| 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 |
993.6 |
987.2 |
-6.4 |
-0.6% |
992.9 |
| High |
994.8 |
995.7 |
0.9 |
0.1% |
1,008.4 |
| Low |
978.1 |
983.5 |
5.4 |
0.6% |
968.0 |
| Close |
987.5 |
993.0 |
5.5 |
0.6% |
984.8 |
| Range |
16.7 |
12.2 |
-4.5 |
-26.9% |
40.4 |
| ATR |
14.8 |
14.6 |
-0.2 |
-1.3% |
0.0 |
| Volume |
126,683 |
84,388 |
-42,295 |
-33.4% |
457,476 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,027.3 |
1,022.3 |
999.8 |
|
| R3 |
1,015.3 |
1,010.3 |
996.3 |
|
| R2 |
1,003.0 |
1,003.0 |
995.3 |
|
| R1 |
998.0 |
998.0 |
994.0 |
1,000.5 |
| PP |
990.8 |
990.8 |
990.8 |
992.0 |
| S1 |
985.8 |
985.8 |
992.0 |
988.3 |
| S2 |
978.5 |
978.5 |
990.8 |
|
| S3 |
966.3 |
973.5 |
989.8 |
|
| S4 |
954.3 |
961.3 |
986.3 |
|
|
| 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 |
1,005.6 |
968.0 |
37.6 |
3.8% |
16.5 |
1.7% |
66% |
False |
False |
91,310 |
| 10 |
1,008.4 |
968.0 |
40.4 |
4.1% |
15.3 |
1.5% |
62% |
False |
False |
95,724 |
| 20 |
1,008.4 |
922.0 |
86.4 |
8.7% |
13.5 |
1.4% |
82% |
False |
False |
92,404 |
| 40 |
1,008.4 |
894.2 |
114.2 |
11.5% |
15.0 |
1.5% |
87% |
False |
False |
104,750 |
| 60 |
1,008.4 |
894.2 |
114.2 |
11.5% |
13.8 |
1.4% |
87% |
False |
False |
108,462 |
| 80 |
1,008.4 |
889.0 |
119.4 |
12.0% |
12.5 |
1.3% |
87% |
False |
False |
81,588 |
| 100 |
1,008.4 |
868.0 |
140.4 |
14.1% |
10.3 |
1.0% |
89% |
False |
False |
65,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,047.5 |
|
2.618 |
1,027.8 |
|
1.618 |
1,015.5 |
|
1.000 |
1,008.0 |
|
0.618 |
1,003.3 |
|
HIGH |
995.8 |
|
0.618 |
991.0 |
|
0.500 |
989.5 |
|
0.382 |
988.3 |
|
LOW |
983.5 |
|
0.618 |
976.0 |
|
1.000 |
971.3 |
|
1.618 |
963.8 |
|
2.618 |
951.5 |
|
4.250 |
931.8 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
991.8 |
992.5 |
| PP |
990.8 |
992.3 |
| S1 |
989.5 |
991.8 |
|