| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
995.6 |
997.2 |
1.6 |
0.2% |
970.7 |
| High |
999.9 |
1,008.4 |
8.5 |
0.9% |
995.3 |
| Low |
992.6 |
975.4 |
-17.2 |
-1.7% |
968.0 |
| Close |
996.9 |
982.6 |
-14.3 |
-1.4% |
994.0 |
| Range |
7.3 |
33.0 |
25.7 |
352.1% |
27.3 |
| ATR |
12.3 |
13.8 |
1.5 |
11.9% |
0.0 |
| Volume |
78,046 |
170,463 |
92,417 |
118.4% |
421,880 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,087.8 |
1,068.3 |
1,000.8 |
|
| R3 |
1,054.8 |
1,035.3 |
991.8 |
|
| R2 |
1,021.8 |
1,021.8 |
988.8 |
|
| R1 |
1,002.3 |
1,002.3 |
985.5 |
995.5 |
| PP |
988.8 |
988.8 |
988.8 |
985.5 |
| S1 |
969.3 |
969.3 |
979.5 |
962.5 |
| S2 |
955.8 |
955.8 |
976.5 |
|
| S3 |
922.8 |
936.3 |
973.5 |
|
| S4 |
889.8 |
903.3 |
964.5 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,067.8 |
1,058.3 |
1,009.0 |
|
| R3 |
1,040.3 |
1,030.8 |
1,001.5 |
|
| R2 |
1,013.0 |
1,013.0 |
999.0 |
|
| R1 |
1,003.5 |
1,003.5 |
996.5 |
1,008.3 |
| PP |
985.8 |
985.8 |
985.8 |
988.3 |
| S1 |
976.3 |
976.3 |
991.5 |
981.0 |
| S2 |
958.5 |
958.5 |
989.0 |
|
| S3 |
931.3 |
949.0 |
986.5 |
|
| S4 |
903.8 |
921.8 |
979.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,008.4 |
975.4 |
33.0 |
3.4% |
14.0 |
1.4% |
22% |
True |
True |
100,138 |
| 10 |
1,008.4 |
961.7 |
46.7 |
4.8% |
12.0 |
1.2% |
45% |
True |
False |
91,780 |
| 20 |
1,008.4 |
920.4 |
88.0 |
9.0% |
13.0 |
1.3% |
71% |
True |
False |
94,346 |
| 40 |
1,008.4 |
894.2 |
114.2 |
11.6% |
15.0 |
1.5% |
77% |
True |
False |
107,768 |
| 60 |
1,008.4 |
893.2 |
115.2 |
11.7% |
13.3 |
1.4% |
78% |
True |
False |
101,162 |
| 80 |
1,008.4 |
889.0 |
119.4 |
12.2% |
11.8 |
1.2% |
78% |
True |
False |
75,882 |
| 100 |
1,008.4 |
868.0 |
140.4 |
14.3% |
9.5 |
1.0% |
82% |
True |
False |
60,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,148.8 |
|
2.618 |
1,094.8 |
|
1.618 |
1,061.8 |
|
1.000 |
1,041.5 |
|
0.618 |
1,028.8 |
|
HIGH |
1,008.5 |
|
0.618 |
995.8 |
|
0.500 |
992.0 |
|
0.382 |
988.0 |
|
LOW |
975.5 |
|
0.618 |
955.0 |
|
1.000 |
942.5 |
|
1.618 |
922.0 |
|
2.618 |
889.0 |
|
4.250 |
835.3 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
992.0 |
992.0 |
| PP |
988.8 |
988.8 |
| S1 |
985.8 |
985.8 |
|