| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,794.0 |
2,818.0 |
24.0 |
0.9% |
2,813.0 |
| High |
2,842.0 |
2,818.0 |
-24.0 |
-0.8% |
2,832.0 |
| Low |
2,794.0 |
2,776.0 |
-18.0 |
-0.6% |
2,743.0 |
| Close |
2,833.0 |
2,779.0 |
-54.0 |
-1.9% |
2,756.0 |
| Range |
48.0 |
42.0 |
-6.0 |
-12.5% |
89.0 |
| ATR |
42.7 |
43.8 |
1.0 |
2.4% |
0.0 |
| Volume |
789 |
5,734 |
4,945 |
626.7% |
1,588 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,917.0 |
2,890.0 |
2,802.1 |
|
| R3 |
2,875.0 |
2,848.0 |
2,790.6 |
|
| R2 |
2,833.0 |
2,833.0 |
2,786.7 |
|
| R1 |
2,806.0 |
2,806.0 |
2,782.9 |
2,798.5 |
| PP |
2,791.0 |
2,791.0 |
2,791.0 |
2,787.3 |
| S1 |
2,764.0 |
2,764.0 |
2,775.2 |
2,756.5 |
| S2 |
2,749.0 |
2,749.0 |
2,771.3 |
|
| S3 |
2,707.0 |
2,722.0 |
2,767.5 |
|
| S4 |
2,665.0 |
2,680.0 |
2,755.9 |
|
|
| 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 |
2,842.0 |
2,743.0 |
99.0 |
3.6% |
42.2 |
1.5% |
36% |
False |
False |
1,565 |
| 10 |
2,842.0 |
2,743.0 |
99.0 |
3.6% |
36.7 |
1.3% |
36% |
False |
False |
1,686 |
| 20 |
2,842.0 |
2,650.0 |
192.0 |
6.9% |
34.2 |
1.2% |
67% |
False |
False |
2,408 |
| 40 |
2,842.0 |
2,475.0 |
367.0 |
13.2% |
38.4 |
1.4% |
83% |
False |
False |
2,194 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
13.2% |
38.7 |
1.4% |
83% |
False |
False |
2,346 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.2% |
35.9 |
1.3% |
83% |
False |
False |
1,777 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.2% |
31.0 |
1.1% |
83% |
False |
False |
1,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,996.5 |
|
2.618 |
2,928.0 |
|
1.618 |
2,886.0 |
|
1.000 |
2,860.0 |
|
0.618 |
2,844.0 |
|
HIGH |
2,818.0 |
|
0.618 |
2,802.0 |
|
0.500 |
2,797.0 |
|
0.382 |
2,792.0 |
|
LOW |
2,776.0 |
|
0.618 |
2,750.0 |
|
1.000 |
2,734.0 |
|
1.618 |
2,708.0 |
|
2.618 |
2,666.0 |
|
4.250 |
2,597.5 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,797.0 |
2,792.5 |
| PP |
2,791.0 |
2,788.0 |
| S1 |
2,785.0 |
2,783.5 |
|