| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
14,973.96 |
14,968.89 |
-5.07 |
0.0% |
14,716.50 |
| High |
14,988.87 |
15,056.67 |
67.80 |
0.5% |
15,009.59 |
| Low |
14,941.09 |
14,968.89 |
27.80 |
0.2% |
14,687.05 |
| Close |
14,968.89 |
15,056.20 |
87.31 |
0.6% |
14,973.96 |
| Range |
47.78 |
87.78 |
40.00 |
83.7% |
322.54 |
| ATR |
122.97 |
120.45 |
-2.51 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,290.59 |
15,261.18 |
15,104.48 |
|
| R3 |
15,202.81 |
15,173.40 |
15,080.34 |
|
| R2 |
15,115.03 |
15,115.03 |
15,072.29 |
|
| R1 |
15,085.62 |
15,085.62 |
15,064.25 |
15,100.33 |
| PP |
15,027.25 |
15,027.25 |
15,027.25 |
15,034.61 |
| S1 |
14,997.84 |
14,997.84 |
15,048.15 |
15,012.55 |
| S2 |
14,939.47 |
14,939.47 |
15,040.11 |
|
| S3 |
14,851.69 |
14,910.06 |
15,032.06 |
|
| S4 |
14,763.91 |
14,822.28 |
15,007.92 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,857.82 |
15,738.43 |
15,151.36 |
|
| R3 |
15,535.28 |
15,415.89 |
15,062.66 |
|
| R2 |
15,212.74 |
15,212.74 |
15,033.09 |
|
| R1 |
15,093.35 |
15,093.35 |
15,003.53 |
15,153.05 |
| PP |
14,890.20 |
14,890.20 |
14,890.20 |
14,920.05 |
| S1 |
14,770.81 |
14,770.81 |
14,944.39 |
14,830.51 |
| S2 |
14,567.66 |
14,567.66 |
14,914.83 |
|
| S3 |
14,245.12 |
14,448.27 |
14,885.26 |
|
| S4 |
13,922.58 |
14,125.73 |
14,796.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,056.67 |
14,687.05 |
369.62 |
2.5% |
120.00 |
0.8% |
100% |
True |
False |
|
| 10 |
15,056.67 |
14,665.45 |
391.22 |
2.6% |
107.99 |
0.7% |
100% |
True |
False |
|
| 20 |
15,056.67 |
14,444.03 |
612.64 |
4.1% |
129.89 |
0.9% |
100% |
True |
False |
|
| 40 |
15,056.67 |
14,382.09 |
674.58 |
4.5% |
118.71 |
0.8% |
100% |
True |
False |
|
| 60 |
15,056.67 |
13,784.01 |
1,272.66 |
8.5% |
116.73 |
0.8% |
100% |
True |
False |
|
| 80 |
15,056.67 |
13,439.97 |
1,616.70 |
10.7% |
110.69 |
0.7% |
100% |
True |
False |
|
| 100 |
15,056.67 |
12,883.89 |
2,172.78 |
14.4% |
113.24 |
0.8% |
100% |
True |
False |
|
| 120 |
15,056.67 |
12,471.49 |
2,585.18 |
17.2% |
115.41 |
0.8% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,429.74 |
|
2.618 |
15,286.48 |
|
1.618 |
15,198.70 |
|
1.000 |
15,144.45 |
|
0.618 |
15,110.92 |
|
HIGH |
15,056.67 |
|
0.618 |
15,023.14 |
|
0.500 |
15,012.78 |
|
0.382 |
15,002.42 |
|
LOW |
14,968.89 |
|
0.618 |
14,914.64 |
|
1.000 |
14,881.11 |
|
1.618 |
14,826.86 |
|
2.618 |
14,739.08 |
|
4.250 |
14,595.83 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,041.73 |
15,018.84 |
| PP |
15,027.25 |
14,981.48 |
| S1 |
15,012.78 |
14,944.13 |
|