| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
3,004.75 |
2,995.00 |
-9.75 |
-0.3% |
3,021.25 |
| High |
3,008.75 |
3,025.50 |
16.75 |
0.6% |
3,053.50 |
| Low |
2,978.25 |
2,981.75 |
3.50 |
0.1% |
2,961.25 |
| Close |
2,995.50 |
3,010.00 |
14.50 |
0.5% |
2,992.25 |
| Range |
30.50 |
43.75 |
13.25 |
43.4% |
92.25 |
| ATR |
36.02 |
36.57 |
0.55 |
1.5% |
0.00 |
| Volume |
242,455 |
215,945 |
-26,510 |
-10.9% |
1,259,494 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,137.00 |
3,117.25 |
3,034.00 |
|
| R3 |
3,093.25 |
3,073.50 |
3,022.00 |
|
| R2 |
3,049.50 |
3,049.50 |
3,018.00 |
|
| R1 |
3,029.75 |
3,029.75 |
3,014.00 |
3,039.50 |
| PP |
3,005.75 |
3,005.75 |
3,005.75 |
3,010.75 |
| S1 |
2,986.00 |
2,986.00 |
3,006.00 |
2,996.00 |
| S2 |
2,962.00 |
2,962.00 |
3,002.00 |
|
| S3 |
2,918.25 |
2,942.25 |
2,998.00 |
|
| S4 |
2,874.50 |
2,898.50 |
2,986.00 |
|
|
| 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 |
3,036.75 |
2,961.25 |
75.50 |
2.5% |
42.50 |
1.4% |
65% |
False |
False |
242,893 |
| 10 |
3,053.50 |
2,961.25 |
92.25 |
3.1% |
38.50 |
1.3% |
53% |
False |
False |
234,856 |
| 20 |
3,053.50 |
2,867.25 |
186.25 |
6.2% |
33.50 |
1.1% |
77% |
False |
False |
205,596 |
| 40 |
3,053.50 |
2,724.00 |
329.50 |
10.9% |
37.75 |
1.3% |
87% |
False |
False |
221,849 |
| 60 |
3,053.50 |
2,724.00 |
329.50 |
10.9% |
35.00 |
1.2% |
87% |
False |
False |
211,949 |
| 80 |
3,053.50 |
2,683.50 |
370.00 |
12.3% |
34.00 |
1.1% |
88% |
False |
False |
159,352 |
| 100 |
3,053.50 |
2,683.50 |
370.00 |
12.3% |
31.00 |
1.0% |
88% |
False |
False |
127,484 |
| 120 |
3,053.50 |
2,569.50 |
484.00 |
16.1% |
28.50 |
1.0% |
91% |
False |
False |
106,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,211.50 |
|
2.618 |
3,140.00 |
|
1.618 |
3,096.25 |
|
1.000 |
3,069.25 |
|
0.618 |
3,052.50 |
|
HIGH |
3,025.50 |
|
0.618 |
3,008.75 |
|
0.500 |
3,003.50 |
|
0.382 |
2,998.50 |
|
LOW |
2,981.75 |
|
0.618 |
2,954.75 |
|
1.000 |
2,938.00 |
|
1.618 |
2,911.00 |
|
2.618 |
2,867.25 |
|
4.250 |
2,795.75 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,008.00 |
3,009.25 |
| PP |
3,005.75 |
3,008.25 |
| S1 |
3,003.50 |
3,007.50 |
|