| 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 |
164.16 |
164.47 |
0.31 |
0.2% |
166.78 |
| High |
165.91 |
165.38 |
-0.53 |
-0.3% |
169.07 |
| Low |
163.94 |
163.98 |
0.04 |
0.0% |
163.94 |
| Close |
165.45 |
165.31 |
-0.14 |
-0.1% |
165.31 |
| Range |
1.97 |
1.40 |
-0.57 |
-28.9% |
5.13 |
| ATR |
1.60 |
1.59 |
-0.01 |
-0.6% |
0.00 |
| Volume |
211,064,203 |
151,573,797 |
-59,490,406 |
-28.2% |
787,544,993 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169.09 |
168.60 |
166.08 |
|
| R3 |
167.69 |
167.20 |
165.70 |
|
| R2 |
166.29 |
166.29 |
165.57 |
|
| R1 |
165.80 |
165.80 |
165.44 |
166.05 |
| PP |
164.89 |
164.89 |
164.89 |
165.01 |
| S1 |
164.40 |
164.40 |
165.18 |
164.65 |
| S2 |
163.49 |
163.49 |
165.05 |
|
| S3 |
162.09 |
163.00 |
164.93 |
|
| S4 |
160.69 |
161.60 |
164.54 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
181.50 |
178.53 |
168.13 |
|
| R3 |
176.37 |
173.40 |
166.72 |
|
| R2 |
171.24 |
171.24 |
166.25 |
|
| R1 |
168.27 |
168.27 |
165.78 |
167.19 |
| PP |
166.11 |
166.11 |
166.11 |
165.57 |
| S1 |
163.14 |
163.14 |
164.84 |
162.06 |
| S2 |
160.98 |
160.98 |
164.37 |
|
| S3 |
155.85 |
158.01 |
163.90 |
|
| S4 |
150.72 |
152.88 |
162.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
169.07 |
163.94 |
5.13 |
3.1% |
1.91 |
1.2% |
27% |
False |
False |
157,508,998 |
| 10 |
169.07 |
162.82 |
6.25 |
3.8% |
1.63 |
1.0% |
40% |
False |
False |
134,878,670 |
| 20 |
169.07 |
158.10 |
10.97 |
6.6% |
1.42 |
0.9% |
66% |
False |
False |
119,870,465 |
| 40 |
169.07 |
153.55 |
15.52 |
9.4% |
1.46 |
0.9% |
76% |
False |
False |
127,496,335 |
| 60 |
169.07 |
150.41 |
18.66 |
11.3% |
1.35 |
0.8% |
80% |
False |
False |
123,851,061 |
| 80 |
169.07 |
148.73 |
20.34 |
12.3% |
1.35 |
0.8% |
82% |
False |
False |
126,518,713 |
| 100 |
169.07 |
144.73 |
24.34 |
14.7% |
1.27 |
0.8% |
85% |
False |
False |
125,996,640 |
| 120 |
169.07 |
139.54 |
29.53 |
17.9% |
1.29 |
0.8% |
87% |
False |
False |
129,084,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
171.33 |
|
2.618 |
169.05 |
|
1.618 |
167.65 |
|
1.000 |
166.78 |
|
0.618 |
166.25 |
|
HIGH |
165.38 |
|
0.618 |
164.85 |
|
0.500 |
164.68 |
|
0.382 |
164.51 |
|
LOW |
163.98 |
|
0.618 |
163.11 |
|
1.000 |
162.58 |
|
1.618 |
161.71 |
|
2.618 |
160.31 |
|
4.250 |
158.03 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
165.10 |
166.51 |
| PP |
164.89 |
166.11 |
| S1 |
164.68 |
165.71 |
|