| Trading Metrics calculated at close of trading on 17-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,785.0 |
2,777.0 |
-8.0 |
-0.3% |
2,764.0 |
| High |
2,796.0 |
2,818.0 |
22.0 |
0.8% |
2,818.0 |
| Low |
2,772.0 |
2,774.0 |
2.0 |
0.1% |
2,740.0 |
| Close |
2,786.0 |
2,802.0 |
16.0 |
0.6% |
2,802.0 |
| Range |
24.0 |
44.0 |
20.0 |
83.3% |
78.0 |
| ATR |
36.4 |
36.9 |
0.5 |
1.5% |
0.0 |
| Volume |
2,077 |
142 |
-1,935 |
-93.2% |
8,993 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,930.0 |
2,910.0 |
2,826.2 |
|
| R3 |
2,886.0 |
2,866.0 |
2,814.1 |
|
| R2 |
2,842.0 |
2,842.0 |
2,810.1 |
|
| R1 |
2,822.0 |
2,822.0 |
2,806.0 |
2,832.0 |
| PP |
2,798.0 |
2,798.0 |
2,798.0 |
2,803.0 |
| S1 |
2,778.0 |
2,778.0 |
2,798.0 |
2,788.0 |
| S2 |
2,754.0 |
2,754.0 |
2,793.9 |
|
| S3 |
2,710.0 |
2,734.0 |
2,789.9 |
|
| S4 |
2,666.0 |
2,690.0 |
2,777.8 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,020.7 |
2,989.3 |
2,844.9 |
|
| R3 |
2,942.7 |
2,911.3 |
2,823.5 |
|
| R2 |
2,864.7 |
2,864.7 |
2,816.3 |
|
| R1 |
2,833.3 |
2,833.3 |
2,809.2 |
2,849.0 |
| PP |
2,786.7 |
2,786.7 |
2,786.7 |
2,794.5 |
| S1 |
2,755.3 |
2,755.3 |
2,794.9 |
2,771.0 |
| S2 |
2,708.7 |
2,708.7 |
2,787.7 |
|
| S3 |
2,630.7 |
2,677.3 |
2,780.6 |
|
| S4 |
2,552.7 |
2,599.3 |
2,759.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,818.0 |
2,740.0 |
78.0 |
2.8% |
33.2 |
1.2% |
79% |
True |
False |
1,798 |
| 10 |
2,818.0 |
2,709.0 |
109.0 |
3.9% |
27.9 |
1.0% |
85% |
True |
False |
2,347 |
| 20 |
2,818.0 |
2,498.0 |
320.0 |
11.4% |
34.7 |
1.2% |
95% |
True |
False |
3,759 |
| 40 |
2,818.0 |
2,475.0 |
343.0 |
12.2% |
39.9 |
1.4% |
95% |
True |
False |
2,026 |
| 60 |
2,818.0 |
2,475.0 |
343.0 |
12.2% |
39.2 |
1.4% |
95% |
True |
False |
2,227 |
| 80 |
2,818.0 |
2,475.0 |
343.0 |
12.2% |
33.8 |
1.2% |
95% |
True |
False |
1,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,005.0 |
|
2.618 |
2,933.2 |
|
1.618 |
2,889.2 |
|
1.000 |
2,862.0 |
|
0.618 |
2,845.2 |
|
HIGH |
2,818.0 |
|
0.618 |
2,801.2 |
|
0.500 |
2,796.0 |
|
0.382 |
2,790.8 |
|
LOW |
2,774.0 |
|
0.618 |
2,746.8 |
|
1.000 |
2,730.0 |
|
1.618 |
2,702.8 |
|
2.618 |
2,658.8 |
|
4.250 |
2,587.0 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,800.0 |
2,798.2 |
| PP |
2,798.0 |
2,794.3 |
| S1 |
2,796.0 |
2,790.5 |
|