| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,762.0 |
2,771.0 |
9.0 |
0.3% |
2,723.0 |
| High |
2,778.0 |
2,795.0 |
17.0 |
0.6% |
2,778.0 |
| Low |
2,740.0 |
2,763.0 |
23.0 |
0.8% |
2,709.0 |
| Close |
2,772.0 |
2,786.0 |
14.0 |
0.5% |
2,756.0 |
| Range |
38.0 |
32.0 |
-6.0 |
-15.8% |
69.0 |
| ATR |
37.8 |
37.3 |
-0.4 |
-1.1% |
0.0 |
| Volume |
74 |
6,539 |
6,465 |
8,736.5% |
14,485 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,877.3 |
2,863.7 |
2,803.6 |
|
| R3 |
2,845.3 |
2,831.7 |
2,794.8 |
|
| R2 |
2,813.3 |
2,813.3 |
2,791.9 |
|
| R1 |
2,799.7 |
2,799.7 |
2,788.9 |
2,806.5 |
| PP |
2,781.3 |
2,781.3 |
2,781.3 |
2,784.8 |
| S1 |
2,767.7 |
2,767.7 |
2,783.1 |
2,774.5 |
| S2 |
2,749.3 |
2,749.3 |
2,780.1 |
|
| S3 |
2,717.3 |
2,735.7 |
2,777.2 |
|
| S4 |
2,685.3 |
2,703.7 |
2,768.4 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,954.7 |
2,924.3 |
2,794.0 |
|
| R3 |
2,885.7 |
2,855.3 |
2,775.0 |
|
| R2 |
2,816.7 |
2,816.7 |
2,768.7 |
|
| R1 |
2,786.3 |
2,786.3 |
2,762.3 |
2,801.5 |
| PP |
2,747.7 |
2,747.7 |
2,747.7 |
2,755.3 |
| S1 |
2,717.3 |
2,717.3 |
2,749.7 |
2,732.5 |
| S2 |
2,678.7 |
2,678.7 |
2,743.4 |
|
| S3 |
2,609.7 |
2,648.3 |
2,737.0 |
|
| S4 |
2,540.7 |
2,579.3 |
2,718.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,795.0 |
2,737.0 |
58.0 |
2.1% |
29.0 |
1.0% |
84% |
True |
False |
4,043 |
| 10 |
2,795.0 |
2,650.0 |
145.0 |
5.2% |
31.9 |
1.1% |
94% |
True |
False |
2,202 |
| 20 |
2,795.0 |
2,475.0 |
320.0 |
11.5% |
37.3 |
1.3% |
97% |
True |
False |
3,670 |
| 40 |
2,795.0 |
2,475.0 |
320.0 |
11.5% |
41.2 |
1.5% |
97% |
True |
False |
1,986 |
| 60 |
2,795.0 |
2,475.0 |
320.0 |
11.5% |
38.9 |
1.4% |
97% |
True |
False |
2,191 |
| 80 |
2,795.0 |
2,475.0 |
320.0 |
11.5% |
33.3 |
1.2% |
97% |
True |
False |
1,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,931.0 |
|
2.618 |
2,878.8 |
|
1.618 |
2,846.8 |
|
1.000 |
2,827.0 |
|
0.618 |
2,814.8 |
|
HIGH |
2,795.0 |
|
0.618 |
2,782.8 |
|
0.500 |
2,779.0 |
|
0.382 |
2,775.2 |
|
LOW |
2,763.0 |
|
0.618 |
2,743.2 |
|
1.000 |
2,731.0 |
|
1.618 |
2,711.2 |
|
2.618 |
2,679.2 |
|
4.250 |
2,627.0 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,783.7 |
2,779.8 |
| PP |
2,781.3 |
2,773.7 |
| S1 |
2,779.0 |
2,767.5 |
|