| 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 |
1,380.9 |
1,392.9 |
12.0 |
0.9% |
1,362.1 |
| High |
1,395.4 |
1,417.7 |
22.3 |
1.6% |
1,414.0 |
| Low |
1,379.7 |
1,388.4 |
8.7 |
0.6% |
1,338.0 |
| Close |
1,391.8 |
1,412.0 |
20.2 |
1.5% |
1,387.5 |
| Range |
15.7 |
29.3 |
13.6 |
86.6% |
76.0 |
| ATR |
33.8 |
33.4 |
-0.3 |
-0.9% |
0.0 |
| Volume |
131,116 |
202,829 |
71,713 |
54.7% |
154,509 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,493.9 |
1,482.3 |
1,428.1 |
|
| R3 |
1,464.6 |
1,453.0 |
1,420.1 |
|
| R2 |
1,435.3 |
1,435.3 |
1,417.4 |
|
| R1 |
1,423.7 |
1,423.7 |
1,414.7 |
1,429.5 |
| PP |
1,406.0 |
1,406.0 |
1,406.0 |
1,409.0 |
| S1 |
1,394.4 |
1,394.4 |
1,409.3 |
1,400.2 |
| S2 |
1,376.7 |
1,376.7 |
1,406.6 |
|
| S3 |
1,347.4 |
1,365.1 |
1,403.9 |
|
| S4 |
1,318.1 |
1,335.8 |
1,395.9 |
|
|
| 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 |
1,417.7 |
1,356.3 |
61.4 |
4.3% |
26.4 |
1.9% |
91% |
True |
False |
105,321 |
| 10 |
1,417.7 |
1,338.0 |
79.7 |
5.6% |
36.0 |
2.6% |
93% |
True |
False |
66,155 |
| 20 |
1,488.5 |
1,338.0 |
150.5 |
10.7% |
32.0 |
2.3% |
49% |
False |
False |
41,014 |
| 40 |
1,591.6 |
1,323.0 |
268.6 |
19.0% |
36.3 |
2.6% |
33% |
False |
False |
24,501 |
| 60 |
1,619.3 |
1,323.0 |
296.3 |
21.0% |
29.0 |
2.1% |
30% |
False |
False |
17,813 |
| 80 |
1,686.4 |
1,323.0 |
363.4 |
25.7% |
26.8 |
1.9% |
24% |
False |
False |
14,148 |
| 100 |
1,702.4 |
1,323.0 |
379.4 |
26.9% |
24.3 |
1.7% |
23% |
False |
False |
11,740 |
| 120 |
1,727.0 |
1,323.0 |
404.0 |
28.6% |
22.8 |
1.6% |
22% |
False |
False |
9,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,542.2 |
|
2.618 |
1,494.4 |
|
1.618 |
1,465.1 |
|
1.000 |
1,447.0 |
|
0.618 |
1,435.8 |
|
HIGH |
1,417.7 |
|
0.618 |
1,406.5 |
|
0.500 |
1,403.1 |
|
0.382 |
1,399.6 |
|
LOW |
1,388.4 |
|
0.618 |
1,370.3 |
|
1.000 |
1,359.1 |
|
1.618 |
1,341.0 |
|
2.618 |
1,311.7 |
|
4.250 |
1,263.9 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,409.0 |
1,406.4 |
| PP |
1,406.0 |
1,400.8 |
| S1 |
1,403.1 |
1,395.3 |
|