| 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 |
2,771.0 |
2,773.0 |
2.0 |
0.1% |
2,813.0 |
| High |
2,780.0 |
2,785.0 |
5.0 |
0.2% |
2,832.0 |
| Low |
2,747.0 |
2,743.0 |
-4.0 |
-0.1% |
2,743.0 |
| Close |
2,767.0 |
2,756.0 |
-11.0 |
-0.4% |
2,756.0 |
| Range |
33.0 |
42.0 |
9.0 |
27.3% |
89.0 |
| ATR |
39.2 |
39.4 |
0.2 |
0.5% |
0.0 |
| Volume |
664 |
392 |
-272 |
-41.0% |
1,588 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,887.3 |
2,863.7 |
2,779.1 |
|
| R3 |
2,845.3 |
2,821.7 |
2,767.6 |
|
| R2 |
2,803.3 |
2,803.3 |
2,763.7 |
|
| R1 |
2,779.7 |
2,779.7 |
2,759.9 |
2,770.5 |
| PP |
2,761.3 |
2,761.3 |
2,761.3 |
2,756.8 |
| S1 |
2,737.7 |
2,737.7 |
2,752.2 |
2,728.5 |
| S2 |
2,719.3 |
2,719.3 |
2,748.3 |
|
| S3 |
2,677.3 |
2,695.7 |
2,744.5 |
|
| S4 |
2,635.3 |
2,653.7 |
2,732.9 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,044.0 |
2,989.0 |
2,805.0 |
|
| R3 |
2,955.0 |
2,900.0 |
2,780.5 |
|
| R2 |
2,866.0 |
2,866.0 |
2,772.3 |
|
| R1 |
2,811.0 |
2,811.0 |
2,764.2 |
2,794.0 |
| PP |
2,777.0 |
2,777.0 |
2,777.0 |
2,768.5 |
| S1 |
2,722.0 |
2,722.0 |
2,747.8 |
2,705.0 |
| S2 |
2,688.0 |
2,688.0 |
2,739.7 |
|
| S3 |
2,599.0 |
2,633.0 |
2,731.5 |
|
| S4 |
2,510.0 |
2,544.0 |
2,707.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,832.0 |
2,743.0 |
89.0 |
3.2% |
35.4 |
1.3% |
15% |
False |
True |
317 |
| 10 |
2,832.0 |
2,740.0 |
92.0 |
3.3% |
34.3 |
1.2% |
17% |
False |
False |
1,058 |
| 20 |
2,832.0 |
2,618.0 |
214.0 |
7.8% |
33.0 |
1.2% |
64% |
False |
False |
3,785 |
| 40 |
2,832.0 |
2,475.0 |
357.0 |
13.0% |
38.7 |
1.4% |
79% |
False |
False |
2,041 |
| 60 |
2,832.0 |
2,475.0 |
357.0 |
13.0% |
38.6 |
1.4% |
79% |
False |
False |
2,251 |
| 80 |
2,832.0 |
2,475.0 |
357.0 |
13.0% |
35.2 |
1.3% |
79% |
False |
False |
1,695 |
| 100 |
2,832.0 |
2,475.0 |
357.0 |
13.0% |
30.2 |
1.1% |
79% |
False |
False |
1,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,963.5 |
|
2.618 |
2,895.0 |
|
1.618 |
2,853.0 |
|
1.000 |
2,827.0 |
|
0.618 |
2,811.0 |
|
HIGH |
2,785.0 |
|
0.618 |
2,769.0 |
|
0.500 |
2,764.0 |
|
0.382 |
2,759.0 |
|
LOW |
2,743.0 |
|
0.618 |
2,717.0 |
|
1.000 |
2,701.0 |
|
1.618 |
2,675.0 |
|
2.618 |
2,633.0 |
|
4.250 |
2,564.5 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,764.0 |
2,787.5 |
| PP |
2,761.3 |
2,777.0 |
| S1 |
2,758.7 |
2,766.5 |
|