| 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 |
2,783.0 |
2,799.0 |
16.0 |
0.6% |
2,796.0 |
| High |
2,811.0 |
2,802.0 |
-9.0 |
-0.3% |
2,849.0 |
| Low |
2,771.0 |
2,749.0 |
-22.0 |
-0.8% |
2,749.0 |
| Close |
2,796.0 |
2,774.0 |
-22.0 |
-0.8% |
2,774.0 |
| Range |
40.0 |
53.0 |
13.0 |
32.5% |
100.0 |
| ATR |
46.3 |
46.8 |
0.5 |
1.0% |
0.0 |
| Volume |
1,195,301 |
1,339,894 |
144,593 |
12.1% |
4,470,046 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.0 |
2,907.0 |
2,803.2 |
|
| R3 |
2,881.0 |
2,854.0 |
2,788.6 |
|
| R2 |
2,828.0 |
2,828.0 |
2,783.7 |
|
| R1 |
2,801.0 |
2,801.0 |
2,778.9 |
2,788.0 |
| PP |
2,775.0 |
2,775.0 |
2,775.0 |
2,768.5 |
| S1 |
2,748.0 |
2,748.0 |
2,769.1 |
2,735.0 |
| S2 |
2,722.0 |
2,722.0 |
2,764.3 |
|
| S3 |
2,669.0 |
2,695.0 |
2,759.4 |
|
| S4 |
2,616.0 |
2,642.0 |
2,744.9 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.7 |
3,032.3 |
2,829.0 |
|
| R3 |
2,990.7 |
2,932.3 |
2,801.5 |
|
| R2 |
2,890.7 |
2,890.7 |
2,792.3 |
|
| R1 |
2,832.3 |
2,832.3 |
2,783.2 |
2,811.5 |
| PP |
2,790.7 |
2,790.7 |
2,790.7 |
2,780.3 |
| S1 |
2,732.3 |
2,732.3 |
2,764.8 |
2,711.5 |
| S2 |
2,690.7 |
2,690.7 |
2,755.7 |
|
| S3 |
2,590.7 |
2,632.3 |
2,746.5 |
|
| S4 |
2,490.7 |
2,532.3 |
2,719.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,849.0 |
2,747.0 |
102.0 |
3.7% |
46.8 |
1.7% |
26% |
False |
False |
1,102,697 |
| 10 |
2,849.0 |
2,747.0 |
102.0 |
3.7% |
42.7 |
1.5% |
26% |
False |
False |
1,068,806 |
| 20 |
2,849.0 |
2,672.0 |
177.0 |
6.4% |
37.7 |
1.4% |
58% |
False |
False |
921,137 |
| 40 |
2,849.0 |
2,481.0 |
368.0 |
13.3% |
42.4 |
1.5% |
80% |
False |
False |
995,764 |
| 60 |
2,849.0 |
2,481.0 |
368.0 |
13.3% |
42.9 |
1.5% |
80% |
False |
False |
977,968 |
| 80 |
2,849.0 |
2,481.0 |
368.0 |
13.3% |
43.6 |
1.6% |
80% |
False |
False |
735,156 |
| 100 |
2,849.0 |
2,481.0 |
368.0 |
13.3% |
40.3 |
1.5% |
80% |
False |
False |
588,266 |
| 120 |
2,849.0 |
2,481.0 |
368.0 |
13.3% |
37.8 |
1.4% |
80% |
False |
False |
490,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,027.3 |
|
2.618 |
2,940.8 |
|
1.618 |
2,887.8 |
|
1.000 |
2,855.0 |
|
0.618 |
2,834.8 |
|
HIGH |
2,802.0 |
|
0.618 |
2,781.8 |
|
0.500 |
2,775.5 |
|
0.382 |
2,769.2 |
|
LOW |
2,749.0 |
|
0.618 |
2,716.2 |
|
1.000 |
2,696.0 |
|
1.618 |
2,663.2 |
|
2.618 |
2,610.2 |
|
4.250 |
2,523.8 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,775.5 |
2,785.0 |
| PP |
2,775.0 |
2,781.3 |
| S1 |
2,774.5 |
2,777.7 |
|