| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
8,275.5 |
8,280.5 |
5.0 |
0.1% |
8,133.0 |
| High |
8,360.0 |
8,296.5 |
-63.5 |
-0.8% |
8,360.0 |
| Low |
8,253.0 |
8,217.5 |
-35.5 |
-0.4% |
8,105.5 |
| Close |
8,277.0 |
8,275.5 |
-1.5 |
0.0% |
8,277.0 |
| Range |
107.0 |
79.0 |
-28.0 |
-26.2% |
254.5 |
| ATR |
114.3 |
111.8 |
-2.5 |
-2.2% |
0.0 |
| Volume |
126,269 |
91,668 |
-34,601 |
-27.4% |
425,885 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,500.2 |
8,466.8 |
8,319.0 |
|
| R3 |
8,421.2 |
8,387.8 |
8,297.2 |
|
| R2 |
8,342.2 |
8,342.2 |
8,290.0 |
|
| R1 |
8,308.8 |
8,308.8 |
8,282.7 |
8,286.0 |
| PP |
8,263.2 |
8,263.2 |
8,263.2 |
8,251.8 |
| S1 |
8,229.8 |
8,229.8 |
8,268.3 |
8,207.0 |
| S2 |
8,184.2 |
8,184.2 |
8,261.0 |
|
| S3 |
8,105.2 |
8,150.8 |
8,253.8 |
|
| S4 |
8,026.2 |
8,071.8 |
8,232.1 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,011.0 |
8,898.5 |
8,417.0 |
|
| R3 |
8,756.5 |
8,644.0 |
8,347.0 |
|
| R2 |
8,502.0 |
8,502.0 |
8,323.7 |
|
| R1 |
8,389.5 |
8,389.5 |
8,300.3 |
8,445.8 |
| PP |
8,247.5 |
8,247.5 |
8,247.5 |
8,275.6 |
| S1 |
8,135.0 |
8,135.0 |
8,253.7 |
8,191.3 |
| S2 |
7,993.0 |
7,993.0 |
8,230.3 |
|
| S3 |
7,738.5 |
7,880.5 |
8,207.0 |
|
| S4 |
7,484.0 |
7,626.0 |
8,137.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,360.0 |
8,119.5 |
240.5 |
2.9% |
86.1 |
1.0% |
65% |
False |
False |
93,130 |
| 10 |
8,360.0 |
7,828.5 |
531.5 |
6.4% |
95.1 |
1.1% |
84% |
False |
False |
98,891 |
| 20 |
8,360.0 |
7,422.0 |
938.0 |
11.3% |
117.0 |
1.4% |
91% |
False |
False |
120,323 |
| 40 |
8,360.0 |
7,422.0 |
938.0 |
11.3% |
116.6 |
1.4% |
91% |
False |
False |
117,725 |
| 60 |
8,360.0 |
7,422.0 |
938.0 |
11.3% |
111.8 |
1.4% |
91% |
False |
False |
85,360 |
| 80 |
8,360.0 |
7,422.0 |
938.0 |
11.3% |
104.0 |
1.3% |
91% |
False |
False |
64,179 |
| 100 |
8,360.0 |
7,422.0 |
938.0 |
11.3% |
94.7 |
1.1% |
91% |
False |
False |
51,724 |
| 120 |
8,360.0 |
6,959.0 |
1,401.0 |
16.9% |
89.8 |
1.1% |
94% |
False |
False |
43,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,632.3 |
|
2.618 |
8,503.3 |
|
1.618 |
8,424.3 |
|
1.000 |
8,375.5 |
|
0.618 |
8,345.3 |
|
HIGH |
8,296.5 |
|
0.618 |
8,266.3 |
|
0.500 |
8,257.0 |
|
0.382 |
8,247.7 |
|
LOW |
8,217.5 |
|
0.618 |
8,168.7 |
|
1.000 |
8,138.5 |
|
1.618 |
8,089.7 |
|
2.618 |
8,010.7 |
|
4.250 |
7,881.8 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,269.3 |
8,288.8 |
| PP |
8,263.2 |
8,284.3 |
| S1 |
8,257.0 |
8,279.9 |
|