| Trading Metrics calculated at close of trading on 17-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,791.0 |
2,783.0 |
-8.0 |
-0.3% |
2,768.0 |
| High |
2,801.0 |
2,824.0 |
23.0 |
0.8% |
2,824.0 |
| Low |
2,777.0 |
2,779.0 |
2.0 |
0.1% |
2,742.0 |
| Close |
2,791.0 |
2,806.0 |
15.0 |
0.5% |
2,806.0 |
| Range |
24.0 |
45.0 |
21.0 |
87.5% |
82.0 |
| ATR |
40.1 |
40.4 |
0.4 |
0.9% |
0.0 |
| Volume |
882,032 |
1,090,180 |
208,148 |
23.6% |
4,379,000 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,938.0 |
2,917.0 |
2,830.8 |
|
| R3 |
2,893.0 |
2,872.0 |
2,818.4 |
|
| R2 |
2,848.0 |
2,848.0 |
2,814.3 |
|
| R1 |
2,827.0 |
2,827.0 |
2,810.1 |
2,837.5 |
| PP |
2,803.0 |
2,803.0 |
2,803.0 |
2,808.3 |
| S1 |
2,782.0 |
2,782.0 |
2,801.9 |
2,792.5 |
| S2 |
2,758.0 |
2,758.0 |
2,797.8 |
|
| S3 |
2,713.0 |
2,737.0 |
2,793.6 |
|
| S4 |
2,668.0 |
2,692.0 |
2,781.3 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,036.7 |
3,003.3 |
2,851.1 |
|
| R3 |
2,954.7 |
2,921.3 |
2,828.6 |
|
| R2 |
2,872.7 |
2,872.7 |
2,821.0 |
|
| R1 |
2,839.3 |
2,839.3 |
2,813.5 |
2,856.0 |
| PP |
2,790.7 |
2,790.7 |
2,790.7 |
2,799.0 |
| S1 |
2,757.3 |
2,757.3 |
2,798.5 |
2,774.0 |
| S2 |
2,708.7 |
2,708.7 |
2,791.0 |
|
| S3 |
2,626.7 |
2,675.3 |
2,783.5 |
|
| S4 |
2,544.7 |
2,593.3 |
2,760.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,824.0 |
2,742.0 |
82.0 |
2.9% |
34.6 |
1.2% |
78% |
True |
False |
875,800 |
| 10 |
2,824.0 |
2,712.0 |
112.0 |
4.0% |
31.0 |
1.1% |
84% |
True |
False |
763,762 |
| 20 |
2,824.0 |
2,502.0 |
322.0 |
11.5% |
38.9 |
1.4% |
94% |
True |
False |
929,778 |
| 40 |
2,824.0 |
2,481.0 |
343.0 |
12.2% |
44.6 |
1.6% |
95% |
True |
False |
1,012,723 |
| 60 |
2,824.0 |
2,481.0 |
343.0 |
12.2% |
45.2 |
1.6% |
95% |
True |
False |
819,942 |
| 80 |
2,824.0 |
2,481.0 |
343.0 |
12.2% |
42.5 |
1.5% |
95% |
True |
False |
615,289 |
| 100 |
2,824.0 |
2,481.0 |
343.0 |
12.2% |
38.9 |
1.4% |
95% |
True |
False |
492,595 |
| 120 |
2,824.0 |
2,439.0 |
385.0 |
13.7% |
35.8 |
1.3% |
95% |
True |
False |
410,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,015.3 |
|
2.618 |
2,941.8 |
|
1.618 |
2,896.8 |
|
1.000 |
2,869.0 |
|
0.618 |
2,851.8 |
|
HIGH |
2,824.0 |
|
0.618 |
2,806.8 |
|
0.500 |
2,801.5 |
|
0.382 |
2,796.2 |
|
LOW |
2,779.0 |
|
0.618 |
2,751.2 |
|
1.000 |
2,734.0 |
|
1.618 |
2,706.2 |
|
2.618 |
2,661.2 |
|
4.250 |
2,587.8 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,804.5 |
2,802.3 |
| PP |
2,803.0 |
2,798.7 |
| S1 |
2,801.5 |
2,795.0 |
|