| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,676.0 |
6,681.5 |
5.5 |
0.1% |
6,530.0 |
| High |
6,688.5 |
6,737.5 |
49.0 |
0.7% |
6,680.5 |
| Low |
6,650.0 |
6,677.5 |
27.5 |
0.4% |
6,528.0 |
| Close |
6,683.5 |
6,719.0 |
35.5 |
0.5% |
6,653.0 |
| Range |
38.5 |
60.0 |
21.5 |
55.8% |
152.5 |
| ATR |
46.8 |
47.7 |
0.9 |
2.0% |
0.0 |
| Volume |
1,099 |
59 |
-1,040 |
-94.6% |
3,698 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,891.5 |
6,865.0 |
6,752.0 |
|
| R3 |
6,831.5 |
6,805.0 |
6,735.5 |
|
| R2 |
6,771.5 |
6,771.5 |
6,730.0 |
|
| R1 |
6,745.0 |
6,745.0 |
6,724.5 |
6,758.0 |
| PP |
6,711.5 |
6,711.5 |
6,711.5 |
6,718.0 |
| S1 |
6,685.0 |
6,685.0 |
6,713.5 |
6,698.0 |
| S2 |
6,651.5 |
6,651.5 |
6,708.0 |
|
| S3 |
6,591.5 |
6,625.0 |
6,702.5 |
|
| S4 |
6,531.5 |
6,565.0 |
6,686.0 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,078.0 |
7,018.0 |
6,737.0 |
|
| R3 |
6,925.5 |
6,865.5 |
6,695.0 |
|
| R2 |
6,773.0 |
6,773.0 |
6,681.0 |
|
| R1 |
6,713.0 |
6,713.0 |
6,667.0 |
6,743.0 |
| PP |
6,620.5 |
6,620.5 |
6,620.5 |
6,635.5 |
| S1 |
6,560.5 |
6,560.5 |
6,639.0 |
6,590.5 |
| S2 |
6,468.0 |
6,468.0 |
6,625.0 |
|
| S3 |
6,315.5 |
6,408.0 |
6,611.0 |
|
| S4 |
6,163.0 |
6,255.5 |
6,569.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,737.5 |
6,601.0 |
136.5 |
2.0% |
50.5 |
0.8% |
86% |
True |
False |
592 |
| 10 |
6,737.5 |
6,482.0 |
255.5 |
3.8% |
45.0 |
0.7% |
93% |
True |
False |
504 |
| 20 |
6,737.5 |
6,316.5 |
421.0 |
6.3% |
39.0 |
0.6% |
96% |
True |
False |
370 |
| 40 |
6,737.5 |
6,114.0 |
623.5 |
9.3% |
36.5 |
0.5% |
97% |
True |
False |
211 |
| 60 |
6,737.5 |
6,114.0 |
623.5 |
9.3% |
26.5 |
0.4% |
97% |
True |
False |
150 |
| 80 |
6,737.5 |
6,085.5 |
652.0 |
9.7% |
21.0 |
0.3% |
97% |
True |
False |
136 |
| 100 |
6,737.5 |
5,735.5 |
1,002.0 |
14.9% |
16.5 |
0.2% |
98% |
True |
False |
112 |
| 120 |
6,737.5 |
5,652.5 |
1,085.0 |
16.1% |
14.0 |
0.2% |
98% |
True |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,992.5 |
|
2.618 |
6,894.5 |
|
1.618 |
6,834.5 |
|
1.000 |
6,797.5 |
|
0.618 |
6,774.5 |
|
HIGH |
6,737.5 |
|
0.618 |
6,714.5 |
|
0.500 |
6,707.5 |
|
0.382 |
6,700.5 |
|
LOW |
6,677.5 |
|
0.618 |
6,640.5 |
|
1.000 |
6,617.5 |
|
1.618 |
6,580.5 |
|
2.618 |
6,520.5 |
|
4.250 |
6,422.5 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,715.0 |
6,702.5 |
| PP |
6,711.5 |
6,686.0 |
| S1 |
6,707.5 |
6,669.0 |
|