| 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 |
2,995.75 |
2,991.25 |
-4.50 |
-0.2% |
3,021.25 |
| High |
3,003.00 |
3,036.75 |
33.75 |
1.1% |
3,053.50 |
| Low |
2,963.50 |
2,985.00 |
21.50 |
0.7% |
2,961.25 |
| Close |
2,992.25 |
3,003.50 |
11.25 |
0.4% |
2,992.25 |
| Range |
39.50 |
51.75 |
12.25 |
31.0% |
92.25 |
| ATR |
35.27 |
36.44 |
1.18 |
3.3% |
0.00 |
| Volume |
203,972 |
238,818 |
34,846 |
17.1% |
1,259,494 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,163.75 |
3,135.25 |
3,032.00 |
|
| R3 |
3,112.00 |
3,083.50 |
3,017.75 |
|
| R2 |
3,060.25 |
3,060.25 |
3,013.00 |
|
| R1 |
3,031.75 |
3,031.75 |
3,008.25 |
3,046.00 |
| PP |
3,008.50 |
3,008.50 |
3,008.50 |
3,015.50 |
| S1 |
2,980.00 |
2,980.00 |
2,998.75 |
2,994.25 |
| S2 |
2,956.75 |
2,956.75 |
2,994.00 |
|
| S3 |
2,905.00 |
2,928.25 |
2,989.25 |
|
| S4 |
2,853.25 |
2,876.50 |
2,975.00 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,279.00 |
3,228.00 |
3,043.00 |
|
| R3 |
3,186.75 |
3,135.75 |
3,017.50 |
|
| R2 |
3,094.50 |
3,094.50 |
3,009.25 |
|
| R1 |
3,043.50 |
3,043.50 |
3,000.75 |
3,023.00 |
| PP |
3,002.25 |
3,002.25 |
3,002.25 |
2,992.00 |
| S1 |
2,951.25 |
2,951.25 |
2,983.75 |
2,930.50 |
| S2 |
2,910.00 |
2,910.00 |
2,975.25 |
|
| S3 |
2,817.75 |
2,859.00 |
2,967.00 |
|
| S4 |
2,725.50 |
2,766.75 |
2,941.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,053.50 |
2,961.25 |
92.25 |
3.1% |
47.00 |
1.6% |
46% |
False |
False |
261,011 |
| 10 |
3,053.50 |
2,961.25 |
92.25 |
3.1% |
37.00 |
1.2% |
46% |
False |
False |
228,861 |
| 20 |
3,053.50 |
2,853.25 |
200.25 |
6.7% |
32.50 |
1.1% |
75% |
False |
False |
199,900 |
| 40 |
3,053.50 |
2,724.00 |
329.50 |
11.0% |
38.00 |
1.3% |
85% |
False |
False |
222,165 |
| 60 |
3,053.50 |
2,724.00 |
329.50 |
11.0% |
34.75 |
1.2% |
85% |
False |
False |
204,608 |
| 80 |
3,053.50 |
2,683.50 |
370.00 |
12.3% |
34.00 |
1.1% |
86% |
False |
False |
153,622 |
| 100 |
3,053.50 |
2,683.50 |
370.00 |
12.3% |
30.25 |
1.0% |
86% |
False |
False |
122,901 |
| 120 |
3,053.50 |
2,569.50 |
484.00 |
16.1% |
28.00 |
0.9% |
90% |
False |
False |
102,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,256.75 |
|
2.618 |
3,172.25 |
|
1.618 |
3,120.50 |
|
1.000 |
3,088.50 |
|
0.618 |
3,068.75 |
|
HIGH |
3,036.75 |
|
0.618 |
3,017.00 |
|
0.500 |
3,011.00 |
|
0.382 |
3,004.75 |
|
LOW |
2,985.00 |
|
0.618 |
2,953.00 |
|
1.000 |
2,933.25 |
|
1.618 |
2,901.25 |
|
2.618 |
2,849.50 |
|
4.250 |
2,765.00 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,011.00 |
3,002.00 |
| PP |
3,008.50 |
3,000.50 |
| S1 |
3,006.00 |
2,999.00 |
|