| 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 |
2,991.25 |
3,004.75 |
13.50 |
0.5% |
3,021.25 |
| High |
3,036.75 |
3,008.75 |
-28.00 |
-0.9% |
3,053.50 |
| Low |
2,985.00 |
2,978.25 |
-6.75 |
-0.2% |
2,961.25 |
| Close |
3,003.50 |
2,995.50 |
-8.00 |
-0.3% |
2,992.25 |
| Range |
51.75 |
30.50 |
-21.25 |
-41.1% |
92.25 |
| ATR |
36.44 |
36.02 |
-0.42 |
-1.2% |
0.00 |
| Volume |
238,818 |
242,455 |
3,637 |
1.5% |
1,259,494 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,085.75 |
3,071.00 |
3,012.25 |
|
| R3 |
3,055.25 |
3,040.50 |
3,004.00 |
|
| R2 |
3,024.75 |
3,024.75 |
3,001.00 |
|
| R1 |
3,010.00 |
3,010.00 |
2,998.25 |
3,002.00 |
| PP |
2,994.25 |
2,994.25 |
2,994.25 |
2,990.25 |
| S1 |
2,979.50 |
2,979.50 |
2,992.75 |
2,971.50 |
| S2 |
2,963.75 |
2,963.75 |
2,990.00 |
|
| S3 |
2,933.25 |
2,949.00 |
2,987.00 |
|
| S4 |
2,902.75 |
2,918.50 |
2,978.75 |
|
|
| 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% |
47.75 |
1.6% |
37% |
False |
False |
272,461 |
| 10 |
3,053.50 |
2,961.25 |
92.25 |
3.1% |
36.50 |
1.2% |
37% |
False |
False |
233,868 |
| 20 |
3,053.50 |
2,862.25 |
191.25 |
6.4% |
32.50 |
1.1% |
70% |
False |
False |
202,502 |
| 40 |
3,053.50 |
2,724.00 |
329.50 |
11.0% |
37.75 |
1.3% |
82% |
False |
False |
222,870 |
| 60 |
3,053.50 |
2,724.00 |
329.50 |
11.0% |
34.75 |
1.2% |
82% |
False |
False |
208,530 |
| 80 |
3,053.50 |
2,683.50 |
370.00 |
12.4% |
34.00 |
1.1% |
84% |
False |
False |
156,653 |
| 100 |
3,053.50 |
2,683.50 |
370.00 |
12.4% |
30.75 |
1.0% |
84% |
False |
False |
125,325 |
| 120 |
3,053.50 |
2,569.50 |
484.00 |
16.2% |
28.25 |
0.9% |
88% |
False |
False |
104,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,138.50 |
|
2.618 |
3,088.50 |
|
1.618 |
3,058.00 |
|
1.000 |
3,039.25 |
|
0.618 |
3,027.50 |
|
HIGH |
3,008.75 |
|
0.618 |
2,997.00 |
|
0.500 |
2,993.50 |
|
0.382 |
2,990.00 |
|
LOW |
2,978.25 |
|
0.618 |
2,959.50 |
|
1.000 |
2,947.75 |
|
1.618 |
2,929.00 |
|
2.618 |
2,898.50 |
|
4.250 |
2,848.50 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,994.75 |
3,000.00 |
| PP |
2,994.25 |
2,998.50 |
| S1 |
2,993.50 |
2,997.00 |
|