| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,472.9 |
1,458.1 |
-14.8 |
-1.0% |
1,471.0 |
| High |
1,475.0 |
1,462.2 |
-12.8 |
-0.9% |
1,479.6 |
| Low |
1,453.7 |
1,419.8 |
-33.9 |
-2.3% |
1,419.8 |
| Close |
1,470.0 |
1,437.9 |
-32.1 |
-2.2% |
1,437.9 |
| Range |
21.3 |
42.4 |
21.1 |
99.1% |
59.8 |
| ATR |
31.4 |
32.8 |
1.3 |
4.3% |
0.0 |
| Volume |
23,132 |
21,907 |
-1,225 |
-5.3% |
85,893 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,567.2 |
1,544.9 |
1,461.2 |
|
| R3 |
1,524.8 |
1,502.5 |
1,449.6 |
|
| R2 |
1,482.4 |
1,482.4 |
1,445.7 |
|
| R1 |
1,460.1 |
1,460.1 |
1,441.8 |
1,450.1 |
| PP |
1,440.0 |
1,440.0 |
1,440.0 |
1,434.9 |
| S1 |
1,417.7 |
1,417.7 |
1,434.0 |
1,407.7 |
| S2 |
1,397.6 |
1,397.6 |
1,430.1 |
|
| S3 |
1,355.2 |
1,375.3 |
1,426.2 |
|
| S4 |
1,312.8 |
1,332.9 |
1,414.6 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,625.2 |
1,591.3 |
1,470.8 |
|
| R3 |
1,565.4 |
1,531.5 |
1,454.3 |
|
| R2 |
1,505.6 |
1,505.6 |
1,448.9 |
|
| R1 |
1,471.7 |
1,471.7 |
1,443.4 |
1,458.8 |
| PP |
1,445.8 |
1,445.8 |
1,445.8 |
1,439.3 |
| S1 |
1,411.9 |
1,411.9 |
1,432.4 |
1,399.0 |
| S2 |
1,386.0 |
1,386.0 |
1,426.9 |
|
| S3 |
1,326.2 |
1,352.1 |
1,421.5 |
|
| S4 |
1,266.4 |
1,292.3 |
1,405.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,479.6 |
1,419.8 |
59.8 |
4.2% |
27.0 |
1.9% |
30% |
False |
True |
17,178 |
| 10 |
1,488.5 |
1,419.8 |
68.7 |
4.8% |
26.0 |
1.8% |
26% |
False |
True |
13,203 |
| 20 |
1,496.4 |
1,323.0 |
173.4 |
12.1% |
39.4 |
2.7% |
66% |
False |
False |
10,645 |
| 40 |
1,619.3 |
1,323.0 |
296.3 |
20.6% |
29.9 |
2.1% |
39% |
False |
False |
7,868 |
| 60 |
1,653.3 |
1,323.0 |
330.3 |
23.0% |
26.6 |
1.8% |
35% |
False |
False |
6,486 |
| 80 |
1,702.4 |
1,323.0 |
379.4 |
26.4% |
23.4 |
1.6% |
30% |
False |
False |
5,447 |
| 100 |
1,710.0 |
1,323.0 |
387.0 |
26.9% |
22.3 |
1.6% |
30% |
False |
False |
4,647 |
| 120 |
1,759.7 |
1,323.0 |
436.7 |
30.4% |
20.5 |
1.4% |
26% |
False |
False |
3,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,642.4 |
|
2.618 |
1,573.2 |
|
1.618 |
1,530.8 |
|
1.000 |
1,504.6 |
|
0.618 |
1,488.4 |
|
HIGH |
1,462.2 |
|
0.618 |
1,446.0 |
|
0.500 |
1,441.0 |
|
0.382 |
1,436.0 |
|
LOW |
1,419.8 |
|
0.618 |
1,393.6 |
|
1.000 |
1,377.4 |
|
1.618 |
1,351.2 |
|
2.618 |
1,308.8 |
|
4.250 |
1,239.6 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,441.0 |
1,448.5 |
| PP |
1,440.0 |
1,444.9 |
| S1 |
1,438.9 |
1,441.4 |
|