| 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 |
3,006.25 |
2,995.75 |
-10.50 |
-0.3% |
3,021.25 |
| High |
3,008.50 |
3,003.00 |
-5.50 |
-0.2% |
3,053.50 |
| Low |
2,961.25 |
2,963.50 |
2.25 |
0.1% |
2,961.25 |
| Close |
2,992.25 |
2,992.25 |
0.00 |
0.0% |
2,992.25 |
| Range |
47.25 |
39.50 |
-7.75 |
-16.4% |
92.25 |
| ATR |
34.94 |
35.27 |
0.33 |
0.9% |
0.00 |
| Volume |
313,279 |
203,972 |
-109,307 |
-34.9% |
1,259,494 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,104.75 |
3,088.00 |
3,014.00 |
|
| R3 |
3,065.25 |
3,048.50 |
3,003.00 |
|
| R2 |
3,025.75 |
3,025.75 |
2,999.50 |
|
| R1 |
3,009.00 |
3,009.00 |
2,995.75 |
2,997.50 |
| PP |
2,986.25 |
2,986.25 |
2,986.25 |
2,980.50 |
| S1 |
2,969.50 |
2,969.50 |
2,988.75 |
2,958.00 |
| S2 |
2,946.75 |
2,946.75 |
2,985.00 |
|
| S3 |
2,907.25 |
2,930.00 |
2,981.50 |
|
| S4 |
2,867.75 |
2,890.50 |
2,970.50 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,279.00 |
3,228.00 |
3,043.00 |
|
| R3 |
3,186.75 |
3,135.75 |
3,017.50 |
|
| R2 |
3,094.50 |
3,094.50 |
3,009.25 |
|
| R1 |
3,043.50 |
3,043.50 |
3,000.75 |
3,023.00 |
| PP |
3,002.25 |
3,002.25 |
3,002.25 |
2,992.00 |
| S1 |
2,951.25 |
2,951.25 |
2,983.75 |
2,930.50 |
| S2 |
2,910.00 |
2,910.00 |
2,975.25 |
|
| S3 |
2,817.75 |
2,859.00 |
2,967.00 |
|
| S4 |
2,725.50 |
2,766.75 |
2,941.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,053.50 |
2,961.25 |
92.25 |
3.1% |
41.00 |
1.4% |
34% |
False |
False |
251,898 |
| 10 |
3,053.50 |
2,960.50 |
93.00 |
3.1% |
34.50 |
1.2% |
34% |
False |
False |
221,190 |
| 20 |
3,053.50 |
2,827.50 |
226.00 |
7.6% |
32.25 |
1.1% |
73% |
False |
False |
196,721 |
| 40 |
3,053.50 |
2,724.00 |
329.50 |
11.0% |
37.50 |
1.2% |
81% |
False |
False |
219,839 |
| 60 |
3,053.50 |
2,707.50 |
346.00 |
11.6% |
34.50 |
1.2% |
82% |
False |
False |
200,653 |
| 80 |
3,053.50 |
2,683.50 |
370.00 |
12.4% |
33.75 |
1.1% |
83% |
False |
False |
150,637 |
| 100 |
3,053.50 |
2,678.50 |
375.00 |
12.5% |
30.25 |
1.0% |
84% |
False |
False |
120,513 |
| 120 |
3,053.50 |
2,569.50 |
484.00 |
16.2% |
27.50 |
0.9% |
87% |
False |
False |
100,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,171.00 |
|
2.618 |
3,106.50 |
|
1.618 |
3,067.00 |
|
1.000 |
3,042.50 |
|
0.618 |
3,027.50 |
|
HIGH |
3,003.00 |
|
0.618 |
2,988.00 |
|
0.500 |
2,983.25 |
|
0.382 |
2,978.50 |
|
LOW |
2,963.50 |
|
0.618 |
2,939.00 |
|
1.000 |
2,924.00 |
|
1.618 |
2,899.50 |
|
2.618 |
2,860.00 |
|
4.250 |
2,795.50 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,989.25 |
3,007.50 |
| PP |
2,986.25 |
3,002.25 |
| S1 |
2,983.25 |
2,997.25 |
|