| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
6,726.0 |
6,631.5 |
-94.5 |
-1.4% |
6,721.5 |
| High |
6,726.0 |
6,654.5 |
-71.5 |
-1.1% |
6,861.5 |
| Low |
6,603.5 |
6,586.0 |
-17.5 |
-0.3% |
6,622.5 |
| Close |
6,616.0 |
6,636.0 |
20.0 |
0.3% |
6,635.0 |
| Range |
122.5 |
68.5 |
-54.0 |
-44.1% |
239.0 |
| ATR |
88.2 |
86.8 |
-1.4 |
-1.6% |
0.0 |
| Volume |
83,602 |
127,239 |
43,637 |
52.2% |
589,036 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,831.0 |
6,802.0 |
6,673.5 |
|
| R3 |
6,762.5 |
6,733.5 |
6,655.0 |
|
| R2 |
6,694.0 |
6,694.0 |
6,648.5 |
|
| R1 |
6,665.0 |
6,665.0 |
6,642.5 |
6,679.5 |
| PP |
6,625.5 |
6,625.5 |
6,625.5 |
6,633.0 |
| S1 |
6,596.5 |
6,596.5 |
6,629.5 |
6,611.0 |
| S2 |
6,557.0 |
6,557.0 |
6,623.5 |
|
| S3 |
6,488.5 |
6,528.0 |
6,617.0 |
|
| S4 |
6,420.0 |
6,459.5 |
6,598.5 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,423.5 |
7,268.0 |
6,766.5 |
|
| R3 |
7,184.5 |
7,029.0 |
6,700.5 |
|
| R2 |
6,945.5 |
6,945.5 |
6,679.0 |
|
| R1 |
6,790.0 |
6,790.0 |
6,657.0 |
6,748.0 |
| PP |
6,706.5 |
6,706.5 |
6,706.5 |
6,685.5 |
| S1 |
6,551.0 |
6,551.0 |
6,613.0 |
6,509.0 |
| S2 |
6,467.5 |
6,467.5 |
6,591.0 |
|
| S3 |
6,228.5 |
6,312.0 |
6,569.5 |
|
| S4 |
5,989.5 |
6,073.0 |
6,503.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,779.5 |
6,586.0 |
193.5 |
2.9% |
101.5 |
1.5% |
26% |
False |
True |
110,347 |
| 10 |
6,861.5 |
6,586.0 |
275.5 |
4.2% |
90.0 |
1.4% |
18% |
False |
True |
108,420 |
| 20 |
6,861.5 |
6,365.0 |
496.5 |
7.5% |
74.0 |
1.1% |
55% |
False |
False |
96,405 |
| 40 |
6,861.5 |
6,159.5 |
702.0 |
10.6% |
75.5 |
1.1% |
68% |
False |
False |
95,349 |
| 60 |
6,861.5 |
6,159.5 |
702.0 |
10.6% |
72.5 |
1.1% |
68% |
False |
False |
101,878 |
| 80 |
6,861.5 |
6,128.0 |
733.5 |
11.1% |
68.0 |
1.0% |
69% |
False |
False |
76,690 |
| 100 |
6,861.5 |
5,944.0 |
917.5 |
13.8% |
59.5 |
0.9% |
75% |
False |
False |
61,386 |
| 120 |
6,861.5 |
5,776.5 |
1,085.0 |
16.4% |
52.0 |
0.8% |
79% |
False |
False |
51,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,945.5 |
|
2.618 |
6,834.0 |
|
1.618 |
6,765.5 |
|
1.000 |
6,723.0 |
|
0.618 |
6,697.0 |
|
HIGH |
6,654.5 |
|
0.618 |
6,628.5 |
|
0.500 |
6,620.0 |
|
0.382 |
6,612.0 |
|
LOW |
6,586.0 |
|
0.618 |
6,543.5 |
|
1.000 |
6,517.5 |
|
1.618 |
6,475.0 |
|
2.618 |
6,406.5 |
|
4.250 |
6,295.0 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,631.0 |
6,683.0 |
| PP |
6,625.5 |
6,667.0 |
| S1 |
6,620.0 |
6,651.5 |
|