| 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 |
6,648.0 |
6,662.0 |
14.0 |
0.2% |
6,676.0 |
| High |
6,726.0 |
6,668.5 |
-57.5 |
-0.9% |
6,815.0 |
| Low |
6,648.0 |
6,565.0 |
-83.0 |
-1.2% |
6,580.0 |
| Close |
6,715.5 |
6,571.5 |
-144.0 |
-2.1% |
6,591.0 |
| Range |
78.0 |
103.5 |
25.5 |
32.7% |
235.0 |
| ATR |
66.4 |
72.4 |
6.0 |
9.0% |
0.0 |
| Volume |
738 |
74 |
-664 |
-90.0% |
3,902 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,912.0 |
6,845.5 |
6,628.5 |
|
| R3 |
6,808.5 |
6,742.0 |
6,600.0 |
|
| R2 |
6,705.0 |
6,705.0 |
6,590.5 |
|
| R1 |
6,638.5 |
6,638.5 |
6,581.0 |
6,620.0 |
| PP |
6,601.5 |
6,601.5 |
6,601.5 |
6,592.5 |
| S1 |
6,535.0 |
6,535.0 |
6,562.0 |
6,516.5 |
| S2 |
6,498.0 |
6,498.0 |
6,552.5 |
|
| S3 |
6,394.5 |
6,431.5 |
6,543.0 |
|
| S4 |
6,291.0 |
6,328.0 |
6,514.5 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,367.0 |
7,214.0 |
6,720.0 |
|
| R3 |
7,132.0 |
6,979.0 |
6,655.5 |
|
| R2 |
6,897.0 |
6,897.0 |
6,634.0 |
|
| R1 |
6,744.0 |
6,744.0 |
6,612.5 |
6,703.0 |
| PP |
6,662.0 |
6,662.0 |
6,662.0 |
6,641.5 |
| S1 |
6,509.0 |
6,509.0 |
6,569.5 |
6,468.0 |
| S2 |
6,427.0 |
6,427.0 |
6,548.0 |
|
| S3 |
6,192.0 |
6,274.0 |
6,526.5 |
|
| S4 |
5,957.0 |
6,039.0 |
6,462.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,815.0 |
6,565.0 |
250.0 |
3.8% |
91.5 |
1.4% |
3% |
False |
True |
711 |
| 10 |
6,815.0 |
6,565.0 |
250.0 |
3.8% |
71.0 |
1.1% |
3% |
False |
True |
651 |
| 20 |
6,815.0 |
6,328.0 |
487.0 |
7.4% |
53.0 |
0.8% |
50% |
False |
False |
505 |
| 40 |
6,815.0 |
6,114.0 |
701.0 |
10.7% |
45.0 |
0.7% |
65% |
False |
False |
290 |
| 60 |
6,815.0 |
6,114.0 |
701.0 |
10.7% |
34.0 |
0.5% |
65% |
False |
False |
206 |
| 80 |
6,815.0 |
6,085.5 |
729.5 |
11.1% |
26.0 |
0.4% |
67% |
False |
False |
173 |
| 100 |
6,815.0 |
5,902.5 |
912.5 |
13.9% |
21.0 |
0.3% |
73% |
False |
False |
145 |
| 120 |
6,815.0 |
5,731.5 |
1,083.5 |
16.5% |
18.0 |
0.3% |
78% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,108.5 |
|
2.618 |
6,939.5 |
|
1.618 |
6,836.0 |
|
1.000 |
6,772.0 |
|
0.618 |
6,732.5 |
|
HIGH |
6,668.5 |
|
0.618 |
6,629.0 |
|
0.500 |
6,617.0 |
|
0.382 |
6,604.5 |
|
LOW |
6,565.0 |
|
0.618 |
6,501.0 |
|
1.000 |
6,461.5 |
|
1.618 |
6,397.5 |
|
2.618 |
6,294.0 |
|
4.250 |
6,125.0 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,617.0 |
6,645.5 |
| PP |
6,601.5 |
6,621.0 |
| S1 |
6,586.5 |
6,596.0 |
|