| 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 |
1,392.9 |
1,412.9 |
20.0 |
1.4% |
1,387.5 |
| High |
1,417.7 |
1,421.6 |
3.9 |
0.3% |
1,421.6 |
| Low |
1,388.4 |
1,384.2 |
-4.2 |
-0.3% |
1,372.8 |
| Close |
1,412.0 |
1,393.0 |
-19.0 |
-1.3% |
1,393.0 |
| Range |
29.3 |
37.4 |
8.1 |
27.6% |
48.8 |
| ATR |
33.4 |
33.7 |
0.3 |
0.8% |
0.0 |
| Volume |
202,829 |
167,854 |
-34,975 |
-17.2% |
628,696 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,511.8 |
1,489.8 |
1,413.6 |
|
| R3 |
1,474.4 |
1,452.4 |
1,403.3 |
|
| R2 |
1,437.0 |
1,437.0 |
1,399.9 |
|
| R1 |
1,415.0 |
1,415.0 |
1,396.4 |
1,407.3 |
| PP |
1,399.6 |
1,399.6 |
1,399.6 |
1,395.8 |
| S1 |
1,377.6 |
1,377.6 |
1,389.6 |
1,369.9 |
| S2 |
1,362.2 |
1,362.2 |
1,386.1 |
|
| S3 |
1,324.8 |
1,340.2 |
1,382.7 |
|
| S4 |
1,287.4 |
1,302.8 |
1,372.4 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,542.2 |
1,516.4 |
1,419.8 |
|
| R3 |
1,493.4 |
1,467.6 |
1,406.4 |
|
| R2 |
1,444.6 |
1,444.6 |
1,401.9 |
|
| R1 |
1,418.8 |
1,418.8 |
1,397.5 |
1,431.7 |
| PP |
1,395.8 |
1,395.8 |
1,395.8 |
1,402.3 |
| S1 |
1,370.0 |
1,370.0 |
1,388.5 |
1,382.9 |
| S2 |
1,347.0 |
1,347.0 |
1,384.1 |
|
| S3 |
1,298.2 |
1,321.2 |
1,379.6 |
|
| S4 |
1,249.4 |
1,272.4 |
1,366.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,421.6 |
1,372.8 |
48.8 |
3.5% |
25.5 |
1.8% |
41% |
True |
False |
133,330 |
| 10 |
1,421.6 |
1,338.0 |
83.6 |
6.0% |
36.9 |
2.6% |
66% |
True |
False |
81,099 |
| 20 |
1,488.5 |
1,338.0 |
150.5 |
10.8% |
32.7 |
2.3% |
37% |
False |
False |
49,059 |
| 40 |
1,591.6 |
1,323.0 |
268.6 |
19.3% |
36.9 |
2.6% |
26% |
False |
False |
28,529 |
| 60 |
1,619.3 |
1,323.0 |
296.3 |
21.3% |
29.3 |
2.1% |
24% |
False |
False |
20,485 |
| 80 |
1,686.4 |
1,323.0 |
363.4 |
26.1% |
27.1 |
1.9% |
19% |
False |
False |
16,224 |
| 100 |
1,702.4 |
1,323.0 |
379.4 |
27.2% |
24.5 |
1.8% |
18% |
False |
False |
13,412 |
| 120 |
1,727.0 |
1,323.0 |
404.0 |
29.0% |
23.1 |
1.7% |
17% |
False |
False |
11,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,580.6 |
|
2.618 |
1,519.5 |
|
1.618 |
1,482.1 |
|
1.000 |
1,459.0 |
|
0.618 |
1,444.7 |
|
HIGH |
1,421.6 |
|
0.618 |
1,407.3 |
|
0.500 |
1,402.9 |
|
0.382 |
1,398.5 |
|
LOW |
1,384.2 |
|
0.618 |
1,361.1 |
|
1.000 |
1,346.8 |
|
1.618 |
1,323.7 |
|
2.618 |
1,286.3 |
|
4.250 |
1,225.3 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,402.9 |
1,400.7 |
| PP |
1,399.6 |
1,398.1 |
| S1 |
1,396.3 |
1,395.6 |
|