| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,748.0 |
2,757.0 |
9.0 |
0.3% |
2,723.0 |
| High |
2,755.0 |
2,778.0 |
23.0 |
0.8% |
2,778.0 |
| Low |
2,737.0 |
2,749.0 |
12.0 |
0.4% |
2,709.0 |
| Close |
2,750.0 |
2,756.0 |
6.0 |
0.2% |
2,756.0 |
| Range |
18.0 |
29.0 |
11.0 |
61.1% |
69.0 |
| ATR |
39.2 |
38.5 |
-0.7 |
-1.9% |
0.0 |
| Volume |
84 |
13,359 |
13,275 |
15,803.6% |
14,485 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,848.0 |
2,831.0 |
2,772.0 |
|
| R3 |
2,819.0 |
2,802.0 |
2,764.0 |
|
| R2 |
2,790.0 |
2,790.0 |
2,761.3 |
|
| R1 |
2,773.0 |
2,773.0 |
2,758.7 |
2,767.0 |
| PP |
2,761.0 |
2,761.0 |
2,761.0 |
2,758.0 |
| S1 |
2,744.0 |
2,744.0 |
2,753.3 |
2,738.0 |
| S2 |
2,732.0 |
2,732.0 |
2,750.7 |
|
| S3 |
2,703.0 |
2,715.0 |
2,748.0 |
|
| S4 |
2,674.0 |
2,686.0 |
2,740.1 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,954.7 |
2,924.3 |
2,794.0 |
|
| R3 |
2,885.7 |
2,855.3 |
2,775.0 |
|
| R2 |
2,816.7 |
2,816.7 |
2,768.7 |
|
| R1 |
2,786.3 |
2,786.3 |
2,762.3 |
2,801.5 |
| PP |
2,747.7 |
2,747.7 |
2,747.7 |
2,755.3 |
| S1 |
2,717.3 |
2,717.3 |
2,749.7 |
2,732.5 |
| S2 |
2,678.7 |
2,678.7 |
2,743.4 |
|
| S3 |
2,609.7 |
2,648.3 |
2,737.0 |
|
| S4 |
2,540.7 |
2,579.3 |
2,718.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,778.0 |
2,709.0 |
69.0 |
2.5% |
22.6 |
0.8% |
68% |
True |
False |
2,897 |
| 10 |
2,778.0 |
2,618.0 |
160.0 |
5.8% |
31.6 |
1.1% |
86% |
True |
False |
6,512 |
| 20 |
2,778.0 |
2,475.0 |
303.0 |
11.0% |
37.9 |
1.4% |
93% |
True |
False |
3,476 |
| 40 |
2,778.0 |
2,475.0 |
303.0 |
11.0% |
40.8 |
1.5% |
93% |
True |
False |
2,409 |
| 60 |
2,778.0 |
2,475.0 |
303.0 |
11.0% |
38.1 |
1.4% |
93% |
True |
False |
2,078 |
| 80 |
2,778.0 |
2,475.0 |
303.0 |
11.0% |
32.5 |
1.2% |
93% |
True |
False |
1,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,901.3 |
|
2.618 |
2,853.9 |
|
1.618 |
2,824.9 |
|
1.000 |
2,807.0 |
|
0.618 |
2,795.9 |
|
HIGH |
2,778.0 |
|
0.618 |
2,766.9 |
|
0.500 |
2,763.5 |
|
0.382 |
2,760.1 |
|
LOW |
2,749.0 |
|
0.618 |
2,731.1 |
|
1.000 |
2,720.0 |
|
1.618 |
2,702.1 |
|
2.618 |
2,673.1 |
|
4.250 |
2,625.8 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,763.5 |
2,755.2 |
| PP |
2,761.0 |
2,754.3 |
| S1 |
2,758.5 |
2,753.5 |
|