| 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 |
2,995.25 |
2,979.00 |
-16.25 |
-0.5% |
3,021.00 |
| High |
2,998.50 |
3,019.25 |
20.75 |
0.7% |
3,044.00 |
| Low |
2,974.00 |
2,979.00 |
5.00 |
0.2% |
2,955.75 |
| Close |
2,990.00 |
3,004.50 |
14.50 |
0.5% |
2,987.00 |
| Range |
24.50 |
40.25 |
15.75 |
64.3% |
88.25 |
| ATR |
29.88 |
30.62 |
0.74 |
2.5% |
0.00 |
| Volume |
2,073 |
1,616 |
-457 |
-22.0% |
2,322 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,121.75 |
3,103.25 |
3,026.75 |
|
| R3 |
3,081.50 |
3,063.00 |
3,015.50 |
|
| R2 |
3,041.25 |
3,041.25 |
3,012.00 |
|
| R1 |
3,022.75 |
3,022.75 |
3,008.25 |
3,032.00 |
| PP |
3,001.00 |
3,001.00 |
3,001.00 |
3,005.50 |
| S1 |
2,982.50 |
2,982.50 |
3,000.75 |
2,991.75 |
| S2 |
2,960.75 |
2,960.75 |
2,997.00 |
|
| S3 |
2,920.50 |
2,942.25 |
2,993.50 |
|
| S4 |
2,880.25 |
2,902.00 |
2,982.25 |
|
|
| 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 |
3,029.75 |
2,955.75 |
74.00 |
2.5% |
37.00 |
1.2% |
66% |
False |
False |
1,169 |
| 10 |
3,044.00 |
2,955.75 |
88.25 |
2.9% |
33.25 |
1.1% |
55% |
False |
False |
722 |
| 20 |
3,044.00 |
2,867.00 |
177.00 |
5.9% |
27.75 |
0.9% |
78% |
False |
False |
472 |
| 40 |
3,044.00 |
2,733.00 |
311.00 |
10.4% |
27.75 |
0.9% |
87% |
False |
False |
265 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.4% |
24.25 |
0.8% |
87% |
False |
False |
179 |
| 80 |
3,044.00 |
2,690.50 |
353.50 |
11.8% |
20.00 |
0.7% |
89% |
False |
False |
135 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
11.8% |
17.00 |
0.6% |
89% |
False |
False |
108 |
| 120 |
3,044.00 |
2,574.25 |
469.75 |
15.6% |
14.50 |
0.5% |
92% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,190.25 |
|
2.618 |
3,124.50 |
|
1.618 |
3,084.25 |
|
1.000 |
3,059.50 |
|
0.618 |
3,044.00 |
|
HIGH |
3,019.25 |
|
0.618 |
3,003.75 |
|
0.500 |
2,999.00 |
|
0.382 |
2,994.50 |
|
LOW |
2,979.00 |
|
0.618 |
2,954.25 |
|
1.000 |
2,938.75 |
|
1.618 |
2,914.00 |
|
2.618 |
2,873.75 |
|
4.250 |
2,808.00 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,002.75 |
3,003.50 |
| PP |
3,001.00 |
3,002.75 |
| S1 |
2,999.00 |
3,002.00 |
|