| 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 |
1,439.9 |
1,428.7 |
-11.2 |
-0.8% |
1,473.0 |
| High |
1,447.1 |
1,431.6 |
-15.5 |
-1.1% |
1,482.0 |
| Low |
1,423.6 |
1,390.2 |
-33.4 |
-2.3% |
1,421.8 |
| Close |
1,428.0 |
1,399.7 |
-28.3 |
-2.0% |
1,440.1 |
| Range |
23.5 |
41.4 |
17.9 |
76.2% |
60.2 |
| ATR |
30.4 |
31.2 |
0.8 |
2.6% |
0.0 |
| Volume |
4,503 |
6,484 |
1,981 |
44.0% |
33,871 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,531.4 |
1,506.9 |
1,422.5 |
|
| R3 |
1,490.0 |
1,465.5 |
1,411.1 |
|
| R2 |
1,448.6 |
1,448.6 |
1,407.3 |
|
| R1 |
1,424.1 |
1,424.1 |
1,403.5 |
1,415.7 |
| PP |
1,407.2 |
1,407.2 |
1,407.2 |
1,402.9 |
| S1 |
1,382.7 |
1,382.7 |
1,395.9 |
1,374.3 |
| S2 |
1,365.8 |
1,365.8 |
1,392.1 |
|
| S3 |
1,324.4 |
1,341.3 |
1,388.3 |
|
| S4 |
1,283.0 |
1,299.9 |
1,376.9 |
|
|
| 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 |
1,477.5 |
1,390.2 |
87.3 |
6.2% |
28.3 |
2.0% |
11% |
False |
True |
7,938 |
| 10 |
1,490.5 |
1,390.2 |
100.3 |
7.2% |
26.1 |
1.9% |
9% |
False |
True |
5,883 |
| 20 |
1,490.5 |
1,344.8 |
145.7 |
10.4% |
28.9 |
2.1% |
38% |
False |
False |
4,784 |
| 40 |
1,621.8 |
1,325.0 |
296.8 |
21.2% |
30.2 |
2.2% |
25% |
False |
False |
4,207 |
| 60 |
1,625.2 |
1,325.0 |
300.2 |
21.4% |
26.2 |
1.9% |
25% |
False |
False |
3,366 |
| 80 |
1,705.5 |
1,325.0 |
380.5 |
27.2% |
23.6 |
1.7% |
20% |
False |
False |
3,110 |
| 100 |
1,705.5 |
1,325.0 |
380.5 |
27.2% |
22.3 |
1.6% |
20% |
False |
False |
2,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,607.6 |
|
2.618 |
1,540.0 |
|
1.618 |
1,498.6 |
|
1.000 |
1,473.0 |
|
0.618 |
1,457.2 |
|
HIGH |
1,431.6 |
|
0.618 |
1,415.8 |
|
0.500 |
1,410.9 |
|
0.382 |
1,406.0 |
|
LOW |
1,390.2 |
|
0.618 |
1,364.6 |
|
1.000 |
1,348.8 |
|
1.618 |
1,323.2 |
|
2.618 |
1,281.8 |
|
4.250 |
1,214.3 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,410.9 |
1,418.7 |
| PP |
1,407.2 |
1,412.3 |
| S1 |
1,403.4 |
1,406.0 |
|