| 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 |
5,160.0 |
5,085.0 |
-75.0 |
-1.5% |
5,216.0 |
| High |
5,160.0 |
5,101.0 |
-59.0 |
-1.1% |
5,254.0 |
| Low |
5,061.0 |
4,952.0 |
-109.0 |
-2.2% |
4,952.0 |
| Close |
5,070.0 |
4,973.0 |
-97.0 |
-1.9% |
4,973.0 |
| Range |
99.0 |
149.0 |
50.0 |
50.5% |
302.0 |
| ATR |
59.0 |
65.5 |
6.4 |
10.9% |
0.0 |
| Volume |
41,588 |
47,269 |
5,681 |
13.7% |
156,400 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,455.7 |
5,363.3 |
5,055.0 |
|
| R3 |
5,306.7 |
5,214.3 |
5,014.0 |
|
| R2 |
5,157.7 |
5,157.7 |
5,000.3 |
|
| R1 |
5,065.3 |
5,065.3 |
4,986.7 |
5,037.0 |
| PP |
5,008.7 |
5,008.7 |
5,008.7 |
4,994.5 |
| S1 |
4,916.3 |
4,916.3 |
4,959.3 |
4,888.0 |
| S2 |
4,859.7 |
4,859.7 |
4,945.7 |
|
| S3 |
4,710.7 |
4,767.3 |
4,932.0 |
|
| S4 |
4,561.7 |
4,618.3 |
4,891.1 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,965.7 |
5,771.3 |
5,139.1 |
|
| R3 |
5,663.7 |
5,469.3 |
5,056.1 |
|
| R2 |
5,361.7 |
5,361.7 |
5,028.4 |
|
| R1 |
5,167.3 |
5,167.3 |
5,000.7 |
5,113.5 |
| PP |
5,059.7 |
5,059.7 |
5,059.7 |
5,032.8 |
| S1 |
4,865.3 |
4,865.3 |
4,945.3 |
4,811.5 |
| S2 |
4,757.7 |
4,757.7 |
4,917.6 |
|
| S3 |
4,455.7 |
4,563.3 |
4,890.0 |
|
| S4 |
4,153.7 |
4,261.3 |
4,806.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,254.0 |
4,952.0 |
302.0 |
6.1% |
86.2 |
1.7% |
7% |
False |
True |
31,280 |
| 10 |
5,258.0 |
4,952.0 |
306.0 |
6.2% |
67.0 |
1.3% |
7% |
False |
True |
26,783 |
| 20 |
5,258.0 |
4,952.0 |
306.0 |
6.2% |
56.3 |
1.1% |
7% |
False |
True |
23,522 |
| 40 |
5,258.0 |
4,881.0 |
377.0 |
7.6% |
51.9 |
1.0% |
24% |
False |
False |
24,225 |
| 60 |
5,258.0 |
4,881.0 |
377.0 |
7.6% |
50.6 |
1.0% |
24% |
False |
False |
23,634 |
| 80 |
5,258.0 |
4,842.0 |
416.0 |
8.4% |
41.9 |
0.8% |
31% |
False |
False |
17,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,734.3 |
|
2.618 |
5,491.1 |
|
1.618 |
5,342.1 |
|
1.000 |
5,250.0 |
|
0.618 |
5,193.1 |
|
HIGH |
5,101.0 |
|
0.618 |
5,044.1 |
|
0.500 |
5,026.5 |
|
0.382 |
5,008.9 |
|
LOW |
4,952.0 |
|
0.618 |
4,859.9 |
|
1.000 |
4,803.0 |
|
1.618 |
4,710.9 |
|
2.618 |
4,561.9 |
|
4.250 |
4,318.8 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,026.5 |
5,088.0 |
| PP |
5,008.7 |
5,049.7 |
| S1 |
4,990.8 |
5,011.3 |
|