| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,606.50 |
1,613.75 |
7.25 |
0.5% |
1,570.25 |
| High |
1,615.75 |
1,624.00 |
8.25 |
0.5% |
1,608.50 |
| Low |
1,603.50 |
1,611.50 |
8.00 |
0.5% |
1,567.75 |
| Close |
1,614.75 |
1,623.00 |
8.25 |
0.5% |
1,602.50 |
| Range |
12.25 |
12.50 |
0.25 |
2.0% |
40.75 |
| ATR |
16.98 |
16.66 |
-0.32 |
-1.9% |
0.00 |
| Volume |
7,498 |
12,813 |
5,315 |
70.9% |
32,367 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,657.00 |
1,652.50 |
1,630.00 |
|
| R3 |
1,644.50 |
1,640.00 |
1,626.50 |
|
| R2 |
1,632.00 |
1,632.00 |
1,625.25 |
|
| R1 |
1,627.50 |
1,627.50 |
1,624.25 |
1,629.75 |
| PP |
1,619.50 |
1,619.50 |
1,619.50 |
1,620.50 |
| S1 |
1,615.00 |
1,615.00 |
1,621.75 |
1,617.25 |
| S2 |
1,607.00 |
1,607.00 |
1,620.75 |
|
| S3 |
1,594.50 |
1,602.50 |
1,619.50 |
|
| S4 |
1,582.00 |
1,590.00 |
1,616.00 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,715.25 |
1,699.50 |
1,625.00 |
|
| R3 |
1,674.50 |
1,658.75 |
1,613.75 |
|
| R2 |
1,633.75 |
1,633.75 |
1,610.00 |
|
| R1 |
1,618.00 |
1,618.00 |
1,606.25 |
1,626.00 |
| PP |
1,593.00 |
1,593.00 |
1,593.00 |
1,596.75 |
| S1 |
1,577.25 |
1,577.25 |
1,598.75 |
1,585.00 |
| S2 |
1,552.25 |
1,552.25 |
1,595.00 |
|
| S3 |
1,511.50 |
1,536.50 |
1,591.25 |
|
| S4 |
1,470.75 |
1,495.75 |
1,580.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,624.00 |
1,573.00 |
51.00 |
3.1% |
14.25 |
0.9% |
98% |
True |
False |
9,117 |
| 10 |
1,624.00 |
1,564.50 |
59.50 |
3.7% |
15.00 |
0.9% |
98% |
True |
False |
9,655 |
| 20 |
1,624.00 |
1,524.75 |
99.25 |
6.1% |
18.25 |
1.1% |
99% |
True |
False |
11,104 |
| 40 |
1,624.00 |
1,523.50 |
100.50 |
6.2% |
16.75 |
1.0% |
99% |
True |
False |
6,432 |
| 60 |
1,624.00 |
1,470.25 |
153.75 |
9.5% |
15.50 |
1.0% |
99% |
True |
False |
4,396 |
| 80 |
1,624.00 |
1,446.00 |
178.00 |
11.0% |
13.75 |
0.9% |
99% |
True |
False |
3,352 |
| 100 |
1,624.00 |
1,370.50 |
253.50 |
15.6% |
13.25 |
0.8% |
100% |
True |
False |
2,692 |
| 120 |
1,624.00 |
1,330.50 |
293.50 |
18.1% |
11.75 |
0.7% |
100% |
True |
False |
2,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,677.00 |
|
2.618 |
1,656.75 |
|
1.618 |
1,644.25 |
|
1.000 |
1,636.50 |
|
0.618 |
1,631.75 |
|
HIGH |
1,624.00 |
|
0.618 |
1,619.25 |
|
0.500 |
1,617.75 |
|
0.382 |
1,616.25 |
|
LOW |
1,611.50 |
|
0.618 |
1,603.75 |
|
1.000 |
1,599.00 |
|
1.618 |
1,591.25 |
|
2.618 |
1,578.75 |
|
4.250 |
1,558.50 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,621.25 |
1,619.75 |
| PP |
1,619.50 |
1,616.25 |
| S1 |
1,617.75 |
1,613.00 |
|