| 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 |
2,777.0 |
2,784.0 |
7.0 |
0.3% |
2,820.0 |
| High |
2,786.0 |
2,791.0 |
5.0 |
0.2% |
2,838.0 |
| Low |
2,751.0 |
2,747.0 |
-4.0 |
-0.1% |
2,747.0 |
| Close |
2,772.0 |
2,762.0 |
-10.0 |
-0.4% |
2,762.0 |
| Range |
35.0 |
44.0 |
9.0 |
25.7% |
91.0 |
| ATR |
42.6 |
42.7 |
0.1 |
0.2% |
0.0 |
| Volume |
1,515,694 |
1,043,443 |
-472,251 |
-31.2% |
5,127,841 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,898.7 |
2,874.3 |
2,786.2 |
|
| R3 |
2,854.7 |
2,830.3 |
2,774.1 |
|
| R2 |
2,810.7 |
2,810.7 |
2,770.1 |
|
| R1 |
2,786.3 |
2,786.3 |
2,766.0 |
2,776.5 |
| PP |
2,766.7 |
2,766.7 |
2,766.7 |
2,761.8 |
| S1 |
2,742.3 |
2,742.3 |
2,758.0 |
2,732.5 |
| S2 |
2,722.7 |
2,722.7 |
2,753.9 |
|
| S3 |
2,678.7 |
2,698.3 |
2,749.9 |
|
| S4 |
2,634.7 |
2,654.3 |
2,737.8 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,055.3 |
2,999.7 |
2,812.1 |
|
| R3 |
2,964.3 |
2,908.7 |
2,787.0 |
|
| R2 |
2,873.3 |
2,873.3 |
2,778.7 |
|
| R1 |
2,817.7 |
2,817.7 |
2,770.3 |
2,800.0 |
| PP |
2,782.3 |
2,782.3 |
2,782.3 |
2,773.5 |
| S1 |
2,726.7 |
2,726.7 |
2,753.7 |
2,709.0 |
| S2 |
2,691.3 |
2,691.3 |
2,745.3 |
|
| S3 |
2,600.3 |
2,635.7 |
2,737.0 |
|
| S4 |
2,509.3 |
2,544.7 |
2,712.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,838.0 |
2,747.0 |
91.0 |
3.3% |
38.4 |
1.4% |
16% |
False |
True |
1,025,568 |
| 10 |
2,838.0 |
2,742.0 |
96.0 |
3.5% |
36.5 |
1.3% |
21% |
False |
False |
950,684 |
| 20 |
2,838.0 |
2,621.0 |
217.0 |
7.9% |
36.7 |
1.3% |
65% |
False |
False |
905,446 |
| 40 |
2,838.0 |
2,481.0 |
357.0 |
12.9% |
43.1 |
1.6% |
79% |
False |
False |
995,056 |
| 60 |
2,838.0 |
2,481.0 |
357.0 |
12.9% |
43.0 |
1.6% |
79% |
False |
False |
905,313 |
| 80 |
2,838.0 |
2,481.0 |
357.0 |
12.9% |
43.4 |
1.6% |
79% |
False |
False |
679,322 |
| 100 |
2,838.0 |
2,481.0 |
357.0 |
12.9% |
39.3 |
1.4% |
79% |
False |
False |
543,602 |
| 120 |
2,838.0 |
2,455.0 |
383.0 |
13.9% |
36.9 |
1.3% |
80% |
False |
False |
453,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,978.0 |
|
2.618 |
2,906.2 |
|
1.618 |
2,862.2 |
|
1.000 |
2,835.0 |
|
0.618 |
2,818.2 |
|
HIGH |
2,791.0 |
|
0.618 |
2,774.2 |
|
0.500 |
2,769.0 |
|
0.382 |
2,763.8 |
|
LOW |
2,747.0 |
|
0.618 |
2,719.8 |
|
1.000 |
2,703.0 |
|
1.618 |
2,675.8 |
|
2.618 |
2,631.8 |
|
4.250 |
2,560.0 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,769.0 |
2,792.5 |
| PP |
2,766.7 |
2,782.3 |
| S1 |
2,764.3 |
2,772.2 |
|