| 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 |
165.35 |
165.37 |
0.02 |
0.0% |
167.04 |
| High |
166.59 |
166.31 |
-0.28 |
-0.2% |
167.78 |
| Low |
165.22 |
163.13 |
-2.09 |
-1.3% |
163.13 |
| Close |
165.83 |
163.45 |
-2.38 |
-1.4% |
163.45 |
| Range |
1.37 |
3.18 |
1.81 |
132.1% |
4.65 |
| ATR |
1.66 |
1.76 |
0.11 |
6.6% |
0.00 |
| Volume |
107,793,695 |
176,850,000 |
69,056,305 |
64.1% |
588,686,586 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173.84 |
171.82 |
165.20 |
|
| R3 |
170.66 |
168.64 |
164.32 |
|
| R2 |
167.48 |
167.48 |
164.03 |
|
| R1 |
165.46 |
165.46 |
163.74 |
164.88 |
| PP |
164.30 |
164.30 |
164.30 |
164.01 |
| S1 |
162.28 |
162.28 |
163.16 |
161.70 |
| S2 |
161.12 |
161.12 |
162.87 |
|
| S3 |
157.94 |
159.10 |
162.58 |
|
| S4 |
154.76 |
155.92 |
161.70 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178.74 |
175.74 |
166.01 |
|
| R3 |
174.09 |
171.09 |
164.73 |
|
| R2 |
169.44 |
169.44 |
164.30 |
|
| R1 |
166.44 |
166.44 |
163.88 |
165.62 |
| PP |
164.79 |
164.79 |
164.79 |
164.37 |
| S1 |
161.79 |
161.79 |
163.02 |
160.97 |
| S2 |
160.14 |
160.14 |
162.60 |
|
| S3 |
155.49 |
157.14 |
162.17 |
|
| S4 |
150.84 |
152.49 |
160.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
167.78 |
163.13 |
4.65 |
2.8% |
1.88 |
1.1% |
7% |
False |
True |
148,052,076 |
| 10 |
169.07 |
163.13 |
5.94 |
3.6% |
1.88 |
1.2% |
5% |
False |
True |
150,603,247 |
| 20 |
169.07 |
159.78 |
9.29 |
5.7% |
1.57 |
1.0% |
40% |
False |
False |
127,313,848 |
| 40 |
169.07 |
153.55 |
15.52 |
9.5% |
1.53 |
0.9% |
64% |
False |
False |
130,044,740 |
| 60 |
169.07 |
153.55 |
15.52 |
9.5% |
1.40 |
0.9% |
64% |
False |
False |
125,566,219 |
| 80 |
169.07 |
148.73 |
20.34 |
12.4% |
1.39 |
0.9% |
72% |
False |
False |
127,463,113 |
| 100 |
169.07 |
144.98 |
24.09 |
14.7% |
1.31 |
0.8% |
77% |
False |
False |
126,247,099 |
| 120 |
169.07 |
139.54 |
29.53 |
18.1% |
1.31 |
0.8% |
81% |
False |
False |
129,800,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
179.83 |
|
2.618 |
174.64 |
|
1.618 |
171.46 |
|
1.000 |
169.49 |
|
0.618 |
168.28 |
|
HIGH |
166.31 |
|
0.618 |
165.10 |
|
0.500 |
164.72 |
|
0.382 |
164.34 |
|
LOW |
163.13 |
|
0.618 |
161.16 |
|
1.000 |
159.95 |
|
1.618 |
157.98 |
|
2.618 |
154.80 |
|
4.250 |
149.62 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
164.72 |
164.86 |
| PP |
164.30 |
164.39 |
| S1 |
163.87 |
163.92 |
|