| 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 |
5,210.0 |
5,185.0 |
-25.0 |
-0.5% |
5,200.0 |
| High |
5,225.0 |
5,201.0 |
-24.0 |
-0.5% |
5,258.0 |
| Low |
5,157.0 |
5,174.0 |
17.0 |
0.3% |
5,157.0 |
| Close |
5,174.0 |
5,193.0 |
19.0 |
0.4% |
5,193.0 |
| Range |
68.0 |
27.0 |
-41.0 |
-60.3% |
101.0 |
| ATR |
55.0 |
53.0 |
-2.0 |
-3.6% |
0.0 |
| Volume |
25,179 |
20,320 |
-4,859 |
-19.3% |
111,433 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,270.3 |
5,258.7 |
5,207.9 |
|
| R3 |
5,243.3 |
5,231.7 |
5,200.4 |
|
| R2 |
5,216.3 |
5,216.3 |
5,198.0 |
|
| R1 |
5,204.7 |
5,204.7 |
5,195.5 |
5,210.5 |
| PP |
5,189.3 |
5,189.3 |
5,189.3 |
5,192.3 |
| S1 |
5,177.7 |
5,177.7 |
5,190.5 |
5,183.5 |
| S2 |
5,162.3 |
5,162.3 |
5,188.1 |
|
| S3 |
5,135.3 |
5,150.7 |
5,185.6 |
|
| S4 |
5,108.3 |
5,123.7 |
5,178.2 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,505.7 |
5,450.3 |
5,248.6 |
|
| R3 |
5,404.7 |
5,349.3 |
5,220.8 |
|
| R2 |
5,303.7 |
5,303.7 |
5,211.5 |
|
| R1 |
5,248.3 |
5,248.3 |
5,202.3 |
5,225.5 |
| PP |
5,202.7 |
5,202.7 |
5,202.7 |
5,191.3 |
| S1 |
5,147.3 |
5,147.3 |
5,183.7 |
5,124.5 |
| S2 |
5,101.7 |
5,101.7 |
5,174.5 |
|
| S3 |
5,000.7 |
5,046.3 |
5,165.2 |
|
| S4 |
4,899.7 |
4,945.3 |
5,137.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,258.0 |
5,157.0 |
101.0 |
1.9% |
47.8 |
0.9% |
36% |
False |
False |
22,286 |
| 10 |
5,258.0 |
5,104.0 |
154.0 |
3.0% |
48.1 |
0.9% |
58% |
False |
False |
21,930 |
| 20 |
5,258.0 |
4,912.0 |
346.0 |
6.7% |
47.7 |
0.9% |
81% |
False |
False |
21,331 |
| 40 |
5,258.0 |
4,881.0 |
377.0 |
7.3% |
47.5 |
0.9% |
83% |
False |
False |
24,822 |
| 60 |
5,258.0 |
4,881.0 |
377.0 |
7.3% |
46.6 |
0.9% |
83% |
False |
False |
21,035 |
| 80 |
5,258.0 |
4,756.0 |
502.0 |
9.7% |
37.1 |
0.7% |
87% |
False |
False |
15,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,315.8 |
|
2.618 |
5,271.7 |
|
1.618 |
5,244.7 |
|
1.000 |
5,228.0 |
|
0.618 |
5,217.7 |
|
HIGH |
5,201.0 |
|
0.618 |
5,190.7 |
|
0.500 |
5,187.5 |
|
0.382 |
5,184.3 |
|
LOW |
5,174.0 |
|
0.618 |
5,157.3 |
|
1.000 |
5,147.0 |
|
1.618 |
5,130.3 |
|
2.618 |
5,103.3 |
|
4.250 |
5,059.3 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,191.2 |
5,207.5 |
| PP |
5,189.3 |
5,202.7 |
| S1 |
5,187.5 |
5,197.8 |
|