| 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 |
8,385.0 |
8,384.0 |
-1.0 |
0.0% |
8,449.0 |
| High |
8,424.5 |
8,401.0 |
-23.5 |
-0.3% |
8,561.0 |
| Low |
8,281.0 |
8,261.0 |
-20.0 |
-0.2% |
8,261.0 |
| Close |
8,354.5 |
8,310.5 |
-44.0 |
-0.5% |
8,310.5 |
| Range |
143.5 |
140.0 |
-3.5 |
-2.4% |
300.0 |
| ATR |
118.1 |
119.7 |
1.6 |
1.3% |
0.0 |
| Volume |
146,778 |
122,153 |
-24,625 |
-16.8% |
547,002 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,744.2 |
8,667.3 |
8,387.5 |
|
| R3 |
8,604.2 |
8,527.3 |
8,349.0 |
|
| R2 |
8,464.2 |
8,464.2 |
8,336.2 |
|
| R1 |
8,387.3 |
8,387.3 |
8,323.3 |
8,355.8 |
| PP |
8,324.2 |
8,324.2 |
8,324.2 |
8,308.4 |
| S1 |
8,247.3 |
8,247.3 |
8,297.7 |
8,215.8 |
| S2 |
8,184.2 |
8,184.2 |
8,284.8 |
|
| S3 |
8,044.2 |
8,107.3 |
8,272.0 |
|
| S4 |
7,904.2 |
7,967.3 |
8,233.5 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,277.5 |
9,094.0 |
8,475.5 |
|
| R3 |
8,977.5 |
8,794.0 |
8,393.0 |
|
| R2 |
8,677.5 |
8,677.5 |
8,365.5 |
|
| R1 |
8,494.0 |
8,494.0 |
8,338.0 |
8,435.8 |
| PP |
8,377.5 |
8,377.5 |
8,377.5 |
8,348.4 |
| S1 |
8,194.0 |
8,194.0 |
8,283.0 |
8,135.8 |
| S2 |
8,077.5 |
8,077.5 |
8,255.5 |
|
| S3 |
7,777.5 |
7,894.0 |
8,228.0 |
|
| S4 |
7,477.5 |
7,594.0 |
8,145.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,561.0 |
8,261.0 |
300.0 |
3.6% |
112.6 |
1.4% |
17% |
False |
True |
109,400 |
| 10 |
8,561.0 |
8,217.5 |
343.5 |
4.1% |
107.3 |
1.3% |
27% |
False |
False |
104,608 |
| 20 |
8,561.0 |
7,774.5 |
786.5 |
9.5% |
101.2 |
1.2% |
68% |
False |
False |
102,300 |
| 40 |
8,561.0 |
7,422.0 |
1,139.0 |
13.7% |
118.3 |
1.4% |
78% |
False |
False |
115,950 |
| 60 |
8,561.0 |
7,422.0 |
1,139.0 |
13.7% |
111.6 |
1.3% |
78% |
False |
False |
101,164 |
| 80 |
8,561.0 |
7,422.0 |
1,139.0 |
13.7% |
108.6 |
1.3% |
78% |
False |
False |
76,053 |
| 100 |
8,561.0 |
7,422.0 |
1,139.0 |
13.7% |
99.8 |
1.2% |
78% |
False |
False |
60,951 |
| 120 |
8,561.0 |
7,291.0 |
1,270.0 |
15.3% |
92.9 |
1.1% |
80% |
False |
False |
51,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,996.0 |
|
2.618 |
8,767.5 |
|
1.618 |
8,627.5 |
|
1.000 |
8,541.0 |
|
0.618 |
8,487.5 |
|
HIGH |
8,401.0 |
|
0.618 |
8,347.5 |
|
0.500 |
8,331.0 |
|
0.382 |
8,314.5 |
|
LOW |
8,261.0 |
|
0.618 |
8,174.5 |
|
1.000 |
8,121.0 |
|
1.618 |
8,034.5 |
|
2.618 |
7,894.5 |
|
4.250 |
7,666.0 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,331.0 |
8,411.0 |
| PP |
8,324.2 |
8,377.5 |
| S1 |
8,317.3 |
8,344.0 |
|