| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,771.0 |
2,785.0 |
14.0 |
0.5% |
2,723.0 |
| High |
2,795.0 |
2,796.0 |
1.0 |
0.0% |
2,778.0 |
| Low |
2,763.0 |
2,772.0 |
9.0 |
0.3% |
2,709.0 |
| Close |
2,786.0 |
2,786.0 |
0.0 |
0.0% |
2,756.0 |
| Range |
32.0 |
24.0 |
-8.0 |
-25.0% |
69.0 |
| ATR |
37.3 |
36.4 |
-1.0 |
-2.6% |
0.0 |
| Volume |
6,539 |
2,077 |
-4,462 |
-68.2% |
14,485 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,856.7 |
2,845.3 |
2,799.2 |
|
| R3 |
2,832.7 |
2,821.3 |
2,792.6 |
|
| R2 |
2,808.7 |
2,808.7 |
2,790.4 |
|
| R1 |
2,797.3 |
2,797.3 |
2,788.2 |
2,803.0 |
| PP |
2,784.7 |
2,784.7 |
2,784.7 |
2,787.5 |
| S1 |
2,773.3 |
2,773.3 |
2,783.8 |
2,779.0 |
| S2 |
2,760.7 |
2,760.7 |
2,781.6 |
|
| S3 |
2,736.7 |
2,749.3 |
2,779.4 |
|
| S4 |
2,712.7 |
2,725.3 |
2,772.8 |
|
|
| 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 |
2,796.0 |
2,740.0 |
56.0 |
2.0% |
30.2 |
1.1% |
82% |
True |
False |
4,442 |
| 10 |
2,796.0 |
2,670.0 |
126.0 |
4.5% |
29.3 |
1.1% |
92% |
True |
False |
2,400 |
| 20 |
2,796.0 |
2,475.0 |
321.0 |
11.5% |
34.4 |
1.2% |
97% |
True |
False |
3,756 |
| 40 |
2,796.0 |
2,475.0 |
321.0 |
11.5% |
39.9 |
1.4% |
97% |
True |
False |
2,026 |
| 60 |
2,796.0 |
2,475.0 |
321.0 |
11.5% |
39.1 |
1.4% |
97% |
True |
False |
2,225 |
| 80 |
2,796.0 |
2,475.0 |
321.0 |
11.5% |
33.6 |
1.2% |
97% |
True |
False |
1,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,898.0 |
|
2.618 |
2,858.8 |
|
1.618 |
2,834.8 |
|
1.000 |
2,820.0 |
|
0.618 |
2,810.8 |
|
HIGH |
2,796.0 |
|
0.618 |
2,786.8 |
|
0.500 |
2,784.0 |
|
0.382 |
2,781.2 |
|
LOW |
2,772.0 |
|
0.618 |
2,757.2 |
|
1.000 |
2,748.0 |
|
1.618 |
2,733.2 |
|
2.618 |
2,709.2 |
|
4.250 |
2,670.0 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,785.3 |
2,780.0 |
| PP |
2,784.7 |
2,774.0 |
| S1 |
2,784.0 |
2,768.0 |
|