| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,450.0 |
1,431.5 |
-18.5 |
-1.3% |
1,471.0 |
| High |
1,450.0 |
1,446.0 |
-4.0 |
-0.3% |
1,479.6 |
| Low |
1,426.1 |
1,421.3 |
-4.8 |
-0.3% |
1,419.8 |
| Close |
1,435.6 |
1,425.8 |
-9.8 |
-0.7% |
1,437.9 |
| Range |
23.9 |
24.7 |
0.8 |
3.3% |
59.8 |
| ATR |
32.1 |
31.6 |
-0.5 |
-1.7% |
0.0 |
| Volume |
23,999 |
18,421 |
-5,578 |
-23.2% |
85,893 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,505.1 |
1,490.2 |
1,439.4 |
|
| R3 |
1,480.4 |
1,465.5 |
1,432.6 |
|
| R2 |
1,455.7 |
1,455.7 |
1,430.3 |
|
| R1 |
1,440.8 |
1,440.8 |
1,428.1 |
1,435.9 |
| PP |
1,431.0 |
1,431.0 |
1,431.0 |
1,428.6 |
| S1 |
1,416.1 |
1,416.1 |
1,423.5 |
1,411.2 |
| S2 |
1,406.3 |
1,406.3 |
1,421.3 |
|
| S3 |
1,381.6 |
1,391.4 |
1,419.0 |
|
| S4 |
1,356.9 |
1,366.7 |
1,412.2 |
|
|
| 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% |
28.1 |
2.0% |
10% |
False |
False |
23,305 |
| 10 |
1,488.5 |
1,419.8 |
68.7 |
4.8% |
27.5 |
1.9% |
9% |
False |
False |
14,927 |
| 20 |
1,488.5 |
1,340.0 |
148.5 |
10.4% |
29.8 |
2.1% |
58% |
False |
False |
11,414 |
| 40 |
1,619.3 |
1,323.0 |
296.3 |
20.8% |
30.5 |
2.1% |
35% |
False |
False |
8,773 |
| 60 |
1,622.0 |
1,323.0 |
299.0 |
21.0% |
26.5 |
1.9% |
34% |
False |
False |
7,055 |
| 80 |
1,701.0 |
1,323.0 |
378.0 |
26.5% |
23.6 |
1.7% |
27% |
False |
False |
5,921 |
| 100 |
1,702.4 |
1,323.0 |
379.4 |
26.6% |
22.3 |
1.6% |
27% |
False |
False |
5,052 |
| 120 |
1,759.7 |
1,323.0 |
436.7 |
30.6% |
20.8 |
1.5% |
24% |
False |
False |
4,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,551.0 |
|
2.618 |
1,510.7 |
|
1.618 |
1,486.0 |
|
1.000 |
1,470.7 |
|
0.618 |
1,461.3 |
|
HIGH |
1,446.0 |
|
0.618 |
1,436.6 |
|
0.500 |
1,433.7 |
|
0.382 |
1,430.7 |
|
LOW |
1,421.3 |
|
0.618 |
1,406.0 |
|
1.000 |
1,396.6 |
|
1.618 |
1,381.3 |
|
2.618 |
1,356.6 |
|
4.250 |
1,316.3 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,433.7 |
1,441.0 |
| PP |
1,431.0 |
1,435.9 |
| S1 |
1,428.4 |
1,430.9 |
|