| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,777.0 |
2,813.0 |
36.0 |
1.3% |
2,764.0 |
| High |
2,818.0 |
2,816.0 |
-2.0 |
-0.1% |
2,818.0 |
| Low |
2,774.0 |
2,792.0 |
18.0 |
0.6% |
2,740.0 |
| Close |
2,802.0 |
2,810.0 |
8.0 |
0.3% |
2,802.0 |
| Range |
44.0 |
24.0 |
-20.0 |
-45.5% |
78.0 |
| ATR |
36.9 |
36.0 |
-0.9 |
-2.5% |
0.0 |
| Volume |
142 |
53 |
-89 |
-62.7% |
8,993 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,878.0 |
2,868.0 |
2,823.2 |
|
| R3 |
2,854.0 |
2,844.0 |
2,816.6 |
|
| R2 |
2,830.0 |
2,830.0 |
2,814.4 |
|
| R1 |
2,820.0 |
2,820.0 |
2,812.2 |
2,813.0 |
| PP |
2,806.0 |
2,806.0 |
2,806.0 |
2,802.5 |
| S1 |
2,796.0 |
2,796.0 |
2,807.8 |
2,789.0 |
| S2 |
2,782.0 |
2,782.0 |
2,805.6 |
|
| S3 |
2,758.0 |
2,772.0 |
2,803.4 |
|
| S4 |
2,734.0 |
2,748.0 |
2,796.8 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,020.7 |
2,989.3 |
2,844.9 |
|
| R3 |
2,942.7 |
2,911.3 |
2,823.5 |
|
| R2 |
2,864.7 |
2,864.7 |
2,816.3 |
|
| R1 |
2,833.3 |
2,833.3 |
2,809.2 |
2,849.0 |
| PP |
2,786.7 |
2,786.7 |
2,786.7 |
2,794.5 |
| S1 |
2,755.3 |
2,755.3 |
2,794.9 |
2,771.0 |
| S2 |
2,708.7 |
2,708.7 |
2,787.7 |
|
| S3 |
2,630.7 |
2,677.3 |
2,780.6 |
|
| S4 |
2,552.7 |
2,599.3 |
2,759.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,818.0 |
2,740.0 |
78.0 |
2.8% |
32.4 |
1.2% |
90% |
False |
False |
1,777 |
| 10 |
2,818.0 |
2,717.0 |
101.0 |
3.6% |
28.9 |
1.0% |
92% |
False |
False |
2,348 |
| 20 |
2,818.0 |
2,511.0 |
307.0 |
10.9% |
34.5 |
1.2% |
97% |
False |
False |
3,752 |
| 40 |
2,818.0 |
2,475.0 |
343.0 |
12.2% |
39.8 |
1.4% |
98% |
False |
False |
2,021 |
| 60 |
2,818.0 |
2,475.0 |
343.0 |
12.2% |
39.6 |
1.4% |
98% |
False |
False |
2,228 |
| 80 |
2,818.0 |
2,475.0 |
343.0 |
12.2% |
34.1 |
1.2% |
98% |
False |
False |
1,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,918.0 |
|
2.618 |
2,878.8 |
|
1.618 |
2,854.8 |
|
1.000 |
2,840.0 |
|
0.618 |
2,830.8 |
|
HIGH |
2,816.0 |
|
0.618 |
2,806.8 |
|
0.500 |
2,804.0 |
|
0.382 |
2,801.2 |
|
LOW |
2,792.0 |
|
0.618 |
2,777.2 |
|
1.000 |
2,768.0 |
|
1.618 |
2,753.2 |
|
2.618 |
2,729.2 |
|
4.250 |
2,690.0 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,808.0 |
2,805.0 |
| PP |
2,806.0 |
2,800.0 |
| S1 |
2,804.0 |
2,795.0 |
|