| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,947.50 |
2,946.75 |
-0.75 |
0.0% |
2,833.75 |
| High |
2,956.75 |
2,965.00 |
8.25 |
0.3% |
2,947.75 |
| Low |
2,937.25 |
2,941.75 |
4.50 |
0.2% |
2,827.50 |
| Close |
2,946.50 |
2,961.75 |
15.25 |
0.5% |
2,935.00 |
| Range |
19.50 |
23.25 |
3.75 |
19.2% |
120.25 |
| ATR |
36.97 |
35.99 |
-0.98 |
-2.7% |
0.00 |
| Volume |
176,584 |
144,664 |
-31,920 |
-18.1% |
912,168 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,026.00 |
3,017.00 |
2,974.50 |
|
| R3 |
3,002.75 |
2,993.75 |
2,968.25 |
|
| R2 |
2,979.50 |
2,979.50 |
2,966.00 |
|
| R1 |
2,970.50 |
2,970.50 |
2,964.00 |
2,975.00 |
| PP |
2,956.25 |
2,956.25 |
2,956.25 |
2,958.50 |
| S1 |
2,947.25 |
2,947.25 |
2,959.50 |
2,951.75 |
| S2 |
2,933.00 |
2,933.00 |
2,957.50 |
|
| S3 |
2,909.75 |
2,924.00 |
2,955.25 |
|
| S4 |
2,886.50 |
2,900.75 |
2,949.00 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,264.25 |
3,219.75 |
3,001.25 |
|
| R3 |
3,144.00 |
3,099.50 |
2,968.00 |
|
| R2 |
3,023.75 |
3,023.75 |
2,957.00 |
|
| R1 |
2,979.25 |
2,979.25 |
2,946.00 |
3,001.50 |
| PP |
2,903.50 |
2,903.50 |
2,903.50 |
2,914.50 |
| S1 |
2,859.00 |
2,859.00 |
2,924.00 |
2,881.25 |
| S2 |
2,783.25 |
2,783.25 |
2,913.00 |
|
| S3 |
2,663.00 |
2,738.75 |
2,902.00 |
|
| S4 |
2,542.75 |
2,618.50 |
2,868.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,965.00 |
2,867.25 |
97.75 |
3.3% |
30.25 |
1.0% |
97% |
True |
False |
169,705 |
| 10 |
2,965.00 |
2,814.00 |
151.00 |
5.1% |
31.50 |
1.1% |
98% |
True |
False |
172,998 |
| 20 |
2,965.00 |
2,724.00 |
241.00 |
8.1% |
39.50 |
1.3% |
99% |
True |
False |
222,296 |
| 40 |
2,965.00 |
2,724.00 |
241.00 |
8.1% |
36.50 |
1.2% |
99% |
True |
False |
216,562 |
| 60 |
2,965.00 |
2,683.50 |
281.50 |
9.5% |
34.50 |
1.2% |
99% |
True |
False |
158,063 |
| 80 |
2,965.00 |
2,683.50 |
281.50 |
9.5% |
31.50 |
1.1% |
99% |
True |
False |
118,562 |
| 100 |
2,965.00 |
2,569.50 |
395.50 |
13.4% |
29.00 |
1.0% |
99% |
True |
False |
94,857 |
| 120 |
2,965.00 |
2,502.00 |
463.00 |
15.6% |
24.50 |
0.8% |
99% |
True |
False |
79,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,063.75 |
|
2.618 |
3,025.75 |
|
1.618 |
3,002.50 |
|
1.000 |
2,988.25 |
|
0.618 |
2,979.25 |
|
HIGH |
2,965.00 |
|
0.618 |
2,956.00 |
|
0.500 |
2,953.50 |
|
0.382 |
2,950.75 |
|
LOW |
2,941.75 |
|
0.618 |
2,927.50 |
|
1.000 |
2,918.50 |
|
1.618 |
2,904.25 |
|
2.618 |
2,881.00 |
|
4.250 |
2,843.00 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,959.00 |
2,958.00 |
| PP |
2,956.25 |
2,954.50 |
| S1 |
2,953.50 |
2,950.75 |
|