| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,459.2 |
1,439.9 |
-19.3 |
-1.3% |
1,473.0 |
| High |
1,463.6 |
1,441.8 |
-21.8 |
-1.5% |
1,482.0 |
| Low |
1,421.8 |
1,428.7 |
6.9 |
0.5% |
1,421.8 |
| Close |
1,440.1 |
1,437.7 |
-2.4 |
-0.2% |
1,440.1 |
| Range |
41.8 |
13.1 |
-28.7 |
-68.7% |
60.2 |
| ATR |
32.3 |
31.0 |
-1.4 |
-4.2% |
0.0 |
| Volume |
13,685 |
7,643 |
-6,042 |
-44.2% |
33,871 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,475.4 |
1,469.6 |
1,444.9 |
|
| R3 |
1,462.3 |
1,456.5 |
1,441.3 |
|
| R2 |
1,449.2 |
1,449.2 |
1,440.1 |
|
| R1 |
1,443.4 |
1,443.4 |
1,438.9 |
1,439.8 |
| PP |
1,436.1 |
1,436.1 |
1,436.1 |
1,434.2 |
| S1 |
1,430.3 |
1,430.3 |
1,436.5 |
1,426.7 |
| S2 |
1,423.0 |
1,423.0 |
1,435.3 |
|
| S3 |
1,409.9 |
1,417.2 |
1,434.1 |
|
| S4 |
1,396.8 |
1,404.1 |
1,430.5 |
|
|
| 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 |
1,478.9 |
1,421.8 |
57.1 |
4.0% |
26.4 |
1.8% |
28% |
False |
False |
7,536 |
| 10 |
1,490.5 |
1,421.8 |
68.7 |
4.8% |
24.8 |
1.7% |
23% |
False |
False |
5,613 |
| 20 |
1,490.5 |
1,325.0 |
165.5 |
11.5% |
31.0 |
2.2% |
68% |
False |
False |
5,134 |
| 40 |
1,621.8 |
1,325.0 |
296.8 |
20.6% |
29.4 |
2.0% |
38% |
False |
False |
3,981 |
| 60 |
1,641.6 |
1,325.0 |
316.6 |
22.0% |
26.0 |
1.8% |
36% |
False |
False |
3,345 |
| 80 |
1,705.5 |
1,325.0 |
380.5 |
26.5% |
23.2 |
1.6% |
30% |
False |
False |
3,016 |
| 100 |
1,713.4 |
1,325.0 |
388.4 |
27.0% |
22.2 |
1.5% |
29% |
False |
False |
2,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,497.5 |
|
2.618 |
1,476.1 |
|
1.618 |
1,463.0 |
|
1.000 |
1,454.9 |
|
0.618 |
1,449.9 |
|
HIGH |
1,441.8 |
|
0.618 |
1,436.8 |
|
0.500 |
1,435.3 |
|
0.382 |
1,433.7 |
|
LOW |
1,428.7 |
|
0.618 |
1,420.6 |
|
1.000 |
1,415.6 |
|
1.618 |
1,407.5 |
|
2.618 |
1,394.4 |
|
4.250 |
1,373.0 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,436.9 |
1,449.7 |
| PP |
1,436.1 |
1,445.7 |
| S1 |
1,435.3 |
1,441.7 |
|