| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,813.0 |
2,809.0 |
-4.0 |
-0.1% |
2,764.0 |
| High |
2,816.0 |
2,820.0 |
4.0 |
0.1% |
2,818.0 |
| Low |
2,792.0 |
2,788.0 |
-4.0 |
-0.1% |
2,740.0 |
| Close |
2,810.0 |
2,805.0 |
-5.0 |
-0.2% |
2,802.0 |
| Range |
24.0 |
32.0 |
8.0 |
33.3% |
78.0 |
| ATR |
36.0 |
35.7 |
-0.3 |
-0.8% |
0.0 |
| Volume |
53 |
232 |
179 |
337.7% |
8,993 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,900.3 |
2,884.7 |
2,822.6 |
|
| R3 |
2,868.3 |
2,852.7 |
2,813.8 |
|
| R2 |
2,836.3 |
2,836.3 |
2,810.9 |
|
| R1 |
2,820.7 |
2,820.7 |
2,807.9 |
2,812.5 |
| PP |
2,804.3 |
2,804.3 |
2,804.3 |
2,800.3 |
| S1 |
2,788.7 |
2,788.7 |
2,802.1 |
2,780.5 |
| S2 |
2,772.3 |
2,772.3 |
2,799.1 |
|
| S3 |
2,740.3 |
2,756.7 |
2,796.2 |
|
| S4 |
2,708.3 |
2,724.7 |
2,787.4 |
|
|
| 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 |
2,820.0 |
2,763.0 |
57.0 |
2.0% |
31.2 |
1.1% |
74% |
True |
False |
1,808 |
| 10 |
2,820.0 |
2,729.0 |
91.0 |
3.2% |
29.7 |
1.1% |
84% |
True |
False |
2,300 |
| 20 |
2,820.0 |
2,516.0 |
304.0 |
10.8% |
34.9 |
1.2% |
95% |
True |
False |
3,758 |
| 40 |
2,820.0 |
2,475.0 |
345.0 |
12.3% |
39.7 |
1.4% |
96% |
True |
False |
2,023 |
| 60 |
2,820.0 |
2,475.0 |
345.0 |
12.3% |
39.3 |
1.4% |
96% |
True |
False |
2,230 |
| 80 |
2,820.0 |
2,475.0 |
345.0 |
12.3% |
34.1 |
1.2% |
96% |
True |
False |
1,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,956.0 |
|
2.618 |
2,903.8 |
|
1.618 |
2,871.8 |
|
1.000 |
2,852.0 |
|
0.618 |
2,839.8 |
|
HIGH |
2,820.0 |
|
0.618 |
2,807.8 |
|
0.500 |
2,804.0 |
|
0.382 |
2,800.2 |
|
LOW |
2,788.0 |
|
0.618 |
2,768.2 |
|
1.000 |
2,756.0 |
|
1.618 |
2,736.2 |
|
2.618 |
2,704.2 |
|
4.250 |
2,652.0 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,804.7 |
2,802.3 |
| PP |
2,804.3 |
2,799.7 |
| S1 |
2,804.0 |
2,797.0 |
|