| 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 |
4,963.0 |
4,952.0 |
-11.0 |
-0.2% |
4,975.0 |
| High |
4,963.0 |
4,975.0 |
12.0 |
0.2% |
4,996.0 |
| Low |
4,902.0 |
4,902.0 |
0.0 |
0.0% |
4,902.0 |
| Close |
4,942.0 |
4,933.0 |
-9.0 |
-0.2% |
4,933.0 |
| Range |
61.0 |
73.0 |
12.0 |
19.7% |
94.0 |
| ATR |
61.9 |
62.7 |
0.8 |
1.3% |
0.0 |
| Volume |
30,394 |
26,966 |
-3,428 |
-11.3% |
138,362 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,155.7 |
5,117.3 |
4,973.2 |
|
| R3 |
5,082.7 |
5,044.3 |
4,953.1 |
|
| R2 |
5,009.7 |
5,009.7 |
4,946.4 |
|
| R1 |
4,971.3 |
4,971.3 |
4,939.7 |
4,954.0 |
| PP |
4,936.7 |
4,936.7 |
4,936.7 |
4,928.0 |
| S1 |
4,898.3 |
4,898.3 |
4,926.3 |
4,881.0 |
| S2 |
4,863.7 |
4,863.7 |
4,919.6 |
|
| S3 |
4,790.7 |
4,825.3 |
4,912.9 |
|
| S4 |
4,717.7 |
4,752.3 |
4,892.9 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,225.7 |
5,173.3 |
4,984.7 |
|
| R3 |
5,131.7 |
5,079.3 |
4,958.9 |
|
| R2 |
5,037.7 |
5,037.7 |
4,950.2 |
|
| R1 |
4,985.3 |
4,985.3 |
4,941.6 |
4,964.5 |
| PP |
4,943.7 |
4,943.7 |
4,943.7 |
4,933.3 |
| S1 |
4,891.3 |
4,891.3 |
4,924.4 |
4,870.5 |
| S2 |
4,849.7 |
4,849.7 |
4,915.8 |
|
| S3 |
4,755.7 |
4,797.3 |
4,907.2 |
|
| S4 |
4,661.7 |
4,703.3 |
4,881.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,996.0 |
4,902.0 |
94.0 |
1.9% |
51.4 |
1.0% |
33% |
False |
True |
27,672 |
| 10 |
5,254.0 |
4,902.0 |
352.0 |
7.1% |
68.8 |
1.4% |
9% |
False |
True |
29,476 |
| 20 |
5,258.0 |
4,902.0 |
356.0 |
7.2% |
58.5 |
1.2% |
9% |
False |
True |
25,703 |
| 40 |
5,258.0 |
4,881.0 |
377.0 |
7.6% |
51.8 |
1.1% |
14% |
False |
False |
24,262 |
| 60 |
5,258.0 |
4,881.0 |
377.0 |
7.6% |
52.3 |
1.1% |
14% |
False |
False |
25,897 |
| 80 |
5,258.0 |
4,868.0 |
390.0 |
7.9% |
44.8 |
0.9% |
17% |
False |
False |
19,472 |
| 100 |
5,258.0 |
4,682.0 |
576.0 |
11.7% |
37.1 |
0.8% |
44% |
False |
False |
15,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,285.3 |
|
2.618 |
5,166.1 |
|
1.618 |
5,093.1 |
|
1.000 |
5,048.0 |
|
0.618 |
5,020.1 |
|
HIGH |
4,975.0 |
|
0.618 |
4,947.1 |
|
0.500 |
4,938.5 |
|
0.382 |
4,929.9 |
|
LOW |
4,902.0 |
|
0.618 |
4,856.9 |
|
1.000 |
4,829.0 |
|
1.618 |
4,783.9 |
|
2.618 |
4,710.9 |
|
4.250 |
4,591.8 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,938.5 |
4,949.0 |
| PP |
4,936.7 |
4,943.7 |
| S1 |
4,934.8 |
4,938.3 |
|