| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,723.0 |
2,720.0 |
-3.0 |
-0.1% |
2,644.0 |
| High |
2,723.0 |
2,741.0 |
18.0 |
0.7% |
2,728.0 |
| Low |
2,709.0 |
2,717.0 |
8.0 |
0.3% |
2,643.0 |
| Close |
2,712.0 |
2,729.0 |
17.0 |
0.6% |
2,720.0 |
| Range |
14.0 |
24.0 |
10.0 |
71.4% |
85.0 |
| ATR |
42.8 |
41.8 |
-1.0 |
-2.3% |
0.0 |
| Volume |
46 |
710 |
664 |
1,443.5% |
50,542 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,801.0 |
2,789.0 |
2,742.2 |
|
| R3 |
2,777.0 |
2,765.0 |
2,735.6 |
|
| R2 |
2,753.0 |
2,753.0 |
2,733.4 |
|
| R1 |
2,741.0 |
2,741.0 |
2,731.2 |
2,747.0 |
| PP |
2,729.0 |
2,729.0 |
2,729.0 |
2,732.0 |
| S1 |
2,717.0 |
2,717.0 |
2,726.8 |
2,723.0 |
| S2 |
2,705.0 |
2,705.0 |
2,724.6 |
|
| S3 |
2,681.0 |
2,693.0 |
2,722.4 |
|
| S4 |
2,657.0 |
2,669.0 |
2,715.8 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,952.0 |
2,921.0 |
2,766.8 |
|
| R3 |
2,867.0 |
2,836.0 |
2,743.4 |
|
| R2 |
2,782.0 |
2,782.0 |
2,735.6 |
|
| R1 |
2,751.0 |
2,751.0 |
2,727.8 |
2,766.5 |
| PP |
2,697.0 |
2,697.0 |
2,697.0 |
2,704.8 |
| S1 |
2,666.0 |
2,666.0 |
2,712.2 |
2,681.5 |
| S2 |
2,612.0 |
2,612.0 |
2,704.4 |
|
| S3 |
2,527.0 |
2,581.0 |
2,696.6 |
|
| S4 |
2,442.0 |
2,496.0 |
2,673.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,741.0 |
2,650.0 |
91.0 |
3.3% |
35.2 |
1.3% |
87% |
True |
False |
3,465 |
| 10 |
2,741.0 |
2,516.0 |
225.0 |
8.2% |
40.0 |
1.5% |
95% |
True |
False |
5,217 |
| 20 |
2,741.0 |
2,475.0 |
266.0 |
9.7% |
40.1 |
1.5% |
95% |
True |
False |
2,803 |
| 40 |
2,741.0 |
2,475.0 |
266.0 |
9.7% |
40.9 |
1.5% |
95% |
True |
False |
2,373 |
| 60 |
2,741.0 |
2,475.0 |
266.0 |
9.7% |
37.2 |
1.4% |
95% |
True |
False |
1,850 |
| 80 |
2,741.0 |
2,475.0 |
266.0 |
9.7% |
32.0 |
1.2% |
95% |
True |
False |
1,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,843.0 |
|
2.618 |
2,803.8 |
|
1.618 |
2,779.8 |
|
1.000 |
2,765.0 |
|
0.618 |
2,755.8 |
|
HIGH |
2,741.0 |
|
0.618 |
2,731.8 |
|
0.500 |
2,729.0 |
|
0.382 |
2,726.2 |
|
LOW |
2,717.0 |
|
0.618 |
2,702.2 |
|
1.000 |
2,693.0 |
|
1.618 |
2,678.2 |
|
2.618 |
2,654.2 |
|
4.250 |
2,615.0 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,729.0 |
2,721.2 |
| PP |
2,729.0 |
2,713.3 |
| S1 |
2,729.0 |
2,705.5 |
|