| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
3,023.00 |
3,000.00 |
-23.00 |
-0.8% |
2,956.50 |
| High |
3,044.00 |
3,000.00 |
-44.00 |
-1.4% |
3,021.25 |
| Low |
2,984.75 |
2,955.75 |
-29.00 |
-1.0% |
2,956.25 |
| Close |
2,995.75 |
2,987.00 |
-8.75 |
-0.3% |
3,018.00 |
| Range |
59.25 |
44.25 |
-15.00 |
-25.3% |
65.00 |
| ATR |
27.91 |
29.07 |
1.17 |
4.2% |
0.00 |
| Volume |
472 |
1,029 |
557 |
118.0% |
1,421 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,113.75 |
3,094.50 |
3,011.25 |
|
| R3 |
3,069.50 |
3,050.25 |
2,999.25 |
|
| R2 |
3,025.25 |
3,025.25 |
2,995.00 |
|
| R1 |
3,006.00 |
3,006.00 |
2,991.00 |
2,993.50 |
| PP |
2,981.00 |
2,981.00 |
2,981.00 |
2,974.50 |
| S1 |
2,961.75 |
2,961.75 |
2,983.00 |
2,949.25 |
| S2 |
2,936.75 |
2,936.75 |
2,979.00 |
|
| S3 |
2,892.50 |
2,917.50 |
2,974.75 |
|
| S4 |
2,848.25 |
2,873.25 |
2,962.75 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,193.50 |
3,170.75 |
3,053.75 |
|
| R3 |
3,128.50 |
3,105.75 |
3,036.00 |
|
| R2 |
3,063.50 |
3,063.50 |
3,030.00 |
|
| R1 |
3,040.75 |
3,040.75 |
3,024.00 |
3,052.00 |
| PP |
2,998.50 |
2,998.50 |
2,998.50 |
3,004.25 |
| S1 |
2,975.75 |
2,975.75 |
3,012.00 |
2,987.00 |
| S2 |
2,933.50 |
2,933.50 |
3,006.00 |
|
| S3 |
2,868.50 |
2,910.75 |
3,000.00 |
|
| S4 |
2,803.50 |
2,845.75 |
2,982.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,044.00 |
2,955.75 |
88.25 |
3.0% |
35.00 |
1.2% |
35% |
False |
True |
459 |
| 10 |
3,044.00 |
2,955.75 |
88.25 |
3.0% |
28.00 |
0.9% |
35% |
False |
True |
379 |
| 20 |
3,044.00 |
2,822.00 |
222.00 |
7.4% |
24.75 |
0.8% |
74% |
False |
False |
252 |
| 40 |
3,044.00 |
2,733.00 |
311.00 |
10.4% |
26.75 |
0.9% |
82% |
False |
False |
146 |
| 60 |
3,044.00 |
2,724.00 |
320.00 |
10.7% |
22.75 |
0.8% |
82% |
False |
False |
99 |
| 80 |
3,044.00 |
2,690.50 |
353.50 |
11.8% |
18.75 |
0.6% |
84% |
False |
False |
75 |
| 100 |
3,044.00 |
2,642.75 |
401.25 |
13.4% |
15.50 |
0.5% |
86% |
False |
False |
60 |
| 120 |
3,044.00 |
2,574.25 |
469.75 |
15.7% |
13.25 |
0.4% |
88% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,188.00 |
|
2.618 |
3,115.75 |
|
1.618 |
3,071.50 |
|
1.000 |
3,044.25 |
|
0.618 |
3,027.25 |
|
HIGH |
3,000.00 |
|
0.618 |
2,983.00 |
|
0.500 |
2,978.00 |
|
0.382 |
2,972.75 |
|
LOW |
2,955.75 |
|
0.618 |
2,928.50 |
|
1.000 |
2,911.50 |
|
1.618 |
2,884.25 |
|
2.618 |
2,840.00 |
|
4.250 |
2,767.75 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,984.00 |
3,000.00 |
| PP |
2,981.00 |
2,995.50 |
| S1 |
2,978.00 |
2,991.25 |
|