| 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 |
6,734.5 |
6,701.0 |
-33.5 |
-0.5% |
6,530.0 |
| High |
6,815.0 |
6,701.0 |
-114.0 |
-1.7% |
6,680.5 |
| Low |
6,709.5 |
6,596.0 |
-113.5 |
-1.7% |
6,528.0 |
| Close |
6,773.5 |
6,644.5 |
-129.0 |
-1.9% |
6,653.0 |
| Range |
105.5 |
105.0 |
-0.5 |
-0.5% |
152.5 |
| ATR |
51.8 |
60.8 |
9.0 |
17.3% |
0.0 |
| Volume |
403 |
1,273 |
870 |
215.9% |
3,698 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,962.0 |
6,908.5 |
6,702.0 |
|
| R3 |
6,857.0 |
6,803.5 |
6,673.5 |
|
| R2 |
6,752.0 |
6,752.0 |
6,664.0 |
|
| R1 |
6,698.5 |
6,698.5 |
6,654.0 |
6,673.0 |
| PP |
6,647.0 |
6,647.0 |
6,647.0 |
6,634.5 |
| S1 |
6,593.5 |
6,593.5 |
6,635.0 |
6,568.0 |
| S2 |
6,542.0 |
6,542.0 |
6,625.0 |
|
| S3 |
6,437.0 |
6,488.5 |
6,615.5 |
|
| S4 |
6,332.0 |
6,383.5 |
6,587.0 |
|
|
| 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 |
6,815.0 |
6,596.0 |
219.0 |
3.3% |
77.5 |
1.2% |
22% |
False |
True |
728 |
| 10 |
6,815.0 |
6,522.5 |
292.5 |
4.4% |
60.0 |
0.9% |
42% |
False |
False |
662 |
| 20 |
6,815.0 |
6,316.5 |
498.5 |
7.5% |
48.0 |
0.7% |
66% |
False |
False |
442 |
| 40 |
6,815.0 |
6,114.0 |
701.0 |
10.6% |
41.0 |
0.6% |
76% |
False |
False |
252 |
| 60 |
6,815.0 |
6,114.0 |
701.0 |
10.6% |
30.0 |
0.5% |
76% |
False |
False |
177 |
| 80 |
6,815.0 |
6,085.5 |
729.5 |
11.0% |
23.5 |
0.4% |
77% |
False |
False |
156 |
| 100 |
6,815.0 |
5,875.5 |
939.5 |
14.1% |
18.5 |
0.3% |
82% |
False |
False |
127 |
| 120 |
6,815.0 |
5,715.5 |
1,099.5 |
16.5% |
16.0 |
0.2% |
84% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,147.0 |
|
2.618 |
6,976.0 |
|
1.618 |
6,871.0 |
|
1.000 |
6,806.0 |
|
0.618 |
6,766.0 |
|
HIGH |
6,701.0 |
|
0.618 |
6,661.0 |
|
0.500 |
6,648.5 |
|
0.382 |
6,636.0 |
|
LOW |
6,596.0 |
|
0.618 |
6,531.0 |
|
1.000 |
6,491.0 |
|
1.618 |
6,426.0 |
|
2.618 |
6,321.0 |
|
4.250 |
6,150.0 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,648.5 |
6,705.5 |
| PP |
6,647.0 |
6,685.0 |
| S1 |
6,646.0 |
6,665.0 |
|