| Trading Metrics calculated at close of trading on 27-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
27-May-2013 |
Change |
Change % |
Previous Week |
| Open |
8,390.0 |
8,352.0 |
-38.0 |
-0.5% |
8,459.0 |
| High |
8,402.0 |
8,400.0 |
-2.0 |
0.0% |
8,568.0 |
| Low |
8,271.0 |
8,347.5 |
76.5 |
0.9% |
8,271.0 |
| Close |
8,318.5 |
8,390.0 |
71.5 |
0.9% |
8,318.5 |
| Range |
131.0 |
52.5 |
-78.5 |
-59.9% |
297.0 |
| ATR |
112.0 |
109.9 |
-2.2 |
-1.9% |
0.0 |
| Volume |
432 |
175 |
-257 |
-59.5% |
1,720 |
|
| Daily Pivots for day following 27-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,536.7 |
8,515.8 |
8,418.9 |
|
| R3 |
8,484.2 |
8,463.3 |
8,404.4 |
|
| R2 |
8,431.7 |
8,431.7 |
8,399.6 |
|
| R1 |
8,410.8 |
8,410.8 |
8,394.8 |
8,421.3 |
| PP |
8,379.2 |
8,379.2 |
8,379.2 |
8,384.4 |
| S1 |
8,358.3 |
8,358.3 |
8,385.2 |
8,368.8 |
| S2 |
8,326.7 |
8,326.7 |
8,380.4 |
|
| S3 |
8,274.2 |
8,305.8 |
8,375.6 |
|
| S4 |
8,221.7 |
8,253.3 |
8,361.1 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,276.8 |
9,094.7 |
8,481.9 |
|
| R3 |
8,979.8 |
8,797.7 |
8,400.2 |
|
| R2 |
8,682.8 |
8,682.8 |
8,373.0 |
|
| R1 |
8,500.7 |
8,500.7 |
8,345.7 |
8,443.3 |
| PP |
8,385.8 |
8,385.8 |
8,385.8 |
8,357.1 |
| S1 |
8,203.7 |
8,203.7 |
8,291.3 |
8,146.3 |
| S2 |
8,088.8 |
8,088.8 |
8,264.1 |
|
| S3 |
7,791.8 |
7,906.7 |
8,236.8 |
|
| S4 |
7,494.8 |
7,609.7 |
8,155.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,568.0 |
8,271.0 |
297.0 |
3.5% |
104.0 |
1.2% |
40% |
False |
False |
344 |
| 10 |
8,568.0 |
8,260.0 |
308.0 |
3.7% |
95.3 |
1.1% |
42% |
False |
False |
270 |
| 20 |
8,568.0 |
7,836.0 |
732.0 |
8.7% |
91.3 |
1.1% |
76% |
False |
False |
323 |
| 40 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
105.9 |
1.3% |
84% |
False |
False |
358 |
| 60 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
101.2 |
1.2% |
84% |
False |
False |
818 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
98.8 |
1.2% |
84% |
False |
False |
642 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
88.2 |
1.1% |
84% |
False |
False |
519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,623.1 |
|
2.618 |
8,537.4 |
|
1.618 |
8,484.9 |
|
1.000 |
8,452.5 |
|
0.618 |
8,432.4 |
|
HIGH |
8,400.0 |
|
0.618 |
8,379.9 |
|
0.500 |
8,373.8 |
|
0.382 |
8,367.6 |
|
LOW |
8,347.5 |
|
0.618 |
8,315.1 |
|
1.000 |
8,295.0 |
|
1.618 |
8,262.6 |
|
2.618 |
8,210.1 |
|
4.250 |
8,124.4 |
|
|
| Fisher Pivots for day following 27-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,384.6 |
8,375.1 |
| PP |
8,379.2 |
8,360.2 |
| S1 |
8,373.8 |
8,345.3 |
|