| 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 |
1,660.50 |
1,652.00 |
-8.50 |
-0.5% |
1,619.75 |
| High |
1,680.25 |
1,653.00 |
-27.25 |
-1.6% |
1,660.00 |
| Low |
1,641.50 |
1,627.25 |
-14.25 |
-0.9% |
1,616.50 |
| Close |
1,650.00 |
1,644.25 |
-5.75 |
-0.3% |
1,657.25 |
| Range |
38.75 |
25.75 |
-13.00 |
-33.5% |
43.50 |
| ATR |
17.04 |
17.66 |
0.62 |
3.7% |
0.00 |
| Volume |
9,433 |
37,341 |
27,908 |
295.9% |
74,354 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,718.75 |
1,707.25 |
1,658.50 |
|
| R3 |
1,693.00 |
1,681.50 |
1,651.25 |
|
| R2 |
1,667.25 |
1,667.25 |
1,649.00 |
|
| R1 |
1,655.75 |
1,655.75 |
1,646.50 |
1,648.50 |
| PP |
1,641.50 |
1,641.50 |
1,641.50 |
1,638.00 |
| S1 |
1,630.00 |
1,630.00 |
1,642.00 |
1,623.00 |
| S2 |
1,615.75 |
1,615.75 |
1,639.50 |
|
| S3 |
1,590.00 |
1,604.25 |
1,637.25 |
|
| S4 |
1,564.25 |
1,578.50 |
1,630.00 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,775.00 |
1,759.75 |
1,681.25 |
|
| R3 |
1,731.50 |
1,716.25 |
1,669.25 |
|
| R2 |
1,688.00 |
1,688.00 |
1,665.25 |
|
| R1 |
1,672.75 |
1,672.75 |
1,661.25 |
1,680.50 |
| PP |
1,644.50 |
1,644.50 |
1,644.50 |
1,648.50 |
| S1 |
1,629.25 |
1,629.25 |
1,653.25 |
1,637.00 |
| S2 |
1,601.00 |
1,601.00 |
1,649.25 |
|
| S3 |
1,557.50 |
1,585.75 |
1,645.25 |
|
| S4 |
1,514.00 |
1,542.25 |
1,633.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,680.25 |
1,627.25 |
53.00 |
3.2% |
21.00 |
1.3% |
32% |
False |
True |
19,882 |
| 10 |
1,680.25 |
1,614.75 |
65.50 |
4.0% |
17.75 |
1.1% |
45% |
False |
False |
20,161 |
| 20 |
1,680.25 |
1,566.75 |
113.50 |
6.9% |
16.00 |
1.0% |
68% |
False |
False |
15,013 |
| 40 |
1,680.25 |
1,524.75 |
155.50 |
9.5% |
17.50 |
1.1% |
77% |
False |
False |
11,428 |
| 60 |
1,680.25 |
1,488.25 |
192.00 |
11.7% |
16.25 |
1.0% |
81% |
False |
False |
8,015 |
| 80 |
1,680.25 |
1,470.25 |
210.00 |
12.8% |
15.00 |
0.9% |
83% |
False |
False |
6,071 |
| 100 |
1,680.25 |
1,372.25 |
308.00 |
18.7% |
14.00 |
0.8% |
88% |
False |
False |
4,877 |
| 120 |
1,680.25 |
1,370.50 |
309.75 |
18.8% |
13.00 |
0.8% |
88% |
False |
False |
4,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,762.50 |
|
2.618 |
1,720.50 |
|
1.618 |
1,694.75 |
|
1.000 |
1,678.75 |
|
0.618 |
1,669.00 |
|
HIGH |
1,653.00 |
|
0.618 |
1,643.25 |
|
0.500 |
1,640.00 |
|
0.382 |
1,637.00 |
|
LOW |
1,627.25 |
|
0.618 |
1,611.25 |
|
1.000 |
1,601.50 |
|
1.618 |
1,585.50 |
|
2.618 |
1,559.75 |
|
4.250 |
1,517.75 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,643.00 |
1,653.75 |
| PP |
1,641.50 |
1,650.50 |
| S1 |
1,640.00 |
1,647.50 |
|