| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,808.0 |
2,771.0 |
-37.0 |
-1.3% |
2,764.0 |
| High |
2,832.0 |
2,780.0 |
-52.0 |
-1.8% |
2,818.0 |
| Low |
2,786.0 |
2,747.0 |
-39.0 |
-1.4% |
2,740.0 |
| Close |
2,822.0 |
2,767.0 |
-55.0 |
-1.9% |
2,802.0 |
| Range |
46.0 |
33.0 |
-13.0 |
-28.3% |
78.0 |
| ATR |
36.5 |
39.2 |
2.8 |
7.6% |
0.0 |
| Volume |
247 |
664 |
417 |
168.8% |
8,993 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,863.7 |
2,848.3 |
2,785.2 |
|
| R3 |
2,830.7 |
2,815.3 |
2,776.1 |
|
| R2 |
2,797.7 |
2,797.7 |
2,773.1 |
|
| R1 |
2,782.3 |
2,782.3 |
2,770.0 |
2,773.5 |
| PP |
2,764.7 |
2,764.7 |
2,764.7 |
2,760.3 |
| S1 |
2,749.3 |
2,749.3 |
2,764.0 |
2,740.5 |
| S2 |
2,731.7 |
2,731.7 |
2,761.0 |
|
| S3 |
2,698.7 |
2,716.3 |
2,757.9 |
|
| S4 |
2,665.7 |
2,683.3 |
2,748.9 |
|
|
| 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 |
2,832.0 |
2,747.0 |
85.0 |
3.1% |
35.8 |
1.3% |
24% |
False |
True |
267 |
| 10 |
2,832.0 |
2,740.0 |
92.0 |
3.3% |
33.0 |
1.2% |
29% |
False |
False |
2,354 |
| 20 |
2,832.0 |
2,618.0 |
214.0 |
7.7% |
31.9 |
1.2% |
70% |
False |
False |
3,781 |
| 40 |
2,832.0 |
2,475.0 |
357.0 |
12.9% |
38.4 |
1.4% |
82% |
False |
False |
2,034 |
| 60 |
2,832.0 |
2,475.0 |
357.0 |
12.9% |
38.3 |
1.4% |
82% |
False |
False |
2,245 |
| 80 |
2,832.0 |
2,475.0 |
357.0 |
12.9% |
34.9 |
1.3% |
82% |
False |
False |
1,691 |
| 100 |
2,832.0 |
2,475.0 |
357.0 |
12.9% |
30.2 |
1.1% |
82% |
False |
False |
1,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,920.3 |
|
2.618 |
2,866.4 |
|
1.618 |
2,833.4 |
|
1.000 |
2,813.0 |
|
0.618 |
2,800.4 |
|
HIGH |
2,780.0 |
|
0.618 |
2,767.4 |
|
0.500 |
2,763.5 |
|
0.382 |
2,759.6 |
|
LOW |
2,747.0 |
|
0.618 |
2,726.6 |
|
1.000 |
2,714.0 |
|
1.618 |
2,693.6 |
|
2.618 |
2,660.6 |
|
4.250 |
2,606.8 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,765.8 |
2,789.5 |
| PP |
2,764.7 |
2,782.0 |
| S1 |
2,763.5 |
2,774.5 |
|