| 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 |
2,781.0 |
2,796.0 |
15.0 |
0.5% |
2,794.0 |
| High |
2,805.0 |
2,796.0 |
-9.0 |
-0.3% |
2,842.0 |
| Low |
2,767.0 |
2,740.0 |
-27.0 |
-1.0% |
2,740.0 |
| Close |
2,792.0 |
2,770.0 |
-22.0 |
-0.8% |
2,770.0 |
| Range |
38.0 |
56.0 |
18.0 |
47.4% |
102.0 |
| ATR |
43.3 |
44.2 |
0.9 |
2.1% |
0.0 |
| Volume |
3,723 |
34,593 |
30,870 |
829.2% |
44,839 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,936.7 |
2,909.3 |
2,800.8 |
|
| R3 |
2,880.7 |
2,853.3 |
2,785.4 |
|
| R2 |
2,824.7 |
2,824.7 |
2,780.3 |
|
| R1 |
2,797.3 |
2,797.3 |
2,775.1 |
2,783.0 |
| PP |
2,768.7 |
2,768.7 |
2,768.7 |
2,761.5 |
| S1 |
2,741.3 |
2,741.3 |
2,764.9 |
2,727.0 |
| S2 |
2,712.7 |
2,712.7 |
2,759.7 |
|
| S3 |
2,656.7 |
2,685.3 |
2,754.6 |
|
| S4 |
2,600.7 |
2,629.3 |
2,739.2 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.0 |
3,032.0 |
2,826.1 |
|
| R3 |
2,988.0 |
2,930.0 |
2,798.1 |
|
| R2 |
2,886.0 |
2,886.0 |
2,788.7 |
|
| R1 |
2,828.0 |
2,828.0 |
2,779.4 |
2,806.0 |
| PP |
2,784.0 |
2,784.0 |
2,784.0 |
2,773.0 |
| S1 |
2,726.0 |
2,726.0 |
2,760.7 |
2,704.0 |
| S2 |
2,682.0 |
2,682.0 |
2,751.3 |
|
| S3 |
2,580.0 |
2,624.0 |
2,742.0 |
|
| S4 |
2,478.0 |
2,522.0 |
2,713.9 |
|
|
| 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 |
2,740.0 |
102.0 |
3.7% |
45.2 |
1.6% |
29% |
False |
True |
9,046 |
| 10 |
2,842.0 |
2,740.0 |
102.0 |
3.7% |
40.5 |
1.5% |
29% |
False |
True |
4,656 |
| 20 |
2,842.0 |
2,670.0 |
172.0 |
6.2% |
34.9 |
1.3% |
58% |
False |
False |
3,528 |
| 40 |
2,842.0 |
2,475.0 |
367.0 |
13.2% |
38.3 |
1.4% |
80% |
False |
False |
3,145 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
13.2% |
38.8 |
1.4% |
80% |
False |
False |
2,954 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.2% |
36.1 |
1.3% |
80% |
False |
False |
2,255 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.2% |
31.7 |
1.1% |
80% |
False |
False |
1,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,034.0 |
|
2.618 |
2,942.6 |
|
1.618 |
2,886.6 |
|
1.000 |
2,852.0 |
|
0.618 |
2,830.6 |
|
HIGH |
2,796.0 |
|
0.618 |
2,774.6 |
|
0.500 |
2,768.0 |
|
0.382 |
2,761.4 |
|
LOW |
2,740.0 |
|
0.618 |
2,705.4 |
|
1.000 |
2,684.0 |
|
1.618 |
2,649.4 |
|
2.618 |
2,593.4 |
|
4.250 |
2,502.0 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,769.3 |
2,779.0 |
| PP |
2,768.7 |
2,776.0 |
| S1 |
2,768.0 |
2,773.0 |
|