| 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 |
1,393.7 |
1,417.3 |
23.6 |
1.7% |
1,389.9 |
| High |
1,420.1 |
1,423.8 |
3.7 |
0.3% |
1,423.8 |
| Low |
1,390.8 |
1,386.9 |
-3.9 |
-0.3% |
1,375.0 |
| Close |
1,414.4 |
1,395.4 |
-19.0 |
-1.3% |
1,395.4 |
| Range |
29.3 |
36.9 |
7.6 |
25.9% |
48.8 |
| ATR |
32.5 |
32.8 |
0.3 |
1.0% |
0.0 |
| Volume |
20,592 |
4,500 |
-16,092 |
-78.1% |
39,475 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,512.7 |
1,491.0 |
1,415.7 |
|
| R3 |
1,475.8 |
1,454.1 |
1,405.5 |
|
| R2 |
1,438.9 |
1,438.9 |
1,402.2 |
|
| R1 |
1,417.2 |
1,417.2 |
1,398.8 |
1,409.6 |
| PP |
1,402.0 |
1,402.0 |
1,402.0 |
1,398.3 |
| S1 |
1,380.3 |
1,380.3 |
1,392.0 |
1,372.7 |
| S2 |
1,365.1 |
1,365.1 |
1,388.6 |
|
| S3 |
1,328.2 |
1,343.4 |
1,385.3 |
|
| S4 |
1,291.3 |
1,306.5 |
1,375.1 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,544.5 |
1,518.7 |
1,422.2 |
|
| R3 |
1,495.7 |
1,469.9 |
1,408.8 |
|
| R2 |
1,446.9 |
1,446.9 |
1,404.3 |
|
| R1 |
1,421.1 |
1,421.1 |
1,399.9 |
1,434.0 |
| PP |
1,398.1 |
1,398.1 |
1,398.1 |
1,404.5 |
| S1 |
1,372.3 |
1,372.3 |
1,390.9 |
1,385.2 |
| S2 |
1,349.3 |
1,349.3 |
1,386.5 |
|
| S3 |
1,300.5 |
1,323.5 |
1,382.0 |
|
| S4 |
1,251.7 |
1,274.7 |
1,368.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,423.8 |
1,375.0 |
48.8 |
3.5% |
24.6 |
1.8% |
42% |
True |
False |
8,745 |
| 10 |
1,423.8 |
1,339.7 |
84.1 |
6.0% |
36.1 |
2.6% |
66% |
True |
False |
8,134 |
| 20 |
1,490.5 |
1,339.7 |
150.8 |
10.8% |
31.4 |
2.2% |
37% |
False |
False |
7,018 |
| 40 |
1,594.6 |
1,325.0 |
269.6 |
19.3% |
35.6 |
2.5% |
26% |
False |
False |
5,811 |
| 60 |
1,621.8 |
1,325.0 |
296.8 |
21.3% |
28.6 |
2.1% |
24% |
False |
False |
4,396 |
| 80 |
1,691.0 |
1,325.0 |
366.0 |
26.2% |
26.4 |
1.9% |
19% |
False |
False |
3,945 |
| 100 |
1,705.5 |
1,325.0 |
380.5 |
27.3% |
24.1 |
1.7% |
19% |
False |
False |
3,465 |
| 120 |
1,733.5 |
1,325.0 |
408.5 |
29.3% |
22.9 |
1.6% |
17% |
False |
False |
3,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,580.6 |
|
2.618 |
1,520.4 |
|
1.618 |
1,483.5 |
|
1.000 |
1,460.7 |
|
0.618 |
1,446.6 |
|
HIGH |
1,423.8 |
|
0.618 |
1,409.7 |
|
0.500 |
1,405.4 |
|
0.382 |
1,401.0 |
|
LOW |
1,386.9 |
|
0.618 |
1,364.1 |
|
1.000 |
1,350.0 |
|
1.618 |
1,327.2 |
|
2.618 |
1,290.3 |
|
4.250 |
1,230.1 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,405.4 |
1,403.2 |
| PP |
1,402.0 |
1,400.6 |
| S1 |
1,398.7 |
1,398.0 |
|