| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,475.1 |
1,459.2 |
-15.9 |
-1.1% |
1,473.0 |
| High |
1,477.5 |
1,463.6 |
-13.9 |
-0.9% |
1,482.0 |
| Low |
1,456.0 |
1,421.8 |
-34.2 |
-2.3% |
1,421.8 |
| Close |
1,472.3 |
1,440.1 |
-32.2 |
-2.2% |
1,440.1 |
| Range |
21.5 |
41.8 |
20.3 |
94.4% |
60.2 |
| ATR |
30.9 |
32.3 |
1.4 |
4.5% |
0.0 |
| Volume |
7,378 |
13,685 |
6,307 |
85.5% |
33,871 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,567.2 |
1,545.5 |
1,463.1 |
|
| R3 |
1,525.4 |
1,503.7 |
1,451.6 |
|
| R2 |
1,483.6 |
1,483.6 |
1,447.8 |
|
| R1 |
1,461.9 |
1,461.9 |
1,443.9 |
1,451.9 |
| PP |
1,441.8 |
1,441.8 |
1,441.8 |
1,436.8 |
| S1 |
1,420.1 |
1,420.1 |
1,436.3 |
1,410.1 |
| S2 |
1,400.0 |
1,400.0 |
1,432.4 |
|
| S3 |
1,358.2 |
1,378.3 |
1,428.6 |
|
| S4 |
1,316.4 |
1,336.5 |
1,417.1 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,628.6 |
1,594.5 |
1,473.2 |
|
| R3 |
1,568.4 |
1,534.3 |
1,456.7 |
|
| R2 |
1,508.2 |
1,508.2 |
1,451.1 |
|
| R1 |
1,474.1 |
1,474.1 |
1,445.6 |
1,461.1 |
| PP |
1,448.0 |
1,448.0 |
1,448.0 |
1,441.4 |
| S1 |
1,413.9 |
1,413.9 |
1,434.6 |
1,400.9 |
| S2 |
1,387.8 |
1,387.8 |
1,429.1 |
|
| S3 |
1,327.6 |
1,353.7 |
1,423.5 |
|
| S4 |
1,267.4 |
1,293.5 |
1,407.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,482.0 |
1,421.8 |
60.2 |
4.2% |
26.2 |
1.8% |
30% |
False |
True |
6,774 |
| 10 |
1,490.5 |
1,421.8 |
68.7 |
4.8% |
25.0 |
1.7% |
27% |
False |
True |
5,379 |
| 20 |
1,497.4 |
1,325.0 |
172.4 |
12.0% |
38.2 |
2.7% |
67% |
False |
False |
5,011 |
| 40 |
1,621.8 |
1,325.0 |
296.8 |
20.6% |
29.2 |
2.0% |
39% |
False |
False |
3,821 |
| 60 |
1,654.9 |
1,325.0 |
329.9 |
22.9% |
26.1 |
1.8% |
35% |
False |
False |
3,244 |
| 80 |
1,705.5 |
1,325.0 |
380.5 |
26.4% |
23.1 |
1.6% |
30% |
False |
False |
2,925 |
| 100 |
1,713.4 |
1,325.0 |
388.4 |
27.0% |
22.1 |
1.5% |
30% |
False |
False |
2,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,641.3 |
|
2.618 |
1,573.0 |
|
1.618 |
1,531.2 |
|
1.000 |
1,505.4 |
|
0.618 |
1,489.4 |
|
HIGH |
1,463.6 |
|
0.618 |
1,447.6 |
|
0.500 |
1,442.7 |
|
0.382 |
1,437.8 |
|
LOW |
1,421.8 |
|
0.618 |
1,396.0 |
|
1.000 |
1,380.0 |
|
1.618 |
1,354.2 |
|
2.618 |
1,312.4 |
|
4.250 |
1,244.2 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,442.7 |
1,450.4 |
| PP |
1,441.8 |
1,446.9 |
| S1 |
1,441.0 |
1,443.5 |
|