| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,819.0 |
2,783.0 |
-36.0 |
-1.3% |
2,820.0 |
| High |
2,821.0 |
2,811.0 |
-10.0 |
-0.4% |
2,838.0 |
| Low |
2,779.0 |
2,771.0 |
-8.0 |
-0.3% |
2,747.0 |
| Close |
2,784.0 |
2,796.0 |
12.0 |
0.4% |
2,762.0 |
| Range |
42.0 |
40.0 |
-2.0 |
-4.8% |
91.0 |
| ATR |
46.8 |
46.3 |
-0.5 |
-1.0% |
0.0 |
| Volume |
914,563 |
1,195,301 |
280,738 |
30.7% |
5,127,841 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,912.7 |
2,894.3 |
2,818.0 |
|
| R3 |
2,872.7 |
2,854.3 |
2,807.0 |
|
| R2 |
2,832.7 |
2,832.7 |
2,803.3 |
|
| R1 |
2,814.3 |
2,814.3 |
2,799.7 |
2,823.5 |
| PP |
2,792.7 |
2,792.7 |
2,792.7 |
2,797.3 |
| S1 |
2,774.3 |
2,774.3 |
2,792.3 |
2,783.5 |
| S2 |
2,752.7 |
2,752.7 |
2,788.7 |
|
| S3 |
2,712.7 |
2,734.3 |
2,785.0 |
|
| S4 |
2,672.7 |
2,694.3 |
2,774.0 |
|
|
| 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% |
43.2 |
1.5% |
48% |
False |
False |
1,137,857 |
| 10 |
2,849.0 |
2,747.0 |
102.0 |
3.6% |
39.8 |
1.4% |
48% |
False |
False |
1,023,020 |
| 20 |
2,849.0 |
2,648.0 |
201.0 |
7.2% |
38.1 |
1.4% |
74% |
False |
False |
918,740 |
| 40 |
2,849.0 |
2,481.0 |
368.0 |
13.2% |
42.2 |
1.5% |
86% |
False |
False |
987,501 |
| 60 |
2,849.0 |
2,481.0 |
368.0 |
13.2% |
42.8 |
1.5% |
86% |
False |
False |
956,311 |
| 80 |
2,849.0 |
2,481.0 |
368.0 |
13.2% |
44.1 |
1.6% |
86% |
False |
False |
718,447 |
| 100 |
2,849.0 |
2,481.0 |
368.0 |
13.2% |
39.9 |
1.4% |
86% |
False |
False |
574,879 |
| 120 |
2,849.0 |
2,481.0 |
368.0 |
13.2% |
37.6 |
1.3% |
86% |
False |
False |
479,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,981.0 |
|
2.618 |
2,915.7 |
|
1.618 |
2,875.7 |
|
1.000 |
2,851.0 |
|
0.618 |
2,835.7 |
|
HIGH |
2,811.0 |
|
0.618 |
2,795.7 |
|
0.500 |
2,791.0 |
|
0.382 |
2,786.3 |
|
LOW |
2,771.0 |
|
0.618 |
2,746.3 |
|
1.000 |
2,731.0 |
|
1.618 |
2,706.3 |
|
2.618 |
2,666.3 |
|
4.250 |
2,601.0 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,794.3 |
2,810.0 |
| PP |
2,792.7 |
2,805.3 |
| S1 |
2,791.0 |
2,800.7 |
|