323.0 |
436.7 |
29.7% |
20.3 |
1.4% |
34% |
False |
False |
3,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,565.5 |
|
2.618 |
1,530.8 |
|
1.618 |
1,509.5 |
|
1.000 |
1,496.3 |
|
0.618 |
1,488.2 |
|
HIGH |
1,475.0 |
|
0.618 |
1,466.9 |
|
0.500 |
1,464.4 |
|
0.382 |
1,461.8 |
|
LOW |
1,453.7 |
|
0.618 |
1,440.5 |
|
1.000 |
1,432.4 |
|
1.618 |
1,419.2 |
|
2.618 |
1,397.9 |
|
4.250 |
1,363.2 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,468.1 |
1,466.5 |
| PP |
1,466.2 |
1,463.1 |
| S1 |
1,464.4 |
1,459.6 |
|