| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
14,758 |
14,901 |
143 |
1.0% |
14,648 |
| High |
14,953 |
14,927 |
-26 |
-0.2% |
14,953 |
| Low |
14,742 |
14,881 |
139 |
0.9% |
14,626 |
| Close |
14,898 |
14,906 |
8 |
0.1% |
14,898 |
| Range |
211 |
46 |
-165 |
-78.2% |
327 |
| ATR |
147 |
139 |
-7 |
-4.9% |
0 |
| Volume |
138,865 |
73,286 |
-65,579 |
-47.2% |
610,166 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,043 |
15,020 |
14,931 |
|
| R3 |
14,997 |
14,974 |
14,919 |
|
| R2 |
14,951 |
14,951 |
14,915 |
|
| R1 |
14,928 |
14,928 |
14,910 |
14,940 |
| PP |
14,905 |
14,905 |
14,905 |
14,910 |
| S1 |
14,882 |
14,882 |
14,902 |
14,894 |
| S2 |
14,859 |
14,859 |
14,898 |
|
| S3 |
14,813 |
14,836 |
14,893 |
|
| S4 |
14,767 |
14,790 |
14,881 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,807 |
15,679 |
15,078 |
|
| R3 |
15,480 |
15,352 |
14,988 |
|
| R2 |
15,153 |
15,153 |
14,958 |
|
| R1 |
15,025 |
15,025 |
14,928 |
15,089 |
| PP |
14,826 |
14,826 |
14,826 |
14,858 |
| S1 |
14,698 |
14,698 |
14,868 |
14,762 |
| S2 |
14,499 |
14,499 |
14,838 |
|
| S3 |
14,172 |
14,371 |
14,808 |
|
| S4 |
13,845 |
14,044 |
14,718 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,953 |
14,626 |
327 |
2.2% |
134 |
0.9% |
86% |
False |
False |
115,524 |
| 10 |
14,953 |
14,444 |
509 |
3.4% |
133 |
0.9% |
91% |
False |
False |
125,359 |
| 20 |
14,953 |
14,394 |
559 |
3.8% |
150 |
1.0% |
92% |
False |
False |
150,375 |
| 40 |
14,953 |
14,269 |
684 |
4.6% |
136 |
0.9% |
93% |
False |
False |
145,045 |
| 60 |
14,953 |
13,681 |
1,272 |
8.5% |
129 |
0.9% |
96% |
False |
False |
99,867 |
| 80 |
14,953 |
13,290 |
1,663 |
11.2% |
113 |
0.8% |
97% |
False |
False |
74,921 |
| 100 |
14,953 |
12,700 |
2,253 |
15.1% |
102 |
0.7% |
98% |
False |
False |
59,938 |
| 120 |
14,953 |
12,342 |
2,611 |
17.5% |
90 |
0.6% |
98% |
False |
False |
49,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,123 |
|
2.618 |
15,048 |
|
1.618 |
15,002 |
|
1.000 |
14,973 |
|
0.618 |
14,956 |
|
HIGH |
14,927 |
|
0.618 |
14,910 |
|
0.500 |
14,904 |
|
0.382 |
14,899 |
|
LOW |
14,881 |
|
0.618 |
14,853 |
|
1.000 |
14,835 |
|
1.618 |
14,807 |
|
2.618 |
14,761 |
|
4.250 |
14,686 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,905 |
14,870 |
| PP |
14,905 |
14,834 |
| S1 |
14,904 |
14,799 |
|