| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,796.0 |
2,819.0 |
23.0 |
0.8% |
2,820.0 |
| High |
2,849.0 |
2,821.0 |
-28.0 |
-1.0% |
2,838.0 |
| Low |
2,794.0 |
2,779.0 |
-15.0 |
-0.5% |
2,747.0 |
| Close |
2,838.0 |
2,784.0 |
-54.0 |
-1.9% |
2,762.0 |
| Range |
55.0 |
42.0 |
-13.0 |
-23.6% |
91.0 |
| ATR |
45.8 |
46.8 |
0.9 |
2.1% |
0.0 |
| Volume |
1,020,288 |
914,563 |
-105,725 |
-10.4% |
5,127,841 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,920.7 |
2,894.3 |
2,807.1 |
|
| R3 |
2,878.7 |
2,852.3 |
2,795.6 |
|
| R2 |
2,836.7 |
2,836.7 |
2,791.7 |
|
| R1 |
2,810.3 |
2,810.3 |
2,787.9 |
2,802.5 |
| PP |
2,794.7 |
2,794.7 |
2,794.7 |
2,790.8 |
| S1 |
2,768.3 |
2,768.3 |
2,780.2 |
2,760.5 |
| S2 |
2,752.7 |
2,752.7 |
2,776.3 |
|
| S3 |
2,710.7 |
2,726.3 |
2,772.5 |
|
| S4 |
2,668.7 |
2,684.3 |
2,760.9 |
|
|
| 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 |
3.7% |
45.2 |
1.6% |
36% |
False |
False |
1,124,697 |
| 10 |
2,849.0 |
2,747.0 |
102.0 |
3.7% |
39.3 |
1.4% |
36% |
False |
False |
996,726 |
| 20 |
2,849.0 |
2,648.0 |
201.0 |
7.2% |
37.7 |
1.4% |
68% |
False |
False |
910,386 |
| 40 |
2,849.0 |
2,481.0 |
368.0 |
13.2% |
42.8 |
1.5% |
82% |
False |
False |
984,101 |
| 60 |
2,849.0 |
2,481.0 |
368.0 |
13.2% |
42.9 |
1.5% |
82% |
False |
False |
936,932 |
| 80 |
2,849.0 |
2,481.0 |
368.0 |
13.2% |
43.9 |
1.6% |
82% |
False |
False |
703,507 |
| 100 |
2,849.0 |
2,481.0 |
368.0 |
13.2% |
39.8 |
1.4% |
82% |
False |
False |
562,943 |
| 120 |
2,849.0 |
2,481.0 |
368.0 |
13.2% |
37.4 |
1.3% |
82% |
False |
False |
469,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,999.5 |
|
2.618 |
2,931.0 |
|
1.618 |
2,889.0 |
|
1.000 |
2,863.0 |
|
0.618 |
2,847.0 |
|
HIGH |
2,821.0 |
|
0.618 |
2,805.0 |
|
0.500 |
2,800.0 |
|
0.382 |
2,795.0 |
|
LOW |
2,779.0 |
|
0.618 |
2,753.0 |
|
1.000 |
2,737.0 |
|
1.618 |
2,711.0 |
|
2.618 |
2,669.0 |
|
4.250 |
2,600.5 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,800.0 |
2,798.0 |
| PP |
2,794.7 |
2,793.3 |
| S1 |
2,789.3 |
2,788.7 |
|