| 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 |
970.7 |
972.6 |
1.9 |
0.2% |
951.2 |
| High |
975.2 |
984.6 |
9.4 |
1.0% |
973.7 |
| Low |
968.0 |
969.0 |
1.0 |
0.1% |
950.7 |
| Close |
972.1 |
984.4 |
12.3 |
1.3% |
973.1 |
| Range |
7.2 |
15.6 |
8.4 |
116.7% |
23.0 |
| ATR |
13.5 |
13.6 |
0.2 |
1.1% |
0.0 |
| Volume |
67,763 |
87,697 |
19,934 |
29.4% |
412,611 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,026.3 |
1,020.8 |
993.0 |
|
| R3 |
1,010.5 |
1,005.3 |
988.8 |
|
| R2 |
995.0 |
995.0 |
987.3 |
|
| R1 |
989.8 |
989.8 |
985.8 |
992.3 |
| PP |
979.3 |
979.3 |
979.3 |
980.8 |
| S1 |
974.0 |
974.0 |
983.0 |
976.8 |
| S2 |
963.8 |
963.8 |
981.5 |
|
| S3 |
948.3 |
958.5 |
980.0 |
|
| S4 |
932.5 |
942.8 |
975.8 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,034.8 |
1,027.0 |
985.8 |
|
| R3 |
1,011.8 |
1,004.0 |
979.5 |
|
| R2 |
988.8 |
988.8 |
977.3 |
|
| R1 |
981.0 |
981.0 |
975.3 |
985.0 |
| PP |
965.8 |
965.8 |
965.8 |
967.8 |
| S1 |
958.0 |
958.0 |
971.0 |
962.0 |
| S2 |
942.8 |
942.8 |
969.0 |
|
| S3 |
919.8 |
935.0 |
966.8 |
|
| S4 |
896.8 |
912.0 |
960.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
984.6 |
960.9 |
23.7 |
2.4% |
9.5 |
1.0% |
99% |
True |
False |
82,465 |
| 10 |
984.6 |
920.4 |
64.2 |
6.5% |
13.3 |
1.4% |
100% |
True |
False |
95,400 |
| 20 |
984.6 |
894.2 |
90.4 |
9.2% |
14.3 |
1.4% |
100% |
True |
False |
103,238 |
| 40 |
984.6 |
894.2 |
90.4 |
9.2% |
14.5 |
1.5% |
100% |
True |
False |
110,202 |
| 60 |
984.6 |
889.0 |
95.6 |
9.7% |
13.3 |
1.4% |
100% |
True |
False |
91,302 |
| 80 |
984.6 |
889.0 |
95.6 |
9.7% |
10.8 |
1.1% |
100% |
True |
False |
68,480 |
| 100 |
984.6 |
820.7 |
163.9 |
16.6% |
8.8 |
0.9% |
100% |
True |
False |
54,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,051.0 |
|
2.618 |
1,025.5 |
|
1.618 |
1,009.8 |
|
1.000 |
1,000.3 |
|
0.618 |
994.3 |
|
HIGH |
984.5 |
|
0.618 |
978.8 |
|
0.500 |
976.8 |
|
0.382 |
975.0 |
|
LOW |
969.0 |
|
0.618 |
959.3 |
|
1.000 |
953.5 |
|
1.618 |
943.8 |
|
2.618 |
928.3 |
|
4.250 |
902.8 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
981.8 |
981.3 |
| PP |
979.3 |
978.0 |
| S1 |
976.8 |
974.8 |
|