| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,773.0 |
2,794.0 |
21.0 |
0.8% |
2,813.0 |
| High |
2,785.0 |
2,842.0 |
57.0 |
2.0% |
2,832.0 |
| Low |
2,743.0 |
2,794.0 |
51.0 |
1.9% |
2,743.0 |
| Close |
2,756.0 |
2,833.0 |
77.0 |
2.8% |
2,756.0 |
| Range |
42.0 |
48.0 |
6.0 |
14.3% |
89.0 |
| ATR |
39.4 |
42.7 |
3.3 |
8.4% |
0.0 |
| Volume |
392 |
789 |
397 |
101.3% |
1,588 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,967.0 |
2,948.0 |
2,859.4 |
|
| R3 |
2,919.0 |
2,900.0 |
2,846.2 |
|
| R2 |
2,871.0 |
2,871.0 |
2,841.8 |
|
| R1 |
2,852.0 |
2,852.0 |
2,837.4 |
2,861.5 |
| PP |
2,823.0 |
2,823.0 |
2,823.0 |
2,827.8 |
| S1 |
2,804.0 |
2,804.0 |
2,828.6 |
2,813.5 |
| S2 |
2,775.0 |
2,775.0 |
2,824.2 |
|
| S3 |
2,727.0 |
2,756.0 |
2,819.8 |
|
| S4 |
2,679.0 |
2,708.0 |
2,806.6 |
|
|
| 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 |
2,842.0 |
2,743.0 |
99.0 |
3.5% |
40.2 |
1.4% |
91% |
True |
False |
464 |
| 10 |
2,842.0 |
2,740.0 |
102.0 |
3.6% |
36.3 |
1.3% |
91% |
True |
False |
1,120 |
| 20 |
2,842.0 |
2,643.0 |
199.0 |
7.0% |
34.3 |
1.2% |
95% |
True |
False |
3,819 |
| 40 |
2,842.0 |
2,475.0 |
367.0 |
13.0% |
38.3 |
1.4% |
98% |
True |
False |
2,057 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
13.0% |
38.4 |
1.4% |
98% |
True |
False |
2,257 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.0% |
35.6 |
1.3% |
98% |
True |
False |
1,705 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.0% |
30.6 |
1.1% |
98% |
True |
False |
1,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,046.0 |
|
2.618 |
2,967.7 |
|
1.618 |
2,919.7 |
|
1.000 |
2,890.0 |
|
0.618 |
2,871.7 |
|
HIGH |
2,842.0 |
|
0.618 |
2,823.7 |
|
0.500 |
2,818.0 |
|
0.382 |
2,812.3 |
|
LOW |
2,794.0 |
|
0.618 |
2,764.3 |
|
1.000 |
2,746.0 |
|
1.618 |
2,716.3 |
|
2.618 |
2,668.3 |
|
4.250 |
2,590.0 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,828.0 |
2,819.5 |
| PP |
2,823.0 |
2,806.0 |
| S1 |
2,818.0 |
2,792.5 |
|