| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,757.0 |
2,764.0 |
7.0 |
0.3% |
2,723.0 |
| High |
2,778.0 |
2,768.0 |
-10.0 |
-0.4% |
2,778.0 |
| Low |
2,749.0 |
2,740.0 |
-9.0 |
-0.3% |
2,709.0 |
| Close |
2,756.0 |
2,751.0 |
-5.0 |
-0.2% |
2,756.0 |
| Range |
29.0 |
28.0 |
-1.0 |
-3.4% |
69.0 |
| ATR |
38.5 |
37.7 |
-0.7 |
-1.9% |
0.0 |
| Volume |
13,359 |
161 |
-13,198 |
-98.8% |
14,485 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,837.0 |
2,822.0 |
2,766.4 |
|
| R3 |
2,809.0 |
2,794.0 |
2,758.7 |
|
| R2 |
2,781.0 |
2,781.0 |
2,756.1 |
|
| R1 |
2,766.0 |
2,766.0 |
2,753.6 |
2,759.5 |
| PP |
2,753.0 |
2,753.0 |
2,753.0 |
2,749.8 |
| S1 |
2,738.0 |
2,738.0 |
2,748.4 |
2,731.5 |
| S2 |
2,725.0 |
2,725.0 |
2,745.9 |
|
| S3 |
2,697.0 |
2,710.0 |
2,743.3 |
|
| S4 |
2,669.0 |
2,682.0 |
2,735.6 |
|
|
| 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 |
2,717.0 |
61.0 |
2.2% |
25.4 |
0.9% |
56% |
False |
False |
2,920 |
| 10 |
2,778.0 |
2,643.0 |
135.0 |
4.9% |
32.2 |
1.2% |
80% |
False |
False |
6,518 |
| 20 |
2,778.0 |
2,475.0 |
303.0 |
11.0% |
37.5 |
1.4% |
91% |
False |
False |
3,390 |
| 40 |
2,778.0 |
2,475.0 |
303.0 |
11.0% |
41.0 |
1.5% |
91% |
False |
False |
2,198 |
| 60 |
2,778.0 |
2,475.0 |
303.0 |
11.0% |
38.4 |
1.4% |
91% |
False |
False |
2,081 |
| 80 |
2,778.0 |
2,475.0 |
303.0 |
11.0% |
32.7 |
1.2% |
91% |
False |
False |
1,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,887.0 |
|
2.618 |
2,841.3 |
|
1.618 |
2,813.3 |
|
1.000 |
2,796.0 |
|
0.618 |
2,785.3 |
|
HIGH |
2,768.0 |
|
0.618 |
2,757.3 |
|
0.500 |
2,754.0 |
|
0.382 |
2,750.7 |
|
LOW |
2,740.0 |
|
0.618 |
2,722.7 |
|
1.000 |
2,712.0 |
|
1.618 |
2,694.7 |
|
2.618 |
2,666.7 |
|
4.250 |
2,621.0 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,754.0 |
2,757.5 |
| PP |
2,753.0 |
2,755.3 |
| S1 |
2,752.0 |
2,753.2 |
|