| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,603.25 |
1,606.50 |
3.25 |
0.2% |
1,570.25 |
| High |
1,609.00 |
1,615.75 |
6.75 |
0.4% |
1,608.50 |
| Low |
1,602.00 |
1,603.50 |
1.50 |
0.1% |
1,567.75 |
| Close |
1,607.50 |
1,614.75 |
7.25 |
0.5% |
1,602.50 |
| Range |
7.00 |
12.25 |
5.25 |
75.0% |
40.75 |
| ATR |
17.34 |
16.98 |
-0.36 |
-2.1% |
0.00 |
| Volume |
14,517 |
7,498 |
-7,019 |
-48.4% |
32,367 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,648.00 |
1,643.75 |
1,621.50 |
|
| R3 |
1,635.75 |
1,631.50 |
1,618.00 |
|
| R2 |
1,623.50 |
1,623.50 |
1,617.00 |
|
| R1 |
1,619.25 |
1,619.25 |
1,615.75 |
1,621.50 |
| PP |
1,611.25 |
1,611.25 |
1,611.25 |
1,612.50 |
| S1 |
1,607.00 |
1,607.00 |
1,613.75 |
1,609.00 |
| S2 |
1,599.00 |
1,599.00 |
1,612.50 |
|
| S3 |
1,586.75 |
1,594.75 |
1,611.50 |
|
| S4 |
1,574.50 |
1,582.50 |
1,608.00 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,715.25 |
1,699.50 |
1,625.00 |
|
| R3 |
1,674.50 |
1,658.75 |
1,613.75 |
|
| R2 |
1,633.75 |
1,633.75 |
1,610.00 |
|
| R1 |
1,618.00 |
1,618.00 |
1,606.25 |
1,626.00 |
| PP |
1,593.00 |
1,593.00 |
1,593.00 |
1,596.75 |
| S1 |
1,577.25 |
1,577.25 |
1,598.75 |
1,585.00 |
| S2 |
1,552.25 |
1,552.25 |
1,595.00 |
|
| S3 |
1,511.50 |
1,536.50 |
1,591.25 |
|
| S4 |
1,470.75 |
1,495.75 |
1,580.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,615.75 |
1,570.25 |
45.50 |
2.8% |
15.50 |
1.0% |
98% |
True |
False |
7,477 |
| 10 |
1,615.75 |
1,564.50 |
51.25 |
3.2% |
14.50 |
0.9% |
98% |
True |
False |
9,819 |
| 20 |
1,615.75 |
1,524.75 |
91.00 |
5.6% |
18.75 |
1.2% |
99% |
True |
False |
10,534 |
| 40 |
1,615.75 |
1,523.50 |
92.25 |
5.7% |
16.75 |
1.0% |
99% |
True |
False |
6,126 |
| 60 |
1,615.75 |
1,470.25 |
145.50 |
9.0% |
15.50 |
1.0% |
99% |
True |
False |
4,184 |
| 80 |
1,615.75 |
1,446.00 |
169.75 |
10.5% |
13.75 |
0.9% |
99% |
True |
False |
3,192 |
| 100 |
1,615.75 |
1,370.50 |
245.25 |
15.2% |
13.00 |
0.8% |
100% |
True |
False |
2,564 |
| 120 |
1,615.75 |
1,330.50 |
285.25 |
17.7% |
11.75 |
0.7% |
100% |
True |
False |
2,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,667.75 |
|
2.618 |
1,647.75 |
|
1.618 |
1,635.50 |
|
1.000 |
1,628.00 |
|
0.618 |
1,623.25 |
|
HIGH |
1,615.75 |
|
0.618 |
1,611.00 |
|
0.500 |
1,609.50 |
|
0.382 |
1,608.25 |
|
LOW |
1,603.50 |
|
0.618 |
1,596.00 |
|
1.000 |
1,591.25 |
|
1.618 |
1,583.75 |
|
2.618 |
1,571.50 |
|
4.250 |
1,551.50 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,613.00 |
1,609.75 |
| PP |
1,611.25 |
1,604.75 |
| S1 |
1,609.50 |
1,599.75 |
|