| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
8,280.5 |
8,301.5 |
21.0 |
0.3% |
8,133.0 |
| High |
8,296.5 |
8,354.0 |
57.5 |
0.7% |
8,360.0 |
| Low |
8,217.5 |
8,235.0 |
17.5 |
0.2% |
8,105.5 |
| Close |
8,275.5 |
8,334.5 |
59.0 |
0.7% |
8,277.0 |
| Range |
79.0 |
119.0 |
40.0 |
50.6% |
254.5 |
| ATR |
111.8 |
112.3 |
0.5 |
0.5% |
0.0 |
| Volume |
91,668 |
97,062 |
5,394 |
5.9% |
425,885 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,664.8 |
8,618.7 |
8,400.0 |
|
| R3 |
8,545.8 |
8,499.7 |
8,367.2 |
|
| R2 |
8,426.8 |
8,426.8 |
8,356.3 |
|
| R1 |
8,380.7 |
8,380.7 |
8,345.4 |
8,403.8 |
| PP |
8,307.8 |
8,307.8 |
8,307.8 |
8,319.4 |
| S1 |
8,261.7 |
8,261.7 |
8,323.6 |
8,284.8 |
| S2 |
8,188.8 |
8,188.8 |
8,312.7 |
|
| S3 |
8,069.8 |
8,142.7 |
8,301.8 |
|
| S4 |
7,950.8 |
8,023.7 |
8,269.1 |
|
|
| 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 |
8,164.5 |
195.5 |
2.3% |
91.8 |
1.1% |
87% |
False |
False |
95,776 |
| 10 |
8,360.0 |
7,896.0 |
464.0 |
5.6% |
96.5 |
1.2% |
95% |
False |
False |
99,069 |
| 20 |
8,360.0 |
7,422.0 |
938.0 |
11.3% |
116.7 |
1.4% |
97% |
False |
False |
118,584 |
| 40 |
8,360.0 |
7,422.0 |
938.0 |
11.3% |
117.7 |
1.4% |
97% |
False |
False |
118,240 |
| 60 |
8,360.0 |
7,422.0 |
938.0 |
11.3% |
111.9 |
1.3% |
97% |
False |
False |
86,972 |
| 80 |
8,360.0 |
7,422.0 |
938.0 |
11.3% |
104.2 |
1.3% |
97% |
False |
False |
65,391 |
| 100 |
8,360.0 |
7,422.0 |
938.0 |
11.3% |
95.3 |
1.1% |
97% |
False |
False |
52,677 |
| 120 |
8,360.0 |
6,959.0 |
1,401.0 |
16.8% |
90.2 |
1.1% |
98% |
False |
False |
44,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,859.8 |
|
2.618 |
8,665.5 |
|
1.618 |
8,546.5 |
|
1.000 |
8,473.0 |
|
0.618 |
8,427.5 |
|
HIGH |
8,354.0 |
|
0.618 |
8,308.5 |
|
0.500 |
8,294.5 |
|
0.382 |
8,280.5 |
|
LOW |
8,235.0 |
|
0.618 |
8,161.5 |
|
1.000 |
8,116.0 |
|
1.618 |
8,042.5 |
|
2.618 |
7,923.5 |
|
4.250 |
7,729.3 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,321.2 |
8,319.3 |
| PP |
8,307.8 |
8,304.0 |
| S1 |
8,294.5 |
8,288.8 |
|