| 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 |
2,680.0 |
2,723.0 |
43.0 |
1.6% |
2,644.0 |
| High |
2,728.0 |
2,723.0 |
-5.0 |
-0.2% |
2,728.0 |
| Low |
2,670.0 |
2,709.0 |
39.0 |
1.5% |
2,643.0 |
| Close |
2,720.0 |
2,712.0 |
-8.0 |
-0.3% |
2,720.0 |
| Range |
58.0 |
14.0 |
-44.0 |
-75.9% |
85.0 |
| ATR |
45.0 |
42.8 |
-2.2 |
-4.9% |
0.0 |
| Volume |
670 |
46 |
-624 |
-93.1% |
50,542 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,756.7 |
2,748.3 |
2,719.7 |
|
| R3 |
2,742.7 |
2,734.3 |
2,715.9 |
|
| R2 |
2,728.7 |
2,728.7 |
2,714.6 |
|
| R1 |
2,720.3 |
2,720.3 |
2,713.3 |
2,717.5 |
| PP |
2,714.7 |
2,714.7 |
2,714.7 |
2,713.3 |
| S1 |
2,706.3 |
2,706.3 |
2,710.7 |
2,703.5 |
| S2 |
2,700.7 |
2,700.7 |
2,709.4 |
|
| S3 |
2,686.7 |
2,692.3 |
2,708.2 |
|
| S4 |
2,672.7 |
2,678.3 |
2,704.3 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,952.0 |
2,921.0 |
2,766.8 |
|
| R3 |
2,867.0 |
2,836.0 |
2,743.4 |
|
| R2 |
2,782.0 |
2,782.0 |
2,735.6 |
|
| R1 |
2,751.0 |
2,751.0 |
2,727.8 |
2,766.5 |
| PP |
2,697.0 |
2,697.0 |
2,697.0 |
2,704.8 |
| S1 |
2,666.0 |
2,666.0 |
2,712.2 |
2,681.5 |
| S2 |
2,612.0 |
2,612.0 |
2,704.4 |
|
| S3 |
2,527.0 |
2,581.0 |
2,696.6 |
|
| S4 |
2,442.0 |
2,496.0 |
2,673.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,728.0 |
2,643.0 |
85.0 |
3.1% |
39.0 |
1.4% |
81% |
False |
False |
10,117 |
| 10 |
2,728.0 |
2,511.0 |
217.0 |
8.0% |
40.1 |
1.5% |
93% |
False |
False |
5,157 |
| 20 |
2,728.0 |
2,475.0 |
253.0 |
9.3% |
39.8 |
1.5% |
94% |
False |
False |
2,770 |
| 40 |
2,728.0 |
2,475.0 |
253.0 |
9.3% |
40.8 |
1.5% |
94% |
False |
False |
2,466 |
| 60 |
2,728.0 |
2,475.0 |
253.0 |
9.3% |
36.9 |
1.4% |
94% |
False |
False |
1,842 |
| 80 |
2,728.0 |
2,475.0 |
253.0 |
9.3% |
31.7 |
1.2% |
94% |
False |
False |
1,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,782.5 |
|
2.618 |
2,759.7 |
|
1.618 |
2,745.7 |
|
1.000 |
2,737.0 |
|
0.618 |
2,731.7 |
|
HIGH |
2,723.0 |
|
0.618 |
2,717.7 |
|
0.500 |
2,716.0 |
|
0.382 |
2,714.3 |
|
LOW |
2,709.0 |
|
0.618 |
2,700.3 |
|
1.000 |
2,695.0 |
|
1.618 |
2,686.3 |
|
2.618 |
2,672.3 |
|
4.250 |
2,649.5 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,716.0 |
2,704.3 |
| PP |
2,714.7 |
2,696.7 |
| S1 |
2,713.3 |
2,689.0 |
|