| 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 |
2,995.00 |
3,011.00 |
16.00 |
0.5% |
2,991.25 |
| High |
3,025.50 |
3,022.75 |
-2.75 |
-0.1% |
3,036.75 |
| Low |
2,981.75 |
2,976.25 |
-5.50 |
-0.2% |
2,976.25 |
| Close |
3,010.00 |
2,980.25 |
-29.75 |
-1.0% |
2,980.25 |
| Range |
43.75 |
46.50 |
2.75 |
6.3% |
60.50 |
| ATR |
36.57 |
37.28 |
0.71 |
1.9% |
0.00 |
| Volume |
215,945 |
273,254 |
57,309 |
26.5% |
970,472 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,132.50 |
3,103.00 |
3,005.75 |
|
| R3 |
3,086.00 |
3,056.50 |
2,993.00 |
|
| R2 |
3,039.50 |
3,039.50 |
2,988.75 |
|
| R1 |
3,010.00 |
3,010.00 |
2,984.50 |
3,001.50 |
| PP |
2,993.00 |
2,993.00 |
2,993.00 |
2,989.00 |
| S1 |
2,963.50 |
2,963.50 |
2,976.00 |
2,955.00 |
| S2 |
2,946.50 |
2,946.50 |
2,971.75 |
|
| S3 |
2,900.00 |
2,917.00 |
2,967.50 |
|
| S4 |
2,853.50 |
2,870.50 |
2,954.75 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,179.25 |
3,140.25 |
3,013.50 |
|
| R3 |
3,118.75 |
3,079.75 |
2,997.00 |
|
| R2 |
3,058.25 |
3,058.25 |
2,991.25 |
|
| R1 |
3,019.25 |
3,019.25 |
2,985.75 |
3,008.50 |
| PP |
2,997.75 |
2,997.75 |
2,997.75 |
2,992.50 |
| S1 |
2,958.75 |
2,958.75 |
2,974.75 |
2,948.00 |
| S2 |
2,937.25 |
2,937.25 |
2,969.25 |
|
| S3 |
2,876.75 |
2,898.25 |
2,963.50 |
|
| S4 |
2,816.25 |
2,837.75 |
2,947.00 |
|
|
| 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 |
2,963.50 |
73.25 |
2.5% |
42.50 |
1.4% |
23% |
False |
False |
234,888 |
| 10 |
3,053.50 |
2,961.25 |
92.25 |
3.1% |
40.75 |
1.4% |
21% |
False |
False |
241,808 |
| 20 |
3,053.50 |
2,900.25 |
153.25 |
5.1% |
33.75 |
1.1% |
52% |
False |
False |
209,290 |
| 40 |
3,053.50 |
2,724.00 |
329.50 |
11.1% |
38.25 |
1.3% |
78% |
False |
False |
223,015 |
| 60 |
3,053.50 |
2,724.00 |
329.50 |
11.1% |
35.25 |
1.2% |
78% |
False |
False |
216,019 |
| 80 |
3,053.50 |
2,683.50 |
370.00 |
12.4% |
34.25 |
1.1% |
80% |
False |
False |
162,766 |
| 100 |
3,053.50 |
2,683.50 |
370.00 |
12.4% |
31.25 |
1.1% |
80% |
False |
False |
130,217 |
| 120 |
3,053.50 |
2,569.50 |
484.00 |
16.2% |
29.00 |
1.0% |
85% |
False |
False |
108,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,220.50 |
|
2.618 |
3,144.50 |
|
1.618 |
3,098.00 |
|
1.000 |
3,069.25 |
|
0.618 |
3,051.50 |
|
HIGH |
3,022.75 |
|
0.618 |
3,005.00 |
|
0.500 |
2,999.50 |
|
0.382 |
2,994.00 |
|
LOW |
2,976.25 |
|
0.618 |
2,947.50 |
|
1.000 |
2,929.75 |
|
1.618 |
2,901.00 |
|
2.618 |
2,854.50 |
|
4.250 |
2,778.50 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,999.50 |
3,001.00 |
| PP |
2,993.00 |
2,994.00 |
| S1 |
2,986.75 |
2,987.00 |
|