| 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 |
1,374.8 |
1,371.5 |
-3.3 |
-0.2% |
1,439.9 |
| High |
1,416.0 |
1,400.0 |
-16.0 |
-1.1% |
1,447.1 |
| Low |
1,356.6 |
1,360.0 |
3.4 |
0.3% |
1,358.4 |
| Close |
1,370.7 |
1,395.1 |
24.4 |
1.8% |
1,368.2 |
| Range |
59.4 |
40.0 |
-19.4 |
-32.7% |
88.7 |
| ATR |
35.8 |
36.1 |
0.3 |
0.8% |
0.0 |
| Volume |
8,884 |
11,431 |
2,547 |
28.7% |
25,867 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,505.0 |
1,490.1 |
1,417.1 |
|
| R3 |
1,465.0 |
1,450.1 |
1,406.1 |
|
| R2 |
1,425.0 |
1,425.0 |
1,402.4 |
|
| R1 |
1,410.1 |
1,410.1 |
1,398.8 |
1,417.6 |
| PP |
1,385.0 |
1,385.0 |
1,385.0 |
1,388.8 |
| S1 |
1,370.1 |
1,370.1 |
1,391.4 |
1,377.6 |
| S2 |
1,345.0 |
1,345.0 |
1,387.8 |
|
| S3 |
1,305.0 |
1,330.1 |
1,384.1 |
|
| S4 |
1,265.0 |
1,290.1 |
1,373.1 |
|
|
| 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 |
1,416.0 |
1,339.7 |
76.3 |
5.5% |
47.5 |
3.4% |
73% |
False |
False |
7,523 |
| 10 |
1,463.6 |
1,339.7 |
123.9 |
8.9% |
38.5 |
2.8% |
45% |
False |
False |
7,383 |
| 20 |
1,490.5 |
1,339.7 |
150.8 |
10.8% |
31.4 |
2.3% |
37% |
False |
False |
5,937 |
| 40 |
1,612.5 |
1,325.0 |
287.5 |
20.6% |
34.8 |
2.5% |
24% |
False |
False |
4,894 |
| 60 |
1,621.8 |
1,325.0 |
296.8 |
21.3% |
28.0 |
2.0% |
24% |
False |
False |
3,819 |
| 80 |
1,694.3 |
1,325.0 |
369.3 |
26.5% |
26.0 |
1.9% |
19% |
False |
False |
3,520 |
| 100 |
1,705.5 |
1,325.0 |
380.5 |
27.3% |
24.1 |
1.7% |
18% |
False |
False |
3,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,570.0 |
|
2.618 |
1,504.7 |
|
1.618 |
1,464.7 |
|
1.000 |
1,440.0 |
|
0.618 |
1,424.7 |
|
HIGH |
1,400.0 |
|
0.618 |
1,384.7 |
|
0.500 |
1,380.0 |
|
0.382 |
1,375.3 |
|
LOW |
1,360.0 |
|
0.618 |
1,335.3 |
|
1.000 |
1,320.0 |
|
1.618 |
1,295.3 |
|
2.618 |
1,255.3 |
|
4.250 |
1,190.0 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,390.1 |
1,392.2 |
| PP |
1,385.0 |
1,389.2 |
| S1 |
1,380.0 |
1,386.3 |
|