| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,625.00 |
1,641.50 |
16.50 |
1.0% |
1,603.25 |
| High |
1,642.75 |
1,653.75 |
11.00 |
0.7% |
1,626.50 |
| Low |
1,620.50 |
1,637.25 |
16.75 |
1.0% |
1,602.00 |
| Close |
1,642.25 |
1,648.50 |
6.25 |
0.4% |
1,624.00 |
| Range |
22.25 |
16.50 |
-5.75 |
-25.8% |
24.50 |
| ATR |
16.03 |
16.07 |
0.03 |
0.2% |
0.00 |
| Volume |
11,481 |
12,812 |
1,331 |
11.6% |
91,389 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,696.00 |
1,688.75 |
1,657.50 |
|
| R3 |
1,679.50 |
1,672.25 |
1,653.00 |
|
| R2 |
1,663.00 |
1,663.00 |
1,651.50 |
|
| R1 |
1,655.75 |
1,655.75 |
1,650.00 |
1,659.50 |
| PP |
1,646.50 |
1,646.50 |
1,646.50 |
1,648.25 |
| S1 |
1,639.25 |
1,639.25 |
1,647.00 |
1,643.00 |
| S2 |
1,630.00 |
1,630.00 |
1,645.50 |
|
| S3 |
1,613.50 |
1,622.75 |
1,644.00 |
|
| S4 |
1,597.00 |
1,606.25 |
1,639.50 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,691.00 |
1,682.00 |
1,637.50 |
|
| R3 |
1,666.50 |
1,657.50 |
1,630.75 |
|
| R2 |
1,642.00 |
1,642.00 |
1,628.50 |
|
| R1 |
1,633.00 |
1,633.00 |
1,626.25 |
1,637.50 |
| PP |
1,617.50 |
1,617.50 |
1,617.50 |
1,619.75 |
| S1 |
1,608.50 |
1,608.50 |
1,621.75 |
1,613.00 |
| S2 |
1,593.00 |
1,593.00 |
1,619.50 |
|
| S3 |
1,568.50 |
1,584.00 |
1,617.25 |
|
| S4 |
1,544.00 |
1,559.50 |
1,610.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,653.75 |
1,614.25 |
39.50 |
2.4% |
14.50 |
0.9% |
87% |
True |
False |
19,778 |
| 10 |
1,653.75 |
1,573.00 |
80.75 |
4.9% |
14.50 |
0.9% |
93% |
True |
False |
14,447 |
| 20 |
1,653.75 |
1,524.75 |
129.00 |
7.8% |
15.50 |
0.9% |
96% |
True |
False |
13,062 |
| 40 |
1,653.75 |
1,524.75 |
129.00 |
7.8% |
17.00 |
1.0% |
96% |
True |
False |
8,622 |
| 60 |
1,653.75 |
1,470.25 |
183.50 |
11.1% |
16.25 |
1.0% |
97% |
True |
False |
6,034 |
| 80 |
1,653.75 |
1,463.50 |
190.25 |
11.5% |
14.25 |
0.9% |
97% |
True |
False |
4,586 |
| 100 |
1,653.75 |
1,370.50 |
283.25 |
17.2% |
13.50 |
0.8% |
98% |
True |
False |
3,679 |
| 120 |
1,653.75 |
1,363.00 |
290.75 |
17.6% |
12.00 |
0.7% |
98% |
True |
False |
3,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,724.00 |
|
2.618 |
1,697.00 |
|
1.618 |
1,680.50 |
|
1.000 |
1,670.25 |
|
0.618 |
1,664.00 |
|
HIGH |
1,653.75 |
|
0.618 |
1,647.50 |
|
0.500 |
1,645.50 |
|
0.382 |
1,643.50 |
|
LOW |
1,637.25 |
|
0.618 |
1,627.00 |
|
1.000 |
1,620.75 |
|
1.618 |
1,610.50 |
|
2.618 |
1,594.00 |
|
4.250 |
1,567.00 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,647.50 |
1,644.00 |
| PP |
1,646.50 |
1,639.50 |
| S1 |
1,645.50 |
1,635.00 |
|