| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,366.2 |
1,395.8 |
29.6 |
2.2% |
1,439.9 |
| High |
1,401.0 |
1,402.4 |
1.4 |
0.1% |
1,447.1 |
| Low |
1,339.7 |
1,361.7 |
22.0 |
1.6% |
1,358.4 |
| Close |
1,387.7 |
1,381.1 |
-6.6 |
-0.5% |
1,368.2 |
| Range |
61.3 |
40.7 |
-20.6 |
-33.6% |
88.7 |
| ATR |
33.5 |
34.0 |
0.5 |
1.5% |
0.0 |
| Volume |
4,853 |
9,117 |
4,264 |
87.9% |
25,867 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,503.8 |
1,483.2 |
1,403.5 |
|
| R3 |
1,463.1 |
1,442.5 |
1,392.3 |
|
| R2 |
1,422.4 |
1,422.4 |
1,388.6 |
|
| R1 |
1,401.8 |
1,401.8 |
1,384.8 |
1,391.8 |
| PP |
1,381.7 |
1,381.7 |
1,381.7 |
1,376.7 |
| S1 |
1,361.1 |
1,361.1 |
1,377.4 |
1,351.1 |
| S2 |
1,341.0 |
1,341.0 |
1,373.6 |
|
| S3 |
1,300.3 |
1,320.4 |
1,369.9 |
|
| S4 |
1,259.6 |
1,279.7 |
1,358.7 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,657.3 |
1,601.5 |
1,417.0 |
|
| R3 |
1,568.6 |
1,512.8 |
1,392.6 |
|
| R2 |
1,479.9 |
1,479.9 |
1,384.5 |
|
| R1 |
1,424.1 |
1,424.1 |
1,376.3 |
1,407.7 |
| PP |
1,391.2 |
1,391.2 |
1,391.2 |
1,383.0 |
| S1 |
1,335.4 |
1,335.4 |
1,360.1 |
1,319.0 |
| S2 |
1,302.5 |
1,302.5 |
1,351.9 |
|
| S3 |
1,213.8 |
1,246.7 |
1,343.8 |
|
| S4 |
1,125.1 |
1,158.0 |
1,319.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,431.6 |
1,339.7 |
91.9 |
6.7% |
41.4 |
3.0% |
45% |
False |
False |
5,538 |
| 10 |
1,478.9 |
1,339.7 |
139.2 |
10.1% |
33.4 |
2.4% |
30% |
False |
False |
6,815 |
| 20 |
1,490.5 |
1,339.7 |
150.8 |
10.9% |
29.3 |
2.1% |
27% |
False |
False |
5,215 |
| 40 |
1,612.6 |
1,325.0 |
287.6 |
20.8% |
33.0 |
2.4% |
20% |
False |
False |
4,552 |
| 60 |
1,625.2 |
1,325.0 |
300.2 |
21.7% |
27.1 |
2.0% |
19% |
False |
False |
3,516 |
| 80 |
1,694.3 |
1,325.0 |
369.3 |
26.7% |
24.9 |
1.8% |
15% |
False |
False |
3,312 |
| 100 |
1,705.5 |
1,325.0 |
380.5 |
27.6% |
23.2 |
1.7% |
15% |
False |
False |
2,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,575.4 |
|
2.618 |
1,509.0 |
|
1.618 |
1,468.3 |
|
1.000 |
1,443.1 |
|
0.618 |
1,427.6 |
|
HIGH |
1,402.4 |
|
0.618 |
1,386.9 |
|
0.500 |
1,382.1 |
|
0.382 |
1,377.2 |
|
LOW |
1,361.7 |
|
0.618 |
1,336.5 |
|
1.000 |
1,321.0 |
|
1.618 |
1,295.8 |
|
2.618 |
1,255.1 |
|
4.250 |
1,188.7 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,382.1 |
1,377.8 |
| PP |
1,381.7 |
1,374.4 |
| S1 |
1,381.4 |
1,371.1 |
|