| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,764.0 |
2,762.0 |
-2.0 |
-0.1% |
2,723.0 |
| High |
2,768.0 |
2,778.0 |
10.0 |
0.4% |
2,778.0 |
| Low |
2,740.0 |
2,740.0 |
0.0 |
0.0% |
2,709.0 |
| Close |
2,751.0 |
2,772.0 |
21.0 |
0.8% |
2,756.0 |
| Range |
28.0 |
38.0 |
10.0 |
35.7% |
69.0 |
| ATR |
37.7 |
37.8 |
0.0 |
0.1% |
0.0 |
| Volume |
161 |
74 |
-87 |
-54.0% |
14,485 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,877.3 |
2,862.7 |
2,792.9 |
|
| R3 |
2,839.3 |
2,824.7 |
2,782.5 |
|
| R2 |
2,801.3 |
2,801.3 |
2,779.0 |
|
| R1 |
2,786.7 |
2,786.7 |
2,775.5 |
2,794.0 |
| PP |
2,763.3 |
2,763.3 |
2,763.3 |
2,767.0 |
| S1 |
2,748.7 |
2,748.7 |
2,768.5 |
2,756.0 |
| S2 |
2,725.3 |
2,725.3 |
2,765.0 |
|
| S3 |
2,687.3 |
2,710.7 |
2,761.6 |
|
| S4 |
2,649.3 |
2,672.7 |
2,751.1 |
|
|
| 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 |
2,729.0 |
49.0 |
1.8% |
28.2 |
1.0% |
88% |
True |
False |
2,792 |
| 10 |
2,778.0 |
2,650.0 |
128.0 |
4.6% |
31.7 |
1.1% |
95% |
True |
False |
3,129 |
| 20 |
2,778.0 |
2,475.0 |
303.0 |
10.9% |
37.1 |
1.3% |
98% |
True |
False |
3,388 |
| 40 |
2,778.0 |
2,475.0 |
303.0 |
10.9% |
41.3 |
1.5% |
98% |
True |
False |
1,936 |
| 60 |
2,778.0 |
2,475.0 |
303.0 |
10.9% |
38.9 |
1.4% |
98% |
True |
False |
2,082 |
| 80 |
2,778.0 |
2,475.0 |
303.0 |
10.9% |
32.9 |
1.2% |
98% |
True |
False |
1,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,939.5 |
|
2.618 |
2,877.5 |
|
1.618 |
2,839.5 |
|
1.000 |
2,816.0 |
|
0.618 |
2,801.5 |
|
HIGH |
2,778.0 |
|
0.618 |
2,763.5 |
|
0.500 |
2,759.0 |
|
0.382 |
2,754.5 |
|
LOW |
2,740.0 |
|
0.618 |
2,716.5 |
|
1.000 |
2,702.0 |
|
1.618 |
2,678.5 |
|
2.618 |
2,640.5 |
|
4.250 |
2,578.5 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,767.7 |
2,767.7 |
| PP |
2,763.3 |
2,763.3 |
| S1 |
2,759.0 |
2,759.0 |
|