| 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 |
5,155.0 |
5,191.0 |
36.0 |
0.7% |
5,107.0 |
| High |
5,193.0 |
5,210.0 |
17.0 |
0.3% |
5,188.0 |
| Low |
5,145.0 |
5,174.0 |
29.0 |
0.6% |
5,095.0 |
| Close |
5,192.0 |
5,194.0 |
2.0 |
0.0% |
5,127.0 |
| Range |
48.0 |
36.0 |
-12.0 |
-25.0% |
93.0 |
| ATR |
56.4 |
54.9 |
-1.5 |
-2.6% |
0.0 |
| Volume |
20,397 |
24,851 |
4,454 |
21.8% |
94,756 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,300.7 |
5,283.3 |
5,213.8 |
|
| R3 |
5,264.7 |
5,247.3 |
5,203.9 |
|
| R2 |
5,228.7 |
5,228.7 |
5,200.6 |
|
| R1 |
5,211.3 |
5,211.3 |
5,197.3 |
5,220.0 |
| PP |
5,192.7 |
5,192.7 |
5,192.7 |
5,197.0 |
| S1 |
5,175.3 |
5,175.3 |
5,190.7 |
5,184.0 |
| S2 |
5,156.7 |
5,156.7 |
5,187.4 |
|
| S3 |
5,120.7 |
5,139.3 |
5,184.1 |
|
| S4 |
5,084.7 |
5,103.3 |
5,174.2 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,415.7 |
5,364.3 |
5,178.2 |
|
| R3 |
5,322.7 |
5,271.3 |
5,152.6 |
|
| R2 |
5,229.7 |
5,229.7 |
5,144.1 |
|
| R1 |
5,178.3 |
5,178.3 |
5,135.5 |
5,204.0 |
| PP |
5,136.7 |
5,136.7 |
5,136.7 |
5,149.5 |
| S1 |
5,085.3 |
5,085.3 |
5,118.5 |
5,111.0 |
| S2 |
5,043.7 |
5,043.7 |
5,110.0 |
|
| S3 |
4,950.7 |
4,992.3 |
5,101.4 |
|
| S4 |
4,857.7 |
4,899.3 |
5,075.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,210.0 |
5,104.0 |
106.0 |
2.0% |
50.6 |
1.0% |
85% |
True |
False |
21,186 |
| 10 |
5,210.0 |
5,087.0 |
123.0 |
2.4% |
45.3 |
0.9% |
87% |
True |
False |
20,341 |
| 20 |
5,210.0 |
4,911.0 |
299.0 |
5.8% |
46.4 |
0.9% |
95% |
True |
False |
22,274 |
| 40 |
5,210.0 |
4,881.0 |
329.0 |
6.3% |
50.6 |
1.0% |
95% |
True |
False |
28,063 |
| 60 |
5,210.0 |
4,881.0 |
329.0 |
6.3% |
43.0 |
0.8% |
95% |
True |
False |
18,845 |
| 80 |
5,210.0 |
4,694.0 |
516.0 |
9.9% |
34.2 |
0.7% |
97% |
True |
False |
14,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,363.0 |
|
2.618 |
5,304.2 |
|
1.618 |
5,268.2 |
|
1.000 |
5,246.0 |
|
0.618 |
5,232.2 |
|
HIGH |
5,210.0 |
|
0.618 |
5,196.2 |
|
0.500 |
5,192.0 |
|
0.382 |
5,187.8 |
|
LOW |
5,174.0 |
|
0.618 |
5,151.8 |
|
1.000 |
5,138.0 |
|
1.618 |
5,115.8 |
|
2.618 |
5,079.8 |
|
4.250 |
5,021.0 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,193.3 |
5,181.7 |
| PP |
5,192.7 |
5,169.3 |
| S1 |
5,192.0 |
5,157.0 |
|