| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
985.8 |
985.4 |
-0.4 |
0.0% |
992.9 |
| High |
987.1 |
1,005.6 |
18.5 |
1.9% |
1,008.4 |
| Low |
971.2 |
985.4 |
14.2 |
1.5% |
968.0 |
| Close |
984.8 |
993.6 |
8.8 |
0.9% |
984.8 |
| Range |
15.9 |
20.2 |
4.3 |
27.0% |
40.4 |
| ATR |
14.2 |
14.7 |
0.5 |
3.3% |
0.0 |
| Volume |
2,415 |
113,799 |
111,384 |
4,612.2% |
457,476 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,055.5 |
1,044.8 |
1,004.8 |
|
| R3 |
1,035.3 |
1,024.5 |
999.3 |
|
| R2 |
1,015.0 |
1,015.0 |
997.3 |
|
| R1 |
1,004.3 |
1,004.3 |
995.5 |
1,009.8 |
| PP |
994.8 |
994.8 |
994.8 |
997.5 |
| S1 |
984.3 |
984.3 |
991.8 |
989.5 |
| S2 |
974.8 |
974.8 |
990.0 |
|
| S3 |
954.5 |
964.0 |
988.0 |
|
| S4 |
934.3 |
943.8 |
982.5 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,108.3 |
1,087.0 |
1,007.0 |
|
| R3 |
1,067.8 |
1,046.5 |
996.0 |
|
| R2 |
1,027.5 |
1,027.5 |
992.3 |
|
| R1 |
1,006.3 |
1,006.3 |
988.5 |
996.5 |
| PP |
987.0 |
987.0 |
987.0 |
982.3 |
| S1 |
965.8 |
965.8 |
981.0 |
956.3 |
| S2 |
946.8 |
946.8 |
977.5 |
|
| S3 |
906.3 |
925.3 |
973.8 |
|
| S4 |
865.8 |
885.0 |
962.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,008.4 |
968.0 |
40.4 |
4.1% |
18.8 |
1.9% |
63% |
False |
False |
98,798 |
| 10 |
1,008.4 |
968.0 |
40.4 |
4.1% |
15.0 |
1.5% |
63% |
False |
False |
92,539 |
| 20 |
1,008.4 |
920.4 |
88.0 |
8.9% |
14.0 |
1.4% |
83% |
False |
False |
94,156 |
| 40 |
1,008.4 |
894.2 |
114.2 |
11.5% |
15.3 |
1.5% |
87% |
False |
False |
106,272 |
| 60 |
1,008.4 |
894.2 |
114.2 |
11.5% |
13.5 |
1.4% |
87% |
False |
False |
105,245 |
| 80 |
1,008.4 |
889.0 |
119.4 |
12.0% |
12.3 |
1.2% |
88% |
False |
False |
78,950 |
| 100 |
1,008.4 |
868.0 |
140.4 |
14.1% |
10.0 |
1.0% |
89% |
False |
False |
63,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,091.5 |
|
2.618 |
1,058.5 |
|
1.618 |
1,038.3 |
|
1.000 |
1,025.8 |
|
0.618 |
1,018.0 |
|
HIGH |
1,005.5 |
|
0.618 |
998.0 |
|
0.500 |
995.5 |
|
0.382 |
993.0 |
|
LOW |
985.5 |
|
0.618 |
973.0 |
|
1.000 |
965.3 |
|
1.618 |
952.8 |
|
2.618 |
932.5 |
|
4.250 |
899.5 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
995.5 |
991.3 |
| PP |
994.8 |
989.0 |
| S1 |
994.3 |
986.8 |
|