| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,775.5 |
6,683.0 |
-92.5 |
-1.4% |
6,721.5 |
| High |
6,777.5 |
6,700.5 |
-77.0 |
-1.1% |
6,861.5 |
| Low |
6,639.5 |
6,622.5 |
-17.0 |
-0.3% |
6,622.5 |
| Close |
6,689.0 |
6,635.0 |
-54.0 |
-0.8% |
6,635.0 |
| Range |
138.0 |
78.0 |
-60.0 |
-43.5% |
239.0 |
| ATR |
78.2 |
78.2 |
0.0 |
0.0% |
0.0 |
| Volume |
110,508 |
111,911 |
1,403 |
1.3% |
589,036 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,886.5 |
6,839.0 |
6,678.0 |
|
| R3 |
6,808.5 |
6,761.0 |
6,656.5 |
|
| R2 |
6,730.5 |
6,730.5 |
6,649.5 |
|
| R1 |
6,683.0 |
6,683.0 |
6,642.0 |
6,668.0 |
| PP |
6,652.5 |
6,652.5 |
6,652.5 |
6,645.0 |
| S1 |
6,605.0 |
6,605.0 |
6,628.0 |
6,590.0 |
| S2 |
6,574.5 |
6,574.5 |
6,620.5 |
|
| S3 |
6,496.5 |
6,527.0 |
6,613.5 |
|
| S4 |
6,418.5 |
6,449.0 |
6,592.0 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,423.5 |
7,268.0 |
6,766.5 |
|
| R3 |
7,184.5 |
7,029.0 |
6,700.5 |
|
| R2 |
6,945.5 |
6,945.5 |
6,679.0 |
|
| R1 |
6,790.0 |
6,790.0 |
6,657.0 |
6,748.0 |
| PP |
6,706.5 |
6,706.5 |
6,706.5 |
6,685.5 |
| S1 |
6,551.0 |
6,551.0 |
6,613.0 |
6,509.0 |
| S2 |
6,467.5 |
6,467.5 |
6,591.0 |
|
| S3 |
6,228.5 |
6,312.0 |
6,569.5 |
|
| S4 |
5,989.5 |
6,073.0 |
6,503.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,861.5 |
6,622.5 |
239.0 |
3.6% |
94.0 |
1.4% |
5% |
False |
True |
117,807 |
| 10 |
6,861.5 |
6,569.5 |
292.0 |
4.4% |
77.5 |
1.2% |
22% |
False |
False |
102,890 |
| 20 |
6,861.5 |
6,355.0 |
506.5 |
7.6% |
69.0 |
1.0% |
55% |
False |
False |
90,969 |
| 40 |
6,861.5 |
6,159.5 |
702.0 |
10.6% |
75.0 |
1.1% |
68% |
False |
False |
94,765 |
| 60 |
6,861.5 |
6,159.5 |
702.0 |
10.6% |
71.0 |
1.1% |
68% |
False |
False |
96,579 |
| 80 |
6,861.5 |
6,128.0 |
733.5 |
11.1% |
65.5 |
1.0% |
69% |
False |
False |
72,575 |
| 100 |
6,861.5 |
5,879.0 |
982.5 |
14.8% |
57.5 |
0.9% |
77% |
False |
False |
58,093 |
| 120 |
6,861.5 |
5,760.0 |
1,101.5 |
16.6% |
49.5 |
0.7% |
79% |
False |
False |
48,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,032.0 |
|
2.618 |
6,904.5 |
|
1.618 |
6,826.5 |
|
1.000 |
6,778.5 |
|
0.618 |
6,748.5 |
|
HIGH |
6,700.5 |
|
0.618 |
6,670.5 |
|
0.500 |
6,661.5 |
|
0.382 |
6,652.5 |
|
LOW |
6,622.5 |
|
0.618 |
6,574.5 |
|
1.000 |
6,544.5 |
|
1.618 |
6,496.5 |
|
2.618 |
6,418.5 |
|
4.250 |
6,291.0 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,661.5 |
6,742.0 |
| PP |
6,652.5 |
6,706.5 |
| S1 |
6,644.0 |
6,670.5 |
|