| 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 |
1,447.7 |
1,429.5 |
-18.2 |
-1.3% |
1,470.0 |
| High |
1,448.3 |
1,444.9 |
-3.4 |
-0.2% |
1,478.4 |
| Low |
1,424.7 |
1,419.7 |
-5.0 |
-0.4% |
1,418.5 |
| Close |
1,434.3 |
1,424.5 |
-9.8 |
-0.7% |
1,436.6 |
| Range |
23.6 |
25.2 |
1.6 |
6.8% |
59.9 |
| ATR |
33.1 |
32.5 |
-0.6 |
-1.7% |
0.0 |
| Volume |
151,009 |
173,066 |
22,057 |
14.6% |
826,122 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,505.3 |
1,490.1 |
1,438.4 |
|
| R3 |
1,480.1 |
1,464.9 |
1,431.4 |
|
| R2 |
1,454.9 |
1,454.9 |
1,429.1 |
|
| R1 |
1,439.7 |
1,439.7 |
1,426.8 |
1,434.7 |
| PP |
1,429.7 |
1,429.7 |
1,429.7 |
1,427.2 |
| S1 |
1,414.5 |
1,414.5 |
1,422.2 |
1,409.5 |
| S2 |
1,404.5 |
1,404.5 |
1,419.9 |
|
| S3 |
1,379.3 |
1,389.3 |
1,417.6 |
|
| S4 |
1,354.1 |
1,364.1 |
1,410.6 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,624.2 |
1,590.3 |
1,469.5 |
|
| R3 |
1,564.3 |
1,530.4 |
1,453.1 |
|
| R2 |
1,504.4 |
1,504.4 |
1,447.6 |
|
| R1 |
1,470.5 |
1,470.5 |
1,442.1 |
1,457.5 |
| PP |
1,444.5 |
1,444.5 |
1,444.5 |
1,438.0 |
| S1 |
1,410.6 |
1,410.6 |
1,431.1 |
1,397.6 |
| S2 |
1,384.6 |
1,384.6 |
1,425.6 |
|
| S3 |
1,324.7 |
1,350.7 |
1,420.1 |
|
| S4 |
1,264.8 |
1,290.8 |
1,403.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,476.0 |
1,418.5 |
57.5 |
4.0% |
28.9 |
2.0% |
10% |
False |
False |
175,379 |
| 10 |
1,487.2 |
1,418.5 |
68.7 |
4.8% |
28.3 |
2.0% |
9% |
False |
False |
164,825 |
| 20 |
1,487.2 |
1,335.6 |
151.6 |
10.6% |
31.1 |
2.2% |
59% |
False |
False |
180,431 |
| 40 |
1,618.3 |
1,321.5 |
296.8 |
20.8% |
31.9 |
2.2% |
35% |
False |
False |
179,053 |
| 60 |
1,620.6 |
1,321.5 |
299.1 |
21.0% |
28.1 |
2.0% |
34% |
False |
False |
124,149 |
| 80 |
1,699.9 |
1,321.5 |
378.4 |
26.6% |
25.2 |
1.8% |
27% |
False |
False |
94,596 |
| 100 |
1,700.0 |
1,321.5 |
378.5 |
26.6% |
24.1 |
1.7% |
27% |
False |
False |
76,333 |
| 120 |
1,759.5 |
1,321.5 |
438.0 |
30.7% |
22.9 |
1.6% |
24% |
False |
False |
63,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,552.0 |
|
2.618 |
1,510.9 |
|
1.618 |
1,485.7 |
|
1.000 |
1,470.1 |
|
0.618 |
1,460.5 |
|
HIGH |
1,444.9 |
|
0.618 |
1,435.3 |
|
0.500 |
1,432.3 |
|
0.382 |
1,429.3 |
|
LOW |
1,419.7 |
|
0.618 |
1,404.1 |
|
1.000 |
1,394.5 |
|
1.618 |
1,378.9 |
|
2.618 |
1,353.7 |
|
4.250 |
1,312.6 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,432.3 |
1,439.9 |
| PP |
1,429.7 |
1,434.7 |
| S1 |
1,427.1 |
1,429.6 |
|