| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,820.0 |
2,812.0 |
-8.0 |
-0.3% |
2,768.0 |
| High |
2,823.0 |
2,825.0 |
2.0 |
0.1% |
2,824.0 |
| Low |
2,794.0 |
2,791.0 |
-3.0 |
-0.1% |
2,742.0 |
| Close |
2,815.0 |
2,810.0 |
-5.0 |
-0.2% |
2,806.0 |
| Range |
29.0 |
34.0 |
5.0 |
17.2% |
82.0 |
| ATR |
39.6 |
39.2 |
-0.4 |
-1.0% |
0.0 |
| Volume |
616,185 |
823,019 |
206,834 |
33.6% |
4,379,000 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,910.7 |
2,894.3 |
2,828.7 |
|
| R3 |
2,876.7 |
2,860.3 |
2,819.4 |
|
| R2 |
2,842.7 |
2,842.7 |
2,816.2 |
|
| R1 |
2,826.3 |
2,826.3 |
2,813.1 |
2,817.5 |
| PP |
2,808.7 |
2,808.7 |
2,808.7 |
2,804.3 |
| S1 |
2,792.3 |
2,792.3 |
2,806.9 |
2,783.5 |
| S2 |
2,774.7 |
2,774.7 |
2,803.8 |
|
| S3 |
2,740.7 |
2,758.3 |
2,800.7 |
|
| S4 |
2,706.7 |
2,724.3 |
2,791.3 |
|
|
| 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 |
2,825.0 |
2,766.0 |
59.0 |
2.1% |
33.4 |
1.2% |
75% |
True |
False |
868,755 |
| 10 |
2,825.0 |
2,731.0 |
94.0 |
3.3% |
32.5 |
1.2% |
84% |
True |
False |
796,402 |
| 20 |
2,825.0 |
2,519.0 |
306.0 |
10.9% |
38.8 |
1.4% |
95% |
True |
False |
904,310 |
| 40 |
2,825.0 |
2,481.0 |
344.0 |
12.2% |
44.3 |
1.6% |
96% |
True |
False |
991,528 |
| 60 |
2,825.0 |
2,481.0 |
344.0 |
12.2% |
44.7 |
1.6% |
96% |
True |
False |
843,901 |
| 80 |
2,825.0 |
2,481.0 |
344.0 |
12.2% |
42.6 |
1.5% |
96% |
True |
False |
633,270 |
| 100 |
2,825.0 |
2,481.0 |
344.0 |
12.2% |
39.1 |
1.4% |
96% |
True |
False |
506,810 |
| 120 |
2,825.0 |
2,455.0 |
370.0 |
13.2% |
36.2 |
1.3% |
96% |
True |
False |
422,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,969.5 |
|
2.618 |
2,914.0 |
|
1.618 |
2,880.0 |
|
1.000 |
2,859.0 |
|
0.618 |
2,846.0 |
|
HIGH |
2,825.0 |
|
0.618 |
2,812.0 |
|
0.500 |
2,808.0 |
|
0.382 |
2,804.0 |
|
LOW |
2,791.0 |
|
0.618 |
2,770.0 |
|
1.000 |
2,757.0 |
|
1.618 |
2,736.0 |
|
2.618 |
2,702.0 |
|
4.250 |
2,646.5 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,809.3 |
2,807.3 |
| PP |
2,808.7 |
2,804.7 |
| S1 |
2,808.0 |
2,802.0 |
|