| 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 |
8,328.5 |
8,397.0 |
68.5 |
0.8% |
8,402.0 |
| High |
8,421.5 |
8,406.5 |
-15.0 |
-0.2% |
8,530.0 |
| Low |
8,298.5 |
8,300.0 |
1.5 |
0.0% |
8,298.5 |
| Close |
8,399.0 |
8,366.5 |
-32.5 |
-0.4% |
8,366.5 |
| Range |
123.0 |
106.5 |
-16.5 |
-13.4% |
231.5 |
| ATR |
130.0 |
128.3 |
-1.7 |
-1.3% |
0.0 |
| Volume |
127,826 |
156,227 |
28,401 |
22.2% |
502,663 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,677.2 |
8,628.3 |
8,425.1 |
|
| R3 |
8,570.7 |
8,521.8 |
8,395.8 |
|
| R2 |
8,464.2 |
8,464.2 |
8,386.0 |
|
| R1 |
8,415.3 |
8,415.3 |
8,376.3 |
8,386.5 |
| PP |
8,357.7 |
8,357.7 |
8,357.7 |
8,343.3 |
| S1 |
8,308.8 |
8,308.8 |
8,356.7 |
8,280.0 |
| S2 |
8,251.2 |
8,251.2 |
8,347.0 |
|
| S3 |
8,144.7 |
8,202.3 |
8,337.2 |
|
| S4 |
8,038.2 |
8,095.8 |
8,307.9 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,092.8 |
8,961.2 |
8,493.8 |
|
| R3 |
8,861.3 |
8,729.7 |
8,430.2 |
|
| R2 |
8,629.8 |
8,629.8 |
8,408.9 |
|
| R1 |
8,498.2 |
8,498.2 |
8,387.7 |
8,448.3 |
| PP |
8,398.3 |
8,398.3 |
8,398.3 |
8,373.4 |
| S1 |
8,266.7 |
8,266.7 |
8,345.3 |
8,216.8 |
| S2 |
8,166.8 |
8,166.8 |
8,324.1 |
|
| S3 |
7,935.3 |
8,035.2 |
8,302.8 |
|
| S4 |
7,703.8 |
7,803.7 |
8,239.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,530.0 |
8,261.0 |
269.0 |
3.2% |
127.6 |
1.5% |
39% |
False |
False |
124,963 |
| 10 |
8,561.0 |
8,261.0 |
300.0 |
3.6% |
121.2 |
1.4% |
35% |
False |
False |
115,939 |
| 20 |
8,561.0 |
7,961.0 |
600.0 |
7.2% |
107.4 |
1.3% |
68% |
False |
False |
104,911 |
| 40 |
8,561.0 |
7,422.0 |
1,139.0 |
13.6% |
117.8 |
1.4% |
83% |
False |
False |
117,455 |
| 60 |
8,561.0 |
7,422.0 |
1,139.0 |
13.6% |
112.0 |
1.3% |
83% |
False |
False |
109,417 |
| 80 |
8,561.0 |
7,422.0 |
1,139.0 |
13.6% |
109.6 |
1.3% |
83% |
False |
False |
82,318 |
| 100 |
8,561.0 |
7,422.0 |
1,139.0 |
13.6% |
102.6 |
1.2% |
83% |
False |
False |
65,941 |
| 120 |
8,561.0 |
7,422.0 |
1,139.0 |
13.6% |
95.1 |
1.1% |
83% |
False |
False |
55,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,859.1 |
|
2.618 |
8,685.3 |
|
1.618 |
8,578.8 |
|
1.000 |
8,513.0 |
|
0.618 |
8,472.3 |
|
HIGH |
8,406.5 |
|
0.618 |
8,365.8 |
|
0.500 |
8,353.3 |
|
0.382 |
8,340.7 |
|
LOW |
8,300.0 |
|
0.618 |
8,234.2 |
|
1.000 |
8,193.5 |
|
1.618 |
8,127.7 |
|
2.618 |
8,021.2 |
|
4.250 |
7,847.4 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,362.1 |
8,374.8 |
| PP |
8,357.7 |
8,372.0 |
| S1 |
8,353.3 |
8,369.3 |
|