| 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 |
2,818.0 |
2,781.0 |
-37.0 |
-1.3% |
2,813.0 |
| High |
2,818.0 |
2,805.0 |
-13.0 |
-0.5% |
2,832.0 |
| Low |
2,776.0 |
2,767.0 |
-9.0 |
-0.3% |
2,743.0 |
| Close |
2,779.0 |
2,792.0 |
13.0 |
0.5% |
2,756.0 |
| Range |
42.0 |
38.0 |
-4.0 |
-9.5% |
89.0 |
| ATR |
43.8 |
43.3 |
-0.4 |
-0.9% |
0.0 |
| Volume |
5,734 |
3,723 |
-2,011 |
-35.1% |
1,588 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,902.0 |
2,885.0 |
2,812.9 |
|
| R3 |
2,864.0 |
2,847.0 |
2,802.5 |
|
| R2 |
2,826.0 |
2,826.0 |
2,799.0 |
|
| R1 |
2,809.0 |
2,809.0 |
2,795.5 |
2,817.5 |
| PP |
2,788.0 |
2,788.0 |
2,788.0 |
2,792.3 |
| S1 |
2,771.0 |
2,771.0 |
2,788.5 |
2,779.5 |
| S2 |
2,750.0 |
2,750.0 |
2,785.0 |
|
| S3 |
2,712.0 |
2,733.0 |
2,781.6 |
|
| S4 |
2,674.0 |
2,695.0 |
2,771.1 |
|
|
| 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% |
40.6 |
1.5% |
49% |
False |
False |
2,260 |
| 10 |
2,842.0 |
2,743.0 |
99.0 |
3.5% |
37.3 |
1.3% |
49% |
False |
False |
1,405 |
| 20 |
2,842.0 |
2,650.0 |
192.0 |
6.9% |
34.6 |
1.2% |
74% |
False |
False |
1,804 |
| 40 |
2,842.0 |
2,475.0 |
367.0 |
13.1% |
37.8 |
1.4% |
86% |
False |
False |
2,283 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
13.1% |
38.6 |
1.4% |
86% |
False |
False |
2,404 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.1% |
36.3 |
1.3% |
86% |
False |
False |
1,823 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.1% |
31.3 |
1.1% |
86% |
False |
False |
1,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,966.5 |
|
2.618 |
2,904.5 |
|
1.618 |
2,866.5 |
|
1.000 |
2,843.0 |
|
0.618 |
2,828.5 |
|
HIGH |
2,805.0 |
|
0.618 |
2,790.5 |
|
0.500 |
2,786.0 |
|
0.382 |
2,781.5 |
|
LOW |
2,767.0 |
|
0.618 |
2,743.5 |
|
1.000 |
2,729.0 |
|
1.618 |
2,705.5 |
|
2.618 |
2,667.5 |
|
4.250 |
2,605.5 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,790.0 |
2,804.5 |
| PP |
2,788.0 |
2,800.3 |
| S1 |
2,786.0 |
2,796.2 |
|