| 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 |
1,368.4 |
1,391.0 |
22.6 |
1.7% |
1,362.1 |
| High |
1,398.0 |
1,398.0 |
0.0 |
0.0% |
1,414.0 |
| Low |
1,356.3 |
1,382.0 |
25.7 |
1.9% |
1,338.0 |
| Close |
1,392.8 |
1,387.5 |
-5.3 |
-0.4% |
1,387.5 |
| Range |
41.7 |
16.0 |
-25.7 |
-61.6% |
76.0 |
| ATR |
37.1 |
35.6 |
-1.5 |
-4.1% |
0.0 |
| Volume |
27,808 |
37,955 |
10,147 |
36.5% |
154,509 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,437.2 |
1,428.3 |
1,396.3 |
|
| R3 |
1,421.2 |
1,412.3 |
1,391.9 |
|
| R2 |
1,405.2 |
1,405.2 |
1,390.4 |
|
| R1 |
1,396.3 |
1,396.3 |
1,389.0 |
1,392.8 |
| PP |
1,389.2 |
1,389.2 |
1,389.2 |
1,387.4 |
| S1 |
1,380.3 |
1,380.3 |
1,386.0 |
1,376.8 |
| S2 |
1,373.2 |
1,373.2 |
1,384.6 |
|
| S3 |
1,357.2 |
1,364.3 |
1,383.1 |
|
| S4 |
1,341.2 |
1,348.3 |
1,378.7 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,607.8 |
1,573.7 |
1,429.3 |
|
| R3 |
1,531.8 |
1,497.7 |
1,408.4 |
|
| R2 |
1,455.8 |
1,455.8 |
1,401.4 |
|
| R1 |
1,421.7 |
1,421.7 |
1,394.5 |
1,438.8 |
| PP |
1,379.8 |
1,379.8 |
1,379.8 |
1,388.4 |
| S1 |
1,345.7 |
1,345.7 |
1,380.5 |
1,362.8 |
| S2 |
1,303.8 |
1,303.8 |
1,373.6 |
|
| S3 |
1,227.8 |
1,269.7 |
1,366.6 |
|
| S4 |
1,151.8 |
1,193.7 |
1,345.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,414.0 |
1,338.0 |
76.0 |
5.5% |
44.0 |
3.2% |
65% |
False |
False |
30,901 |
| 10 |
1,450.0 |
1,338.0 |
112.0 |
8.1% |
37.7 |
2.7% |
44% |
False |
False |
26,176 |
| 20 |
1,488.5 |
1,338.0 |
150.5 |
10.8% |
31.8 |
2.3% |
33% |
False |
False |
19,689 |
| 40 |
1,604.0 |
1,323.0 |
281.0 |
20.3% |
36.0 |
2.6% |
23% |
False |
False |
13,208 |
| 60 |
1,619.3 |
1,323.0 |
296.3 |
21.4% |
28.6 |
2.1% |
22% |
False |
False |
10,308 |
| 80 |
1,686.4 |
1,323.0 |
363.4 |
26.2% |
26.5 |
1.9% |
18% |
False |
False |
8,486 |
| 100 |
1,702.4 |
1,323.0 |
379.4 |
27.3% |
24.3 |
1.8% |
17% |
False |
False |
7,149 |
| 120 |
1,729.0 |
1,323.0 |
406.0 |
29.3% |
22.6 |
1.6% |
16% |
False |
False |
6,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,466.0 |
|
2.618 |
1,439.9 |
|
1.618 |
1,423.9 |
|
1.000 |
1,414.0 |
|
0.618 |
1,407.9 |
|
HIGH |
1,398.0 |
|
0.618 |
1,391.9 |
|
0.500 |
1,390.0 |
|
0.382 |
1,388.1 |
|
LOW |
1,382.0 |
|
0.618 |
1,372.1 |
|
1.000 |
1,366.0 |
|
1.618 |
1,356.1 |
|
2.618 |
1,340.1 |
|
4.250 |
1,314.0 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,390.0 |
1,386.4 |
| PP |
1,389.2 |
1,385.3 |
| S1 |
1,388.3 |
1,384.2 |
|