| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,780.0 |
2,791.0 |
11.0 |
0.4% |
2,730.0 |
| High |
2,801.0 |
2,801.0 |
0.0 |
0.0% |
2,786.0 |
| Low |
2,766.0 |
2,777.0 |
11.0 |
0.4% |
2,712.0 |
| Close |
2,791.0 |
2,791.0 |
0.0 |
0.0% |
2,761.0 |
| Range |
35.0 |
24.0 |
-11.0 |
-31.4% |
74.0 |
| ATR |
41.3 |
40.1 |
-1.2 |
-3.0% |
0.0 |
| Volume |
932,361 |
882,032 |
-50,329 |
-5.4% |
3,258,623 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,861.7 |
2,850.3 |
2,804.2 |
|
| R3 |
2,837.7 |
2,826.3 |
2,797.6 |
|
| R2 |
2,813.7 |
2,813.7 |
2,795.4 |
|
| R1 |
2,802.3 |
2,802.3 |
2,793.2 |
2,803.0 |
| PP |
2,789.7 |
2,789.7 |
2,789.7 |
2,790.0 |
| S1 |
2,778.3 |
2,778.3 |
2,788.8 |
2,779.0 |
| S2 |
2,765.7 |
2,765.7 |
2,786.6 |
|
| S3 |
2,741.7 |
2,754.3 |
2,784.4 |
|
| S4 |
2,717.7 |
2,730.3 |
2,777.8 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,975.0 |
2,942.0 |
2,801.7 |
|
| R3 |
2,901.0 |
2,868.0 |
2,781.4 |
|
| R2 |
2,827.0 |
2,827.0 |
2,774.6 |
|
| R1 |
2,794.0 |
2,794.0 |
2,767.8 |
2,810.5 |
| PP |
2,753.0 |
2,753.0 |
2,753.0 |
2,761.3 |
| S1 |
2,720.0 |
2,720.0 |
2,754.2 |
2,736.5 |
| S2 |
2,679.0 |
2,679.0 |
2,747.4 |
|
| S3 |
2,605.0 |
2,646.0 |
2,740.7 |
|
| S4 |
2,531.0 |
2,572.0 |
2,720.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,801.0 |
2,742.0 |
59.0 |
2.1% |
32.2 |
1.2% |
83% |
True |
False |
854,204 |
| 10 |
2,801.0 |
2,672.0 |
129.0 |
4.6% |
32.7 |
1.2% |
92% |
True |
False |
773,467 |
| 20 |
2,801.0 |
2,481.0 |
320.0 |
11.5% |
38.8 |
1.4% |
97% |
True |
False |
937,052 |
| 40 |
2,801.0 |
2,481.0 |
320.0 |
11.5% |
44.6 |
1.6% |
97% |
True |
False |
1,015,193 |
| 60 |
2,801.0 |
2,481.0 |
320.0 |
11.5% |
45.3 |
1.6% |
97% |
True |
False |
801,782 |
| 80 |
2,801.0 |
2,481.0 |
320.0 |
11.5% |
42.2 |
1.5% |
97% |
True |
False |
601,675 |
| 100 |
2,801.0 |
2,481.0 |
320.0 |
11.5% |
38.7 |
1.4% |
97% |
True |
False |
481,822 |
| 120 |
2,801.0 |
2,412.0 |
389.0 |
13.9% |
35.7 |
1.3% |
97% |
True |
False |
401,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,903.0 |
|
2.618 |
2,863.8 |
|
1.618 |
2,839.8 |
|
1.000 |
2,825.0 |
|
0.618 |
2,815.8 |
|
HIGH |
2,801.0 |
|
0.618 |
2,791.8 |
|
0.500 |
2,789.0 |
|
0.382 |
2,786.2 |
|
LOW |
2,777.0 |
|
0.618 |
2,762.2 |
|
1.000 |
2,753.0 |
|
1.618 |
2,738.2 |
|
2.618 |
2,714.2 |
|
4.250 |
2,675.0 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,790.3 |
2,784.5 |
| PP |
2,789.7 |
2,778.0 |
| S1 |
2,789.0 |
2,771.5 |
|