| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,631.5 |
6,633.0 |
1.5 |
0.0% |
6,683.0 |
| High |
6,654.5 |
6,643.0 |
-11.5 |
-0.2% |
6,779.5 |
| Low |
6,586.0 |
6,520.5 |
-65.5 |
-1.0% |
6,520.5 |
| Close |
6,636.0 |
6,573.5 |
-62.5 |
-0.9% |
6,573.5 |
| Range |
68.5 |
122.5 |
54.0 |
78.8% |
259.0 |
| ATR |
86.8 |
89.3 |
2.6 |
2.9% |
0.0 |
| Volume |
127,239 |
130,223 |
2,984 |
2.3% |
459,539 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,946.5 |
6,882.5 |
6,641.0 |
|
| R3 |
6,824.0 |
6,760.0 |
6,607.0 |
|
| R2 |
6,701.5 |
6,701.5 |
6,596.0 |
|
| R1 |
6,637.5 |
6,637.5 |
6,584.5 |
6,608.0 |
| PP |
6,579.0 |
6,579.0 |
6,579.0 |
6,564.5 |
| S1 |
6,515.0 |
6,515.0 |
6,562.5 |
6,486.0 |
| S2 |
6,456.5 |
6,456.5 |
6,551.0 |
|
| S3 |
6,334.0 |
6,392.5 |
6,540.0 |
|
| S4 |
6,211.5 |
6,270.0 |
6,506.0 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,401.5 |
7,246.5 |
6,716.0 |
|
| R3 |
7,142.5 |
6,987.5 |
6,644.5 |
|
| R2 |
6,883.5 |
6,883.5 |
6,621.0 |
|
| R1 |
6,728.5 |
6,728.5 |
6,597.0 |
6,676.5 |
| PP |
6,624.5 |
6,624.5 |
6,624.5 |
6,598.5 |
| S1 |
6,469.5 |
6,469.5 |
6,550.0 |
6,417.5 |
| S2 |
6,365.5 |
6,365.5 |
6,526.0 |
|
| S3 |
6,106.5 |
6,210.5 |
6,502.5 |
|
| S4 |
5,847.5 |
5,951.5 |
6,431.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,779.5 |
6,520.5 |
259.0 |
3.9% |
98.5 |
1.5% |
20% |
False |
True |
114,290 |
| 10 |
6,861.5 |
6,520.5 |
341.0 |
5.2% |
97.0 |
1.5% |
16% |
False |
True |
112,440 |
| 20 |
6,861.5 |
6,365.0 |
496.5 |
7.6% |
77.0 |
1.2% |
42% |
False |
False |
97,825 |
| 40 |
6,861.5 |
6,159.5 |
702.0 |
10.7% |
76.5 |
1.2% |
59% |
False |
False |
95,978 |
| 60 |
6,861.5 |
6,159.5 |
702.0 |
10.7% |
74.0 |
1.1% |
59% |
False |
False |
103,005 |
| 80 |
6,861.5 |
6,128.0 |
733.5 |
11.2% |
68.0 |
1.0% |
61% |
False |
False |
78,317 |
| 100 |
6,861.5 |
5,944.0 |
917.5 |
14.0% |
60.5 |
0.9% |
69% |
False |
False |
62,688 |
| 120 |
6,861.5 |
5,784.5 |
1,077.0 |
16.4% |
53.0 |
0.8% |
73% |
False |
False |
52,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,163.5 |
|
2.618 |
6,963.5 |
|
1.618 |
6,841.0 |
|
1.000 |
6,765.5 |
|
0.618 |
6,718.5 |
|
HIGH |
6,643.0 |
|
0.618 |
6,596.0 |
|
0.500 |
6,582.0 |
|
0.382 |
6,567.5 |
|
LOW |
6,520.5 |
|
0.618 |
6,445.0 |
|
1.000 |
6,398.0 |
|
1.618 |
6,322.5 |
|
2.618 |
6,200.0 |
|
4.250 |
6,000.0 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,582.0 |
6,623.0 |
| PP |
6,579.0 |
6,606.5 |
| S1 |
6,576.0 |
6,590.0 |
|