| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,458.1 |
1,450.0 |
-8.1 |
-0.6% |
1,471.0 |
| High |
1,462.2 |
1,450.0 |
-12.2 |
-0.8% |
1,479.6 |
| Low |
1,419.8 |
1,426.1 |
6.3 |
0.4% |
1,419.8 |
| Close |
1,437.9 |
1,435.6 |
-2.3 |
-0.2% |
1,437.9 |
| Range |
42.4 |
23.9 |
-18.5 |
-43.6% |
59.8 |
| ATR |
32.8 |
32.1 |
-0.6 |
-1.9% |
0.0 |
| Volume |
21,907 |
23,999 |
2,092 |
9.5% |
85,893 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,508.9 |
1,496.2 |
1,448.7 |
|
| R3 |
1,485.0 |
1,472.3 |
1,442.2 |
|
| R2 |
1,461.1 |
1,461.1 |
1,440.0 |
|
| R1 |
1,448.4 |
1,448.4 |
1,437.8 |
1,442.8 |
| PP |
1,437.2 |
1,437.2 |
1,437.2 |
1,434.5 |
| S1 |
1,424.5 |
1,424.5 |
1,433.4 |
1,418.9 |
| S2 |
1,413.3 |
1,413.3 |
1,431.2 |
|
| S3 |
1,389.4 |
1,400.6 |
1,429.0 |
|
| S4 |
1,365.5 |
1,376.7 |
1,422.5 |
|
|
| 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 |
1,477.1 |
1,419.8 |
57.3 |
4.0% |
29.1 |
2.0% |
28% |
False |
False |
20,393 |
| 10 |
1,488.5 |
1,419.8 |
68.7 |
4.8% |
26.8 |
1.9% |
23% |
False |
False |
14,084 |
| 20 |
1,488.5 |
1,323.0 |
165.5 |
11.5% |
32.6 |
2.3% |
68% |
False |
False |
11,544 |
| 40 |
1,619.3 |
1,323.0 |
296.3 |
20.6% |
30.3 |
2.1% |
38% |
False |
False |
8,364 |
| 60 |
1,637.2 |
1,323.0 |
314.2 |
21.9% |
26.7 |
1.9% |
36% |
False |
False |
6,848 |
| 80 |
1,702.4 |
1,323.0 |
379.4 |
26.4% |
23.6 |
1.6% |
30% |
False |
False |
5,706 |
| 100 |
1,710.0 |
1,323.0 |
387.0 |
27.0% |
22.5 |
1.6% |
29% |
False |
False |
4,869 |
| 120 |
1,759.7 |
1,323.0 |
436.7 |
30.4% |
20.6 |
1.4% |
26% |
False |
False |
4,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,551.6 |
|
2.618 |
1,512.6 |
|
1.618 |
1,488.7 |
|
1.000 |
1,473.9 |
|
0.618 |
1,464.8 |
|
HIGH |
1,450.0 |
|
0.618 |
1,440.9 |
|
0.500 |
1,438.1 |
|
0.382 |
1,435.2 |
|
LOW |
1,426.1 |
|
0.618 |
1,411.3 |
|
1.000 |
1,402.2 |
|
1.618 |
1,387.4 |
|
2.618 |
1,363.5 |
|
4.250 |
1,324.5 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,438.1 |
1,447.4 |
| PP |
1,437.2 |
1,443.5 |
| S1 |
1,436.4 |
1,439.5 |
|