| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,681.5 |
6,734.5 |
53.0 |
0.8% |
6,530.0 |
| High |
6,737.5 |
6,815.0 |
77.5 |
1.2% |
6,680.5 |
| Low |
6,677.5 |
6,709.5 |
32.0 |
0.5% |
6,528.0 |
| Close |
6,719.0 |
6,773.5 |
54.5 |
0.8% |
6,653.0 |
| Range |
60.0 |
105.5 |
45.5 |
75.8% |
152.5 |
| ATR |
47.7 |
51.8 |
4.1 |
8.7% |
0.0 |
| Volume |
59 |
403 |
344 |
583.1% |
3,698 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,082.5 |
7,033.5 |
6,831.5 |
|
| R3 |
6,977.0 |
6,928.0 |
6,802.5 |
|
| R2 |
6,871.5 |
6,871.5 |
6,793.0 |
|
| R1 |
6,822.5 |
6,822.5 |
6,783.0 |
6,847.0 |
| PP |
6,766.0 |
6,766.0 |
6,766.0 |
6,778.0 |
| S1 |
6,717.0 |
6,717.0 |
6,764.0 |
6,741.5 |
| S2 |
6,660.5 |
6,660.5 |
6,754.0 |
|
| S3 |
6,555.0 |
6,611.5 |
6,744.5 |
|
| S4 |
6,449.5 |
6,506.0 |
6,715.5 |
|
|
| 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 |
6,815.0 |
6,601.0 |
214.0 |
3.2% |
64.5 |
1.0% |
81% |
True |
False |
552 |
| 10 |
6,815.0 |
6,496.0 |
319.0 |
4.7% |
52.0 |
0.8% |
87% |
True |
False |
539 |
| 20 |
6,815.0 |
6,316.5 |
498.5 |
7.4% |
44.0 |
0.6% |
92% |
True |
False |
389 |
| 40 |
6,815.0 |
6,114.0 |
701.0 |
10.3% |
38.5 |
0.6% |
94% |
True |
False |
220 |
| 60 |
6,815.0 |
6,114.0 |
701.0 |
10.3% |
28.5 |
0.4% |
94% |
True |
False |
156 |
| 80 |
6,815.0 |
6,085.5 |
729.5 |
10.8% |
22.0 |
0.3% |
94% |
True |
False |
141 |
| 100 |
6,815.0 |
5,735.5 |
1,079.5 |
15.9% |
17.5 |
0.3% |
96% |
True |
False |
115 |
| 120 |
6,815.0 |
5,715.5 |
1,099.5 |
16.2% |
15.0 |
0.2% |
96% |
True |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,263.5 |
|
2.618 |
7,091.0 |
|
1.618 |
6,985.5 |
|
1.000 |
6,920.5 |
|
0.618 |
6,880.0 |
|
HIGH |
6,815.0 |
|
0.618 |
6,774.5 |
|
0.500 |
6,762.0 |
|
0.382 |
6,750.0 |
|
LOW |
6,709.5 |
|
0.618 |
6,644.5 |
|
1.000 |
6,604.0 |
|
1.618 |
6,539.0 |
|
2.618 |
6,433.5 |
|
4.250 |
6,261.0 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,770.0 |
6,760.0 |
| PP |
6,766.0 |
6,746.0 |
| S1 |
6,762.0 |
6,732.5 |
|