| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
8,470.5 |
8,385.0 |
-85.5 |
-1.0% |
8,280.5 |
| High |
8,561.0 |
8,424.5 |
-136.5 |
-1.6% |
8,477.5 |
| Low |
8,436.5 |
8,281.0 |
-155.5 |
-1.8% |
8,217.5 |
| Close |
8,530.0 |
8,354.5 |
-175.5 |
-2.1% |
8,394.5 |
| Range |
124.5 |
143.5 |
19.0 |
15.3% |
260.0 |
| ATR |
108.1 |
118.1 |
10.1 |
9.3% |
0.0 |
| Volume |
120,677 |
146,778 |
26,101 |
21.6% |
499,087 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,783.8 |
8,712.7 |
8,433.4 |
|
| R3 |
8,640.3 |
8,569.2 |
8,394.0 |
|
| R2 |
8,496.8 |
8,496.8 |
8,380.8 |
|
| R1 |
8,425.7 |
8,425.7 |
8,367.7 |
8,389.5 |
| PP |
8,353.3 |
8,353.3 |
8,353.3 |
8,335.3 |
| S1 |
8,282.2 |
8,282.2 |
8,341.3 |
8,246.0 |
| S2 |
8,209.8 |
8,209.8 |
8,328.2 |
|
| S3 |
8,066.3 |
8,138.7 |
8,315.0 |
|
| S4 |
7,922.8 |
7,995.2 |
8,275.6 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,143.2 |
9,028.8 |
8,537.5 |
|
| R3 |
8,883.2 |
8,768.8 |
8,466.0 |
|
| R2 |
8,623.2 |
8,623.2 |
8,442.2 |
|
| R1 |
8,508.8 |
8,508.8 |
8,418.3 |
8,566.0 |
| PP |
8,363.2 |
8,363.2 |
8,363.2 |
8,391.8 |
| S1 |
8,248.8 |
8,248.8 |
8,370.7 |
8,306.0 |
| S2 |
8,103.2 |
8,103.2 |
8,346.8 |
|
| S3 |
7,843.2 |
7,988.8 |
8,323.0 |
|
| S4 |
7,583.2 |
7,728.8 |
8,251.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,561.0 |
8,281.0 |
280.0 |
3.4% |
114.7 |
1.4% |
26% |
False |
True |
106,915 |
| 10 |
8,561.0 |
8,217.5 |
343.5 |
4.1% |
104.0 |
1.2% |
40% |
False |
False |
105,020 |
| 20 |
8,561.0 |
7,749.0 |
812.0 |
9.7% |
100.0 |
1.2% |
75% |
False |
False |
101,773 |
| 40 |
8,561.0 |
7,422.0 |
1,139.0 |
13.6% |
116.2 |
1.4% |
82% |
False |
False |
115,447 |
| 60 |
8,561.0 |
7,422.0 |
1,139.0 |
13.6% |
110.7 |
1.3% |
82% |
False |
False |
99,135 |
| 80 |
8,561.0 |
7,422.0 |
1,139.0 |
13.6% |
107.5 |
1.3% |
82% |
False |
False |
74,531 |
| 100 |
8,561.0 |
7,422.0 |
1,139.0 |
13.6% |
98.9 |
1.2% |
82% |
False |
False |
59,730 |
| 120 |
8,561.0 |
7,291.0 |
1,270.0 |
15.2% |
92.2 |
1.1% |
84% |
False |
False |
50,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,034.4 |
|
2.618 |
8,800.2 |
|
1.618 |
8,656.7 |
|
1.000 |
8,568.0 |
|
0.618 |
8,513.2 |
|
HIGH |
8,424.5 |
|
0.618 |
8,369.7 |
|
0.500 |
8,352.8 |
|
0.382 |
8,335.8 |
|
LOW |
8,281.0 |
|
0.618 |
8,192.3 |
|
1.000 |
8,137.5 |
|
1.618 |
8,048.8 |
|
2.618 |
7,905.3 |
|
4.250 |
7,671.1 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,353.9 |
8,421.0 |
| PP |
8,353.3 |
8,398.8 |
| S1 |
8,352.8 |
8,376.7 |
|