| 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 |
6,683.0 |
6,683.0 |
0.0 |
0.0% |
6,721.5 |
| High |
6,700.5 |
6,779.5 |
79.0 |
1.2% |
6,861.5 |
| Low |
6,622.5 |
6,678.5 |
56.0 |
0.8% |
6,622.5 |
| Close |
6,635.0 |
6,760.0 |
125.0 |
1.9% |
6,635.0 |
| Range |
78.0 |
101.0 |
23.0 |
29.5% |
239.0 |
| ATR |
78.2 |
82.9 |
4.7 |
6.1% |
0.0 |
| Volume |
111,911 |
118,475 |
6,564 |
5.9% |
589,036 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,042.5 |
7,002.0 |
6,815.5 |
|
| R3 |
6,941.5 |
6,901.0 |
6,788.0 |
|
| R2 |
6,840.5 |
6,840.5 |
6,778.5 |
|
| R1 |
6,800.0 |
6,800.0 |
6,769.5 |
6,820.0 |
| PP |
6,739.5 |
6,739.5 |
6,739.5 |
6,749.5 |
| S1 |
6,699.0 |
6,699.0 |
6,750.5 |
6,719.0 |
| S2 |
6,638.5 |
6,638.5 |
6,741.5 |
|
| S3 |
6,537.5 |
6,598.0 |
6,732.0 |
|
| S4 |
6,436.5 |
6,497.0 |
6,704.5 |
|
|
| 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 |
3.5% |
104.0 |
1.5% |
58% |
False |
False |
125,627 |
| 10 |
6,861.5 |
6,584.5 |
277.0 |
4.1% |
83.5 |
1.2% |
63% |
False |
False |
104,743 |
| 20 |
6,861.5 |
6,365.0 |
496.5 |
7.3% |
72.0 |
1.1% |
80% |
False |
False |
93,044 |
| 40 |
6,861.5 |
6,159.5 |
702.0 |
10.4% |
75.5 |
1.1% |
86% |
False |
False |
95,064 |
| 60 |
6,861.5 |
6,159.5 |
702.0 |
10.4% |
71.5 |
1.1% |
86% |
False |
False |
98,540 |
| 80 |
6,861.5 |
6,128.0 |
733.5 |
10.9% |
66.5 |
1.0% |
86% |
False |
False |
74,056 |
| 100 |
6,861.5 |
5,913.0 |
948.5 |
14.0% |
58.0 |
0.9% |
89% |
False |
False |
59,278 |
| 120 |
6,861.5 |
5,760.0 |
1,101.5 |
16.3% |
50.0 |
0.7% |
91% |
False |
False |
49,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,209.0 |
|
2.618 |
7,044.0 |
|
1.618 |
6,943.0 |
|
1.000 |
6,880.5 |
|
0.618 |
6,842.0 |
|
HIGH |
6,779.5 |
|
0.618 |
6,741.0 |
|
0.500 |
6,729.0 |
|
0.382 |
6,717.0 |
|
LOW |
6,678.5 |
|
0.618 |
6,616.0 |
|
1.000 |
6,577.5 |
|
1.618 |
6,515.0 |
|
2.618 |
6,414.0 |
|
4.250 |
6,249.0 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,749.5 |
6,740.5 |
| PP |
6,739.5 |
6,720.5 |
| S1 |
6,729.0 |
6,701.0 |
|