| 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 |
8,384.0 |
8,402.0 |
18.0 |
0.2% |
8,449.0 |
| High |
8,401.0 |
8,530.0 |
129.0 |
1.5% |
8,561.0 |
| Low |
8,261.0 |
8,395.5 |
134.5 |
1.6% |
8,261.0 |
| Close |
8,310.5 |
8,496.0 |
185.5 |
2.2% |
8,310.5 |
| Range |
140.0 |
134.5 |
-5.5 |
-3.9% |
300.0 |
| ATR |
119.7 |
126.8 |
7.1 |
6.0% |
0.0 |
| Volume |
122,153 |
111,674 |
-10,479 |
-8.6% |
547,002 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,877.3 |
8,821.2 |
8,570.0 |
|
| R3 |
8,742.8 |
8,686.7 |
8,533.0 |
|
| R2 |
8,608.3 |
8,608.3 |
8,520.7 |
|
| R1 |
8,552.2 |
8,552.2 |
8,508.3 |
8,580.3 |
| PP |
8,473.8 |
8,473.8 |
8,473.8 |
8,487.9 |
| S1 |
8,417.7 |
8,417.7 |
8,483.7 |
8,445.8 |
| S2 |
8,339.3 |
8,339.3 |
8,471.3 |
|
| S3 |
8,204.8 |
8,283.2 |
8,459.0 |
|
| S4 |
8,070.3 |
8,148.7 |
8,422.0 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,277.5 |
9,094.0 |
8,475.5 |
|
| R3 |
8,977.5 |
8,794.0 |
8,393.0 |
|
| R2 |
8,677.5 |
8,677.5 |
8,365.5 |
|
| R1 |
8,494.0 |
8,494.0 |
8,338.0 |
8,435.8 |
| PP |
8,377.5 |
8,377.5 |
8,377.5 |
8,348.4 |
| S1 |
8,194.0 |
8,194.0 |
8,283.0 |
8,135.8 |
| S2 |
8,077.5 |
8,077.5 |
8,255.5 |
|
| S3 |
7,777.5 |
7,894.0 |
8,228.0 |
|
| S4 |
7,477.5 |
7,594.0 |
8,145.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,561.0 |
8,261.0 |
300.0 |
3.5% |
126.9 |
1.5% |
78% |
False |
False |
118,604 |
| 10 |
8,561.0 |
8,235.0 |
326.0 |
3.8% |
112.9 |
1.3% |
80% |
False |
False |
106,609 |
| 20 |
8,561.0 |
7,828.5 |
732.5 |
8.6% |
104.0 |
1.2% |
91% |
False |
False |
102,750 |
| 40 |
8,561.0 |
7,422.0 |
1,139.0 |
13.4% |
117.3 |
1.4% |
94% |
False |
False |
115,183 |
| 60 |
8,561.0 |
7,422.0 |
1,139.0 |
13.4% |
111.2 |
1.3% |
94% |
False |
False |
103,005 |
| 80 |
8,561.0 |
7,422.0 |
1,139.0 |
13.4% |
109.2 |
1.3% |
94% |
False |
False |
77,441 |
| 100 |
8,561.0 |
7,422.0 |
1,139.0 |
13.4% |
100.3 |
1.2% |
94% |
False |
False |
62,063 |
| 120 |
8,561.0 |
7,396.5 |
1,164.5 |
13.7% |
93.2 |
1.1% |
94% |
False |
False |
52,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,101.6 |
|
2.618 |
8,882.1 |
|
1.618 |
8,747.6 |
|
1.000 |
8,664.5 |
|
0.618 |
8,613.1 |
|
HIGH |
8,530.0 |
|
0.618 |
8,478.6 |
|
0.500 |
8,462.8 |
|
0.382 |
8,446.9 |
|
LOW |
8,395.5 |
|
0.618 |
8,312.4 |
|
1.000 |
8,261.0 |
|
1.618 |
8,177.9 |
|
2.618 |
8,043.4 |
|
4.250 |
7,823.9 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,484.9 |
8,462.5 |
| PP |
8,473.8 |
8,429.0 |
| S1 |
8,462.8 |
8,395.5 |
|