| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,392.8 |
1,374.6 |
-18.2 |
-1.3% |
1,450.0 |
| High |
1,401.0 |
1,414.0 |
13.0 |
0.9% |
1,450.0 |
| Low |
1,359.3 |
1,354.4 |
-4.9 |
-0.4% |
1,354.8 |
| Close |
1,378.8 |
1,368.4 |
-10.4 |
-0.8% |
1,366.0 |
| Range |
41.7 |
59.6 |
17.9 |
42.9% |
95.2 |
| ATR |
35.0 |
36.8 |
1.8 |
5.0% |
0.0 |
| Volume |
16,858 |
50,602 |
33,744 |
200.2% |
107,253 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,557.7 |
1,522.7 |
1,401.2 |
|
| R3 |
1,498.1 |
1,463.1 |
1,384.8 |
|
| R2 |
1,438.5 |
1,438.5 |
1,379.3 |
|
| R1 |
1,403.5 |
1,403.5 |
1,373.9 |
1,391.2 |
| PP |
1,378.9 |
1,378.9 |
1,378.9 |
1,372.8 |
| S1 |
1,343.9 |
1,343.9 |
1,362.9 |
1,331.6 |
| S2 |
1,319.3 |
1,319.3 |
1,357.5 |
|
| S3 |
1,259.7 |
1,284.3 |
1,352.0 |
|
| S4 |
1,200.1 |
1,224.7 |
1,335.6 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,675.9 |
1,616.1 |
1,418.4 |
|
| R3 |
1,580.7 |
1,520.9 |
1,392.2 |
|
| R2 |
1,485.5 |
1,485.5 |
1,383.5 |
|
| R1 |
1,425.7 |
1,425.7 |
1,374.7 |
1,408.0 |
| PP |
1,390.3 |
1,390.3 |
1,390.3 |
1,381.4 |
| S1 |
1,330.5 |
1,330.5 |
1,357.3 |
1,312.8 |
| S2 |
1,295.1 |
1,295.1 |
1,348.5 |
|
| S3 |
1,199.9 |
1,235.3 |
1,339.8 |
|
| S4 |
1,104.7 |
1,140.1 |
1,313.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,414.0 |
1,338.0 |
76.0 |
5.6% |
45.7 |
3.3% |
40% |
True |
False |
26,990 |
| 10 |
1,475.0 |
1,338.0 |
137.0 |
10.0% |
38.3 |
2.8% |
22% |
False |
False |
24,103 |
| 20 |
1,488.5 |
1,338.0 |
150.5 |
11.0% |
32.8 |
2.4% |
20% |
False |
False |
16,988 |
| 40 |
1,610.0 |
1,323.0 |
287.0 |
21.0% |
35.3 |
2.6% |
16% |
False |
False |
11,860 |
| 60 |
1,619.3 |
1,323.0 |
296.3 |
21.7% |
28.4 |
2.1% |
15% |
False |
False |
9,305 |
| 80 |
1,687.6 |
1,323.0 |
364.6 |
26.6% |
26.1 |
1.9% |
12% |
False |
False |
7,725 |
| 100 |
1,702.4 |
1,323.0 |
379.4 |
27.7% |
24.0 |
1.8% |
12% |
False |
False |
6,513 |
| 120 |
1,738.1 |
1,323.0 |
415.1 |
30.3% |
22.3 |
1.6% |
11% |
False |
False |
5,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,667.3 |
|
2.618 |
1,570.0 |
|
1.618 |
1,510.4 |
|
1.000 |
1,473.6 |
|
0.618 |
1,450.8 |
|
HIGH |
1,414.0 |
|
0.618 |
1,391.2 |
|
0.500 |
1,384.2 |
|
0.382 |
1,377.2 |
|
LOW |
1,354.4 |
|
0.618 |
1,317.6 |
|
1.000 |
1,294.8 |
|
1.618 |
1,258.0 |
|
2.618 |
1,198.4 |
|
4.250 |
1,101.1 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,384.2 |
1,376.0 |
| PP |
1,378.9 |
1,373.5 |
| S1 |
1,373.7 |
1,370.9 |
|