| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,374.6 |
1,368.4 |
-6.2 |
-0.5% |
1,450.0 |
| High |
1,414.0 |
1,398.0 |
-16.0 |
-1.1% |
1,450.0 |
| Low |
1,354.4 |
1,356.3 |
1.9 |
0.1% |
1,354.8 |
| Close |
1,368.4 |
1,392.8 |
24.4 |
1.8% |
1,366.0 |
| Range |
59.6 |
41.7 |
-17.9 |
-30.0% |
95.2 |
| ATR |
36.8 |
37.1 |
0.4 |
1.0% |
0.0 |
| Volume |
50,602 |
27,808 |
-22,794 |
-45.0% |
107,253 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,507.5 |
1,491.8 |
1,415.7 |
|
| R3 |
1,465.8 |
1,450.1 |
1,404.3 |
|
| R2 |
1,424.1 |
1,424.1 |
1,400.4 |
|
| R1 |
1,408.4 |
1,408.4 |
1,396.6 |
1,416.3 |
| PP |
1,382.4 |
1,382.4 |
1,382.4 |
1,386.3 |
| S1 |
1,366.7 |
1,366.7 |
1,389.0 |
1,374.6 |
| S2 |
1,340.7 |
1,340.7 |
1,385.2 |
|
| S3 |
1,299.0 |
1,325.0 |
1,381.3 |
|
| S4 |
1,257.3 |
1,283.3 |
1,369.9 |
|
|
| 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 |
5.5% |
48.2 |
3.5% |
72% |
False |
False |
28,867 |
| 10 |
1,462.2 |
1,338.0 |
124.2 |
8.9% |
40.3 |
2.9% |
44% |
False |
False |
24,571 |
| 20 |
1,488.5 |
1,338.0 |
150.5 |
10.8% |
32.8 |
2.4% |
36% |
False |
False |
18,057 |
| 40 |
1,608.6 |
1,323.0 |
285.6 |
20.5% |
35.9 |
2.6% |
24% |
False |
False |
12,372 |
| 60 |
1,619.3 |
1,323.0 |
296.3 |
21.3% |
28.7 |
2.1% |
24% |
False |
False |
9,747 |
| 80 |
1,687.6 |
1,323.0 |
364.6 |
26.2% |
26.6 |
1.9% |
19% |
False |
False |
8,049 |
| 100 |
1,702.4 |
1,323.0 |
379.4 |
27.2% |
24.3 |
1.7% |
18% |
False |
False |
6,774 |
| 120 |
1,738.1 |
1,323.0 |
415.1 |
29.8% |
22.6 |
1.6% |
17% |
False |
False |
5,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,575.2 |
|
2.618 |
1,507.2 |
|
1.618 |
1,465.5 |
|
1.000 |
1,439.7 |
|
0.618 |
1,423.8 |
|
HIGH |
1,398.0 |
|
0.618 |
1,382.1 |
|
0.500 |
1,377.2 |
|
0.382 |
1,372.2 |
|
LOW |
1,356.3 |
|
0.618 |
1,330.5 |
|
1.000 |
1,314.6 |
|
1.618 |
1,288.8 |
|
2.618 |
1,247.1 |
|
4.250 |
1,179.1 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,387.6 |
1,389.9 |
| PP |
1,382.4 |
1,387.1 |
| S1 |
1,377.2 |
1,384.2 |
|