| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
8,133.0 |
8,124.0 |
-9.0 |
-0.1% |
7,841.0 |
| High |
8,153.0 |
8,210.0 |
57.0 |
0.7% |
8,138.0 |
| Low |
8,105.5 |
8,119.5 |
14.0 |
0.2% |
7,828.5 |
| Close |
8,113.0 |
8,174.0 |
61.0 |
0.8% |
8,124.0 |
| Range |
47.5 |
90.5 |
43.0 |
90.5% |
309.5 |
| ATR |
122.9 |
121.0 |
-1.8 |
-1.5% |
0.0 |
| Volume |
51,902 |
83,832 |
31,930 |
61.5% |
471,366 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,439.3 |
8,397.2 |
8,223.8 |
|
| R3 |
8,348.8 |
8,306.7 |
8,198.9 |
|
| R2 |
8,258.3 |
8,258.3 |
8,190.6 |
|
| R1 |
8,216.2 |
8,216.2 |
8,182.3 |
8,237.3 |
| PP |
8,167.8 |
8,167.8 |
8,167.8 |
8,178.4 |
| S1 |
8,125.7 |
8,125.7 |
8,165.7 |
8,146.8 |
| S2 |
8,077.3 |
8,077.3 |
8,157.4 |
|
| S3 |
7,986.8 |
8,035.2 |
8,149.1 |
|
| S4 |
7,896.3 |
7,944.7 |
8,124.2 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,958.7 |
8,850.8 |
8,294.2 |
|
| R3 |
8,649.2 |
8,541.3 |
8,209.1 |
|
| R2 |
8,339.7 |
8,339.7 |
8,180.7 |
|
| R1 |
8,231.8 |
8,231.8 |
8,152.4 |
8,285.8 |
| PP |
8,030.2 |
8,030.2 |
8,030.2 |
8,057.1 |
| S1 |
7,922.3 |
7,922.3 |
8,095.6 |
7,976.3 |
| S2 |
7,720.7 |
7,720.7 |
8,067.3 |
|
| S3 |
7,411.2 |
7,612.8 |
8,038.9 |
|
| S4 |
7,101.7 |
7,303.3 |
7,953.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,210.0 |
7,896.0 |
314.0 |
3.8% |
101.2 |
1.2% |
89% |
True |
False |
102,362 |
| 10 |
8,210.0 |
7,450.5 |
759.5 |
9.3% |
117.0 |
1.4% |
95% |
True |
False |
113,794 |
| 20 |
8,210.0 |
7,422.0 |
788.0 |
9.6% |
125.3 |
1.5% |
95% |
True |
False |
124,748 |
| 40 |
8,210.0 |
7,422.0 |
788.0 |
9.6% |
114.3 |
1.4% |
95% |
True |
False |
116,190 |
| 60 |
8,210.0 |
7,422.0 |
788.0 |
9.6% |
110.9 |
1.4% |
95% |
True |
False |
79,039 |
| 80 |
8,210.0 |
7,422.0 |
788.0 |
9.6% |
103.0 |
1.3% |
95% |
True |
False |
59,416 |
| 100 |
8,210.0 |
7,422.0 |
788.0 |
9.6% |
94.0 |
1.1% |
95% |
True |
False |
47,958 |
| 120 |
8,210.0 |
6,959.0 |
1,251.0 |
15.3% |
90.5 |
1.1% |
97% |
True |
False |
40,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,594.6 |
|
2.618 |
8,446.9 |
|
1.618 |
8,356.4 |
|
1.000 |
8,300.5 |
|
0.618 |
8,265.9 |
|
HIGH |
8,210.0 |
|
0.618 |
8,175.4 |
|
0.500 |
8,164.8 |
|
0.382 |
8,154.1 |
|
LOW |
8,119.5 |
|
0.618 |
8,063.6 |
|
1.000 |
8,029.0 |
|
1.618 |
7,973.1 |
|
2.618 |
7,882.6 |
|
4.250 |
7,734.9 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,170.9 |
8,144.5 |
| PP |
8,167.8 |
8,115.0 |
| S1 |
8,164.8 |
8,085.5 |
|