| 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 |
6,565.0 |
6,593.0 |
28.0 |
0.4% |
6,648.0 |
| High |
6,600.0 |
6,593.0 |
-7.0 |
-0.1% |
6,726.0 |
| Low |
6,547.0 |
6,483.5 |
-63.5 |
-1.0% |
6,483.5 |
| Close |
6,592.0 |
6,529.5 |
-62.5 |
-0.9% |
6,529.5 |
| Range |
53.0 |
109.5 |
56.5 |
106.6% |
242.5 |
| ATR |
71.0 |
73.8 |
2.7 |
3.9% |
0.0 |
| Volume |
243 |
9,347 |
9,104 |
3,746.5% |
10,402 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,864.0 |
6,806.0 |
6,589.5 |
|
| R3 |
6,754.5 |
6,696.5 |
6,559.5 |
|
| R2 |
6,645.0 |
6,645.0 |
6,549.5 |
|
| R1 |
6,587.0 |
6,587.0 |
6,539.5 |
6,561.0 |
| PP |
6,535.5 |
6,535.5 |
6,535.5 |
6,522.5 |
| S1 |
6,477.5 |
6,477.5 |
6,519.5 |
6,452.0 |
| S2 |
6,426.0 |
6,426.0 |
6,509.5 |
|
| S3 |
6,316.5 |
6,368.0 |
6,499.5 |
|
| S4 |
6,207.0 |
6,258.5 |
6,469.5 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,307.0 |
7,161.0 |
6,663.0 |
|
| R3 |
7,064.5 |
6,918.5 |
6,596.0 |
|
| R2 |
6,822.0 |
6,822.0 |
6,574.0 |
|
| R1 |
6,676.0 |
6,676.0 |
6,551.5 |
6,628.0 |
| PP |
6,579.5 |
6,579.5 |
6,579.5 |
6,555.5 |
| S1 |
6,433.5 |
6,433.5 |
6,507.5 |
6,385.0 |
| S2 |
6,337.0 |
6,337.0 |
6,485.0 |
|
| S3 |
6,094.5 |
6,191.0 |
6,463.0 |
|
| S4 |
5,852.0 |
5,948.5 |
6,396.0 |
|
|
| 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 |
6,483.5 |
242.5 |
3.7% |
82.0 |
1.3% |
19% |
False |
True |
2,294 |
| 10 |
6,815.0 |
6,483.5 |
331.5 |
5.1% |
80.0 |
1.2% |
14% |
False |
True |
1,511 |
| 20 |
6,815.0 |
6,376.5 |
438.5 |
6.7% |
58.0 |
0.9% |
35% |
False |
False |
955 |
| 40 |
6,815.0 |
6,114.0 |
701.0 |
10.7% |
45.5 |
0.7% |
59% |
False |
False |
529 |
| 60 |
6,815.0 |
6,114.0 |
701.0 |
10.7% |
36.5 |
0.6% |
59% |
False |
False |
364 |
| 80 |
6,815.0 |
6,085.5 |
729.5 |
11.2% |
28.0 |
0.4% |
61% |
False |
False |
286 |
| 100 |
6,815.0 |
5,943.0 |
872.0 |
13.4% |
23.0 |
0.3% |
67% |
False |
False |
240 |
| 120 |
6,815.0 |
5,735.5 |
1,079.5 |
16.5% |
19.0 |
0.3% |
74% |
False |
False |
205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,058.5 |
|
2.618 |
6,879.5 |
|
1.618 |
6,770.0 |
|
1.000 |
6,702.5 |
|
0.618 |
6,660.5 |
|
HIGH |
6,593.0 |
|
0.618 |
6,551.0 |
|
0.500 |
6,538.0 |
|
0.382 |
6,525.5 |
|
LOW |
6,483.5 |
|
0.618 |
6,416.0 |
|
1.000 |
6,374.0 |
|
1.618 |
6,306.5 |
|
2.618 |
6,197.0 |
|
4.250 |
6,018.0 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,538.0 |
6,576.0 |
| PP |
6,535.5 |
6,560.5 |
| S1 |
6,532.5 |
6,545.0 |
|