| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,740.0 |
2,758.0 |
18.0 |
0.7% |
2,645.0 |
| High |
2,763.0 |
2,763.0 |
0.0 |
0.0% |
2,734.0 |
| Low |
2,731.0 |
2,739.0 |
8.0 |
0.3% |
2,644.0 |
| Close |
2,757.0 |
2,755.0 |
-2.0 |
-0.1% |
2,725.0 |
| Range |
32.0 |
24.0 |
-8.0 |
-25.0% |
90.0 |
| ATR |
45.2 |
43.7 |
-1.5 |
-3.4% |
0.0 |
| Volume |
646,614 |
517,000 |
-129,614 |
-20.0% |
4,440,960 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,824.3 |
2,813.7 |
2,768.2 |
|
| R3 |
2,800.3 |
2,789.7 |
2,761.6 |
|
| R2 |
2,776.3 |
2,776.3 |
2,759.4 |
|
| R1 |
2,765.7 |
2,765.7 |
2,757.2 |
2,759.0 |
| PP |
2,752.3 |
2,752.3 |
2,752.3 |
2,749.0 |
| S1 |
2,741.7 |
2,741.7 |
2,752.8 |
2,735.0 |
| S2 |
2,728.3 |
2,728.3 |
2,750.6 |
|
| S3 |
2,704.3 |
2,717.7 |
2,748.4 |
|
| S4 |
2,680.3 |
2,693.7 |
2,741.8 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,971.0 |
2,938.0 |
2,774.5 |
|
| R3 |
2,881.0 |
2,848.0 |
2,749.8 |
|
| R2 |
2,791.0 |
2,791.0 |
2,741.5 |
|
| R1 |
2,758.0 |
2,758.0 |
2,733.3 |
2,774.5 |
| PP |
2,701.0 |
2,701.0 |
2,701.0 |
2,709.3 |
| S1 |
2,668.0 |
2,668.0 |
2,716.8 |
2,684.5 |
| S2 |
2,611.0 |
2,611.0 |
2,708.5 |
|
| S3 |
2,521.0 |
2,578.0 |
2,700.3 |
|
| S4 |
2,431.0 |
2,488.0 |
2,675.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,763.0 |
2,672.0 |
91.0 |
3.3% |
33.2 |
1.2% |
91% |
True |
False |
692,730 |
| 10 |
2,763.0 |
2,621.0 |
142.0 |
5.2% |
36.1 |
1.3% |
94% |
True |
False |
854,901 |
| 20 |
2,763.0 |
2,481.0 |
282.0 |
10.2% |
43.0 |
1.6% |
97% |
True |
False |
991,946 |
| 40 |
2,763.0 |
2,481.0 |
282.0 |
10.2% |
45.5 |
1.7% |
97% |
True |
False |
1,043,696 |
| 60 |
2,763.0 |
2,481.0 |
282.0 |
10.2% |
45.1 |
1.6% |
97% |
True |
False |
730,606 |
| 80 |
2,763.0 |
2,481.0 |
282.0 |
10.2% |
41.5 |
1.5% |
97% |
True |
False |
548,314 |
| 100 |
2,763.0 |
2,481.0 |
282.0 |
10.2% |
38.1 |
1.4% |
97% |
True |
False |
439,393 |
| 120 |
2,763.0 |
2,355.0 |
408.0 |
14.8% |
35.5 |
1.3% |
98% |
True |
False |
366,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,865.0 |
|
2.618 |
2,825.8 |
|
1.618 |
2,801.8 |
|
1.000 |
2,787.0 |
|
0.618 |
2,777.8 |
|
HIGH |
2,763.0 |
|
0.618 |
2,753.8 |
|
0.500 |
2,751.0 |
|
0.382 |
2,748.2 |
|
LOW |
2,739.0 |
|
0.618 |
2,724.2 |
|
1.000 |
2,715.0 |
|
1.618 |
2,700.2 |
|
2.618 |
2,676.2 |
|
4.250 |
2,637.0 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,753.7 |
2,750.3 |
| PP |
2,752.3 |
2,745.7 |
| S1 |
2,751.0 |
2,741.0 |
|