| 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 |
6,662.0 |
6,565.0 |
-97.0 |
-1.5% |
6,676.0 |
| High |
6,668.5 |
6,600.0 |
-68.5 |
-1.0% |
6,815.0 |
| Low |
6,565.0 |
6,547.0 |
-18.0 |
-0.3% |
6,580.0 |
| Close |
6,571.5 |
6,592.0 |
20.5 |
0.3% |
6,591.0 |
| Range |
103.5 |
53.0 |
-50.5 |
-48.8% |
235.0 |
| ATR |
72.4 |
71.0 |
-1.4 |
-1.9% |
0.0 |
| Volume |
74 |
243 |
169 |
228.4% |
3,902 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,738.5 |
6,718.5 |
6,621.0 |
|
| R3 |
6,685.5 |
6,665.5 |
6,606.5 |
|
| R2 |
6,632.5 |
6,632.5 |
6,601.5 |
|
| R1 |
6,612.5 |
6,612.5 |
6,597.0 |
6,622.5 |
| PP |
6,579.5 |
6,579.5 |
6,579.5 |
6,585.0 |
| S1 |
6,559.5 |
6,559.5 |
6,587.0 |
6,569.5 |
| S2 |
6,526.5 |
6,526.5 |
6,582.5 |
|
| S3 |
6,473.5 |
6,506.5 |
6,577.5 |
|
| S4 |
6,420.5 |
6,453.5 |
6,563.0 |
|
|
| 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 |
6,726.0 |
6,547.0 |
179.0 |
2.7% |
81.0 |
1.2% |
25% |
False |
True |
679 |
| 10 |
6,815.0 |
6,547.0 |
268.0 |
4.1% |
72.5 |
1.1% |
17% |
False |
True |
615 |
| 20 |
6,815.0 |
6,328.0 |
487.0 |
7.4% |
55.5 |
0.8% |
54% |
False |
False |
488 |
| 40 |
6,815.0 |
6,114.0 |
701.0 |
10.6% |
45.0 |
0.7% |
68% |
False |
False |
296 |
| 60 |
6,815.0 |
6,114.0 |
701.0 |
10.6% |
35.0 |
0.5% |
68% |
False |
False |
208 |
| 80 |
6,815.0 |
6,085.5 |
729.5 |
11.1% |
27.0 |
0.4% |
69% |
False |
False |
173 |
| 100 |
6,815.0 |
5,902.5 |
912.5 |
13.8% |
21.5 |
0.3% |
76% |
False |
False |
147 |
| 120 |
6,815.0 |
5,735.5 |
1,079.5 |
16.4% |
18.5 |
0.3% |
79% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,825.0 |
|
2.618 |
6,739.0 |
|
1.618 |
6,686.0 |
|
1.000 |
6,653.0 |
|
0.618 |
6,633.0 |
|
HIGH |
6,600.0 |
|
0.618 |
6,580.0 |
|
0.500 |
6,573.5 |
|
0.382 |
6,567.0 |
|
LOW |
6,547.0 |
|
0.618 |
6,514.0 |
|
1.000 |
6,494.0 |
|
1.618 |
6,461.0 |
|
2.618 |
6,408.0 |
|
4.250 |
6,322.0 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,586.0 |
6,636.5 |
| PP |
6,579.5 |
6,621.5 |
| S1 |
6,573.5 |
6,607.0 |
|