| 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 |
8,413.0 |
8,455.0 |
42.0 |
0.5% |
8,459.0 |
| High |
8,537.0 |
8,455.0 |
-82.0 |
-1.0% |
8,568.0 |
| Low |
8,413.0 |
8,326.5 |
-86.5 |
-1.0% |
8,271.0 |
| Close |
8,504.0 |
8,346.0 |
-158.0 |
-1.9% |
8,318.5 |
| Range |
124.0 |
128.5 |
4.5 |
3.6% |
297.0 |
| ATR |
112.5 |
117.2 |
4.6 |
4.1% |
0.0 |
| Volume |
405 |
444 |
39 |
9.6% |
1,720 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,761.3 |
8,682.2 |
8,416.7 |
|
| R3 |
8,632.8 |
8,553.7 |
8,381.3 |
|
| R2 |
8,504.3 |
8,504.3 |
8,369.6 |
|
| R1 |
8,425.2 |
8,425.2 |
8,357.8 |
8,400.5 |
| PP |
8,375.8 |
8,375.8 |
8,375.8 |
8,363.5 |
| S1 |
8,296.7 |
8,296.7 |
8,334.2 |
8,272.0 |
| S2 |
8,247.3 |
8,247.3 |
8,322.4 |
|
| S3 |
8,118.8 |
8,168.2 |
8,310.7 |
|
| S4 |
7,990.3 |
8,039.7 |
8,275.3 |
|
|
| 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 |
8,537.0 |
8,271.0 |
266.0 |
3.2% |
112.5 |
1.3% |
28% |
False |
False |
369 |
| 10 |
8,568.0 |
8,271.0 |
297.0 |
3.6% |
104.0 |
1.2% |
25% |
False |
False |
327 |
| 20 |
8,568.0 |
7,905.0 |
663.0 |
7.9% |
95.9 |
1.1% |
67% |
False |
False |
261 |
| 40 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
106.6 |
1.3% |
80% |
False |
False |
371 |
| 60 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
101.9 |
1.2% |
80% |
False |
False |
822 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
100.8 |
1.2% |
80% |
False |
False |
651 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.5% |
90.1 |
1.1% |
80% |
False |
False |
527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,001.1 |
|
2.618 |
8,791.4 |
|
1.618 |
8,662.9 |
|
1.000 |
8,583.5 |
|
0.618 |
8,534.4 |
|
HIGH |
8,455.0 |
|
0.618 |
8,405.9 |
|
0.500 |
8,390.8 |
|
0.382 |
8,375.6 |
|
LOW |
8,326.5 |
|
0.618 |
8,247.1 |
|
1.000 |
8,198.0 |
|
1.618 |
8,118.6 |
|
2.618 |
7,990.1 |
|
4.250 |
7,780.4 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,390.8 |
8,431.8 |
| PP |
8,375.8 |
8,403.2 |
| S1 |
8,360.9 |
8,374.6 |
|