| 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 |
1,379.9 |
1,392.1 |
12.2 |
0.9% |
1,361.3 |
| High |
1,394.9 |
1,417.5 |
22.6 |
1.6% |
1,413.3 |
| Low |
1,379.1 |
1,388.3 |
9.2 |
0.7% |
1,336.3 |
| Close |
1,391.3 |
1,411.5 |
20.2 |
1.5% |
1,386.6 |
| Range |
15.8 |
29.2 |
13.4 |
84.8% |
77.0 |
| ATR |
34.4 |
34.0 |
-0.4 |
-1.1% |
0.0 |
| Volume |
168,665 |
45,133 |
-123,532 |
-73.2% |
1,169,240 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,493.4 |
1,481.6 |
1,427.6 |
|
| R3 |
1,464.2 |
1,452.4 |
1,419.5 |
|
| R2 |
1,435.0 |
1,435.0 |
1,416.9 |
|
| R1 |
1,423.2 |
1,423.2 |
1,414.2 |
1,429.1 |
| PP |
1,405.8 |
1,405.8 |
1,405.8 |
1,408.7 |
| S1 |
1,394.0 |
1,394.0 |
1,408.8 |
1,399.9 |
| S2 |
1,376.6 |
1,376.6 |
1,406.1 |
|
| S3 |
1,347.4 |
1,364.8 |
1,403.5 |
|
| S4 |
1,318.2 |
1,335.6 |
1,395.4 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,609.7 |
1,575.2 |
1,429.0 |
|
| R3 |
1,532.7 |
1,498.2 |
1,407.8 |
|
| R2 |
1,455.7 |
1,455.7 |
1,400.7 |
|
| R1 |
1,421.2 |
1,421.2 |
1,393.7 |
1,438.5 |
| PP |
1,378.7 |
1,378.7 |
1,378.7 |
1,387.4 |
| S1 |
1,344.2 |
1,344.2 |
1,379.5 |
1,361.5 |
| S2 |
1,301.7 |
1,301.7 |
1,372.5 |
|
| S3 |
1,224.7 |
1,267.2 |
1,365.4 |
|
| S4 |
1,147.7 |
1,190.2 |
1,344.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,417.5 |
1,355.0 |
62.5 |
4.4% |
26.4 |
1.9% |
90% |
True |
False |
173,204 |
| 10 |
1,417.5 |
1,336.3 |
81.2 |
5.8% |
36.2 |
2.6% |
93% |
True |
False |
212,961 |
| 20 |
1,487.2 |
1,336.3 |
150.9 |
10.7% |
32.6 |
2.3% |
50% |
False |
False |
191,873 |
| 40 |
1,590.1 |
1,321.5 |
268.6 |
19.0% |
37.4 |
2.6% |
34% |
False |
False |
209,980 |
| 60 |
1,618.3 |
1,321.5 |
296.8 |
21.0% |
30.3 |
2.1% |
30% |
False |
False |
161,604 |
| 80 |
1,689.1 |
1,321.5 |
367.6 |
26.0% |
28.2 |
2.0% |
24% |
False |
False |
123,293 |
| 100 |
1,700.0 |
1,321.5 |
378.5 |
26.8% |
25.9 |
1.8% |
24% |
False |
False |
99,598 |
| 120 |
1,728.8 |
1,321.5 |
407.3 |
28.9% |
24.7 |
1.8% |
22% |
False |
False |
83,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,541.6 |
|
2.618 |
1,493.9 |
|
1.618 |
1,464.7 |
|
1.000 |
1,446.7 |
|
0.618 |
1,435.5 |
|
HIGH |
1,417.5 |
|
0.618 |
1,406.3 |
|
0.500 |
1,402.9 |
|
0.382 |
1,399.5 |
|
LOW |
1,388.3 |
|
0.618 |
1,370.3 |
|
1.000 |
1,359.1 |
|
1.618 |
1,341.1 |
|
2.618 |
1,311.9 |
|
4.250 |
1,264.2 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,408.6 |
1,405.9 |
| PP |
1,405.8 |
1,400.4 |
| S1 |
1,402.9 |
1,394.8 |
|