| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
3,000.00 |
2,993.00 |
-7.00 |
-0.2% |
3,021.00 |
| High |
3,000.00 |
2,993.00 |
-7.00 |
-0.2% |
3,044.00 |
| Low |
2,955.75 |
2,961.00 |
5.25 |
0.2% |
2,955.75 |
| Close |
2,987.00 |
2,987.00 |
0.00 |
0.0% |
2,987.00 |
| Range |
44.25 |
32.00 |
-12.25 |
-27.7% |
88.25 |
| ATR |
29.07 |
29.28 |
0.21 |
0.7% |
0.00 |
| Volume |
1,029 |
466 |
-563 |
-54.7% |
2,322 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,076.25 |
3,063.75 |
3,004.50 |
|
| R3 |
3,044.25 |
3,031.75 |
2,995.75 |
|
| R2 |
3,012.25 |
3,012.25 |
2,992.75 |
|
| R1 |
2,999.75 |
2,999.75 |
2,990.00 |
2,990.00 |
| PP |
2,980.25 |
2,980.25 |
2,980.25 |
2,975.50 |
| S1 |
2,967.75 |
2,967.75 |
2,984.00 |
2,958.00 |
| S2 |
2,948.25 |
2,948.25 |
2,981.25 |
|
| S3 |
2,916.25 |
2,935.75 |
2,978.25 |
|
| S4 |
2,884.25 |
2,903.75 |
2,969.50 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,260.25 |
3,212.00 |
3,035.50 |
|
| R3 |
3,172.00 |
3,123.75 |
3,011.25 |
|
| R2 |
3,083.75 |
3,083.75 |
3,003.25 |
|
| R1 |
3,035.50 |
3,035.50 |
2,995.00 |
3,015.50 |
| PP |
2,995.50 |
2,995.50 |
2,995.50 |
2,985.50 |
| S1 |
2,947.25 |
2,947.25 |
2,979.00 |
2,927.25 |
| S2 |
2,907.25 |
2,907.25 |
2,970.75 |
|
| S3 |
2,819.00 |
2,859.00 |
2,962.75 |
|
| S4 |
2,730.75 |
2,770.75 |
2,938.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,044.00 |
2,955.75 |
88.25 |
3.0% |
35.75 |
1.2% |
35% |
False |
False |
464 |
| 10 |
3,044.00 |
2,955.75 |
88.25 |
3.0% |
29.75 |
1.0% |
35% |
False |
False |
374 |
| 20 |
3,044.00 |
2,842.00 |
202.00 |
6.8% |
25.50 |
0.9% |
72% |
False |
False |
274 |
| 40 |
3,044.00 |
2,733.00 |
311.00 |
10.4% |
27.25 |
0.9% |
82% |
False |
False |
157 |
| 60 |
3,044.00 |
2,724.00 |
320.00 |
10.7% |
23.00 |
0.8% |
82% |
False |
False |
107 |
| 80 |
3,044.00 |
2,690.50 |
353.50 |
11.8% |
19.25 |
0.6% |
84% |
False |
False |
80 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
11.8% |
16.00 |
0.5% |
84% |
False |
False |
65 |
| 120 |
3,044.00 |
2,574.25 |
469.75 |
15.7% |
13.50 |
0.5% |
88% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,129.00 |
|
2.618 |
3,076.75 |
|
1.618 |
3,044.75 |
|
1.000 |
3,025.00 |
|
0.618 |
3,012.75 |
|
HIGH |
2,993.00 |
|
0.618 |
2,980.75 |
|
0.500 |
2,977.00 |
|
0.382 |
2,973.25 |
|
LOW |
2,961.00 |
|
0.618 |
2,941.25 |
|
1.000 |
2,929.00 |
|
1.618 |
2,909.25 |
|
2.618 |
2,877.25 |
|
4.250 |
2,825.00 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,983.75 |
3,000.00 |
| PP |
2,980.25 |
2,995.50 |
| S1 |
2,977.00 |
2,991.25 |
|