| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,784.0 |
2,796.0 |
12.0 |
0.4% |
2,820.0 |
| High |
2,791.0 |
2,849.0 |
58.0 |
2.1% |
2,838.0 |
| Low |
2,747.0 |
2,794.0 |
47.0 |
1.7% |
2,747.0 |
| Close |
2,762.0 |
2,838.0 |
76.0 |
2.8% |
2,762.0 |
| Range |
44.0 |
55.0 |
11.0 |
25.0% |
91.0 |
| ATR |
42.7 |
45.8 |
3.2 |
7.4% |
0.0 |
| Volume |
1,043,443 |
1,020,288 |
-23,155 |
-2.2% |
5,127,841 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,992.0 |
2,970.0 |
2,868.3 |
|
| R3 |
2,937.0 |
2,915.0 |
2,853.1 |
|
| R2 |
2,882.0 |
2,882.0 |
2,848.1 |
|
| R1 |
2,860.0 |
2,860.0 |
2,843.0 |
2,871.0 |
| PP |
2,827.0 |
2,827.0 |
2,827.0 |
2,832.5 |
| S1 |
2,805.0 |
2,805.0 |
2,833.0 |
2,816.0 |
| S2 |
2,772.0 |
2,772.0 |
2,827.9 |
|
| S3 |
2,717.0 |
2,750.0 |
2,822.9 |
|
| S4 |
2,662.0 |
2,695.0 |
2,807.8 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,055.3 |
2,999.7 |
2,812.1 |
|
| R3 |
2,964.3 |
2,908.7 |
2,787.0 |
|
| R2 |
2,873.3 |
2,873.3 |
2,778.7 |
|
| R1 |
2,817.7 |
2,817.7 |
2,770.3 |
2,800.0 |
| PP |
2,782.3 |
2,782.3 |
2,782.3 |
2,773.5 |
| S1 |
2,726.7 |
2,726.7 |
2,753.7 |
2,709.0 |
| S2 |
2,691.3 |
2,691.3 |
2,745.3 |
|
| S3 |
2,600.3 |
2,635.7 |
2,737.0 |
|
| S4 |
2,509.3 |
2,544.7 |
2,712.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,849.0 |
2,747.0 |
102.0 |
3.6% |
43.6 |
1.5% |
89% |
True |
False |
1,106,388 |
| 10 |
2,849.0 |
2,742.0 |
107.0 |
3.8% |
39.2 |
1.4% |
90% |
True |
False |
989,963 |
| 20 |
2,849.0 |
2,644.0 |
205.0 |
7.2% |
38.1 |
1.3% |
95% |
True |
False |
911,335 |
| 40 |
2,849.0 |
2,481.0 |
368.0 |
13.0% |
42.8 |
1.5% |
97% |
True |
False |
985,470 |
| 60 |
2,849.0 |
2,481.0 |
368.0 |
13.0% |
42.9 |
1.5% |
97% |
True |
False |
922,135 |
| 80 |
2,849.0 |
2,481.0 |
368.0 |
13.0% |
43.8 |
1.5% |
97% |
True |
False |
692,075 |
| 100 |
2,849.0 |
2,481.0 |
368.0 |
13.0% |
39.5 |
1.4% |
97% |
True |
False |
553,803 |
| 120 |
2,849.0 |
2,481.0 |
368.0 |
13.0% |
37.2 |
1.3% |
97% |
True |
False |
462,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,082.8 |
|
2.618 |
2,993.0 |
|
1.618 |
2,938.0 |
|
1.000 |
2,904.0 |
|
0.618 |
2,883.0 |
|
HIGH |
2,849.0 |
|
0.618 |
2,828.0 |
|
0.500 |
2,821.5 |
|
0.382 |
2,815.0 |
|
LOW |
2,794.0 |
|
0.618 |
2,760.0 |
|
1.000 |
2,739.0 |
|
1.618 |
2,705.0 |
|
2.618 |
2,650.0 |
|
4.250 |
2,560.3 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,832.5 |
2,824.7 |
| PP |
2,827.0 |
2,811.3 |
| S1 |
2,821.5 |
2,798.0 |
|