| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
4,975.0 |
4,948.0 |
-27.0 |
-0.5% |
5,216.0 |
| High |
4,976.0 |
4,982.0 |
6.0 |
0.1% |
5,254.0 |
| Low |
4,929.0 |
4,944.0 |
15.0 |
0.3% |
4,952.0 |
| Close |
4,951.0 |
4,965.0 |
14.0 |
0.3% |
4,973.0 |
| Range |
47.0 |
38.0 |
-9.0 |
-19.1% |
302.0 |
| ATR |
64.1 |
62.3 |
-1.9 |
-2.9% |
0.0 |
| Volume |
25,752 |
25,879 |
127 |
0.5% |
156,400 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,077.7 |
5,059.3 |
4,985.9 |
|
| R3 |
5,039.7 |
5,021.3 |
4,975.5 |
|
| R2 |
5,001.7 |
5,001.7 |
4,972.0 |
|
| R1 |
4,983.3 |
4,983.3 |
4,968.5 |
4,992.5 |
| PP |
4,963.7 |
4,963.7 |
4,963.7 |
4,968.3 |
| S1 |
4,945.3 |
4,945.3 |
4,961.5 |
4,954.5 |
| S2 |
4,925.7 |
4,925.7 |
4,958.0 |
|
| S3 |
4,887.7 |
4,907.3 |
4,954.6 |
|
| S4 |
4,849.7 |
4,869.3 |
4,944.1 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,965.7 |
5,771.3 |
5,139.1 |
|
| R3 |
5,663.7 |
5,469.3 |
5,056.1 |
|
| R2 |
5,361.7 |
5,361.7 |
5,028.4 |
|
| R1 |
5,167.3 |
5,167.3 |
5,000.7 |
5,113.5 |
| PP |
5,059.7 |
5,059.7 |
5,059.7 |
5,032.8 |
| S1 |
4,865.3 |
4,865.3 |
4,945.3 |
4,811.5 |
| S2 |
4,757.7 |
4,757.7 |
4,917.6 |
|
| S3 |
4,455.7 |
4,563.3 |
4,890.0 |
|
| S4 |
4,153.7 |
4,261.3 |
4,806.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,224.0 |
4,929.0 |
295.0 |
5.9% |
80.4 |
1.6% |
12% |
False |
False |
32,642 |
| 10 |
5,258.0 |
4,929.0 |
329.0 |
6.6% |
69.9 |
1.4% |
11% |
False |
False |
28,634 |
| 20 |
5,258.0 |
4,929.0 |
329.0 |
6.6% |
56.4 |
1.1% |
11% |
False |
False |
23,998 |
| 40 |
5,258.0 |
4,881.0 |
377.0 |
7.6% |
51.9 |
1.0% |
22% |
False |
False |
24,291 |
| 60 |
5,258.0 |
4,881.0 |
377.0 |
7.6% |
51.4 |
1.0% |
22% |
False |
False |
24,490 |
| 80 |
5,258.0 |
4,842.0 |
416.0 |
8.4% |
42.9 |
0.9% |
30% |
False |
False |
18,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,143.5 |
|
2.618 |
5,081.5 |
|
1.618 |
5,043.5 |
|
1.000 |
5,020.0 |
|
0.618 |
5,005.5 |
|
HIGH |
4,982.0 |
|
0.618 |
4,967.5 |
|
0.500 |
4,963.0 |
|
0.382 |
4,958.5 |
|
LOW |
4,944.0 |
|
0.618 |
4,920.5 |
|
1.000 |
4,906.0 |
|
1.618 |
4,882.5 |
|
2.618 |
4,844.5 |
|
4.250 |
4,782.5 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,964.3 |
5,015.0 |
| PP |
4,963.7 |
4,998.3 |
| S1 |
4,963.0 |
4,981.7 |
|