| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,683.0 |
6,726.0 |
43.0 |
0.6% |
6,721.5 |
| High |
6,779.5 |
6,726.0 |
-53.5 |
-0.8% |
6,861.5 |
| Low |
6,678.5 |
6,603.5 |
-75.0 |
-1.1% |
6,622.5 |
| Close |
6,760.0 |
6,616.0 |
-144.0 |
-2.1% |
6,635.0 |
| Range |
101.0 |
122.5 |
21.5 |
21.3% |
239.0 |
| ATR |
82.9 |
88.2 |
5.3 |
6.3% |
0.0 |
| Volume |
118,475 |
83,602 |
-34,873 |
-29.4% |
589,036 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,016.0 |
6,938.5 |
6,683.5 |
|
| R3 |
6,893.5 |
6,816.0 |
6,649.5 |
|
| R2 |
6,771.0 |
6,771.0 |
6,638.5 |
|
| R1 |
6,693.5 |
6,693.5 |
6,627.0 |
6,671.0 |
| PP |
6,648.5 |
6,648.5 |
6,648.5 |
6,637.0 |
| S1 |
6,571.0 |
6,571.0 |
6,605.0 |
6,548.5 |
| S2 |
6,526.0 |
6,526.0 |
6,593.5 |
|
| S3 |
6,403.5 |
6,448.5 |
6,582.5 |
|
| S4 |
6,281.0 |
6,326.0 |
6,548.5 |
|
|
| 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 |
6,603.5 |
258.0 |
3.9% |
110.5 |
1.7% |
5% |
False |
True |
115,598 |
| 10 |
6,861.5 |
6,603.5 |
258.0 |
3.9% |
87.0 |
1.3% |
5% |
False |
True |
104,101 |
| 20 |
6,861.5 |
6,365.0 |
496.5 |
7.5% |
74.5 |
1.1% |
51% |
False |
False |
92,303 |
| 40 |
6,861.5 |
6,159.5 |
702.0 |
10.6% |
76.5 |
1.2% |
65% |
False |
False |
94,413 |
| 60 |
6,861.5 |
6,159.5 |
702.0 |
10.6% |
72.5 |
1.1% |
65% |
False |
False |
99,886 |
| 80 |
6,861.5 |
6,128.0 |
733.5 |
11.1% |
67.5 |
1.0% |
67% |
False |
False |
75,099 |
| 100 |
6,861.5 |
5,944.0 |
917.5 |
13.9% |
59.0 |
0.9% |
73% |
False |
False |
60,113 |
| 120 |
6,861.5 |
5,760.0 |
1,101.5 |
16.6% |
51.0 |
0.8% |
78% |
False |
False |
50,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,246.5 |
|
2.618 |
7,046.5 |
|
1.618 |
6,924.0 |
|
1.000 |
6,848.5 |
|
0.618 |
6,801.5 |
|
HIGH |
6,726.0 |
|
0.618 |
6,679.0 |
|
0.500 |
6,665.0 |
|
0.382 |
6,650.5 |
|
LOW |
6,603.5 |
|
0.618 |
6,528.0 |
|
1.000 |
6,481.0 |
|
1.618 |
6,405.5 |
|
2.618 |
6,283.0 |
|
4.250 |
6,083.0 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,665.0 |
6,691.5 |
| PP |
6,648.5 |
6,666.5 |
| S1 |
6,632.0 |
6,641.0 |
|