| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,386.3 |
1,379.9 |
-6.4 |
-0.5% |
1,361.3 |
| High |
1,401.0 |
1,394.9 |
-6.1 |
-0.4% |
1,413.3 |
| Low |
1,372.1 |
1,379.1 |
7.0 |
0.5% |
1,336.3 |
| Close |
1,378.9 |
1,391.3 |
12.4 |
0.9% |
1,386.6 |
| Range |
28.9 |
15.8 |
-13.1 |
-45.3% |
77.0 |
| ATR |
35.8 |
34.4 |
-1.4 |
-3.9% |
0.0 |
| Volume |
295,012 |
168,665 |
-126,347 |
-42.8% |
1,169,240 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,435.8 |
1,429.4 |
1,400.0 |
|
| R3 |
1,420.0 |
1,413.6 |
1,395.6 |
|
| R2 |
1,404.2 |
1,404.2 |
1,394.2 |
|
| R1 |
1,397.8 |
1,397.8 |
1,392.7 |
1,401.0 |
| PP |
1,388.4 |
1,388.4 |
1,388.4 |
1,390.1 |
| S1 |
1,382.0 |
1,382.0 |
1,389.9 |
1,385.2 |
| S2 |
1,372.6 |
1,372.6 |
1,388.4 |
|
| S3 |
1,356.8 |
1,366.2 |
1,387.0 |
|
| S4 |
1,341.0 |
1,350.4 |
1,382.6 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,609.7 |
1,575.2 |
1,429.0 |
|
| R3 |
1,532.7 |
1,498.2 |
1,407.8 |
|
| R2 |
1,455.7 |
1,455.7 |
1,400.7 |
|
| R1 |
1,421.2 |
1,421.2 |
1,393.7 |
1,438.5 |
| PP |
1,378.7 |
1,378.7 |
1,378.7 |
1,387.4 |
| S1 |
1,344.2 |
1,344.2 |
1,379.5 |
1,361.5 |
| S2 |
1,301.7 |
1,301.7 |
1,372.5 |
|
| S3 |
1,224.7 |
1,267.2 |
1,365.4 |
|
| S4 |
1,147.7 |
1,190.2 |
1,344.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,413.3 |
1,353.1 |
60.2 |
4.3% |
32.6 |
2.3% |
63% |
False |
False |
229,906 |
| 10 |
1,429.4 |
1,336.3 |
93.1 |
6.7% |
37.6 |
2.7% |
59% |
False |
False |
231,427 |
| 20 |
1,487.2 |
1,336.3 |
150.9 |
10.8% |
33.0 |
2.4% |
36% |
False |
False |
198,126 |
| 40 |
1,590.1 |
1,321.5 |
268.6 |
19.3% |
37.3 |
2.7% |
26% |
False |
False |
214,090 |
| 60 |
1,618.3 |
1,321.5 |
296.8 |
21.3% |
30.0 |
2.2% |
24% |
False |
False |
161,014 |
| 80 |
1,689.1 |
1,321.5 |
367.6 |
26.4% |
28.0 |
2.0% |
19% |
False |
False |
122,770 |
| 100 |
1,700.0 |
1,321.5 |
378.5 |
27.2% |
25.9 |
1.9% |
18% |
False |
False |
99,223 |
| 120 |
1,728.8 |
1,321.5 |
407.3 |
29.3% |
24.7 |
1.8% |
17% |
False |
False |
83,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,462.1 |
|
2.618 |
1,436.3 |
|
1.618 |
1,420.5 |
|
1.000 |
1,410.7 |
|
0.618 |
1,404.7 |
|
HIGH |
1,394.9 |
|
0.618 |
1,388.9 |
|
0.500 |
1,387.0 |
|
0.382 |
1,385.1 |
|
LOW |
1,379.1 |
|
0.618 |
1,369.3 |
|
1.000 |
1,363.3 |
|
1.618 |
1,353.5 |
|
2.618 |
1,337.7 |
|
4.250 |
1,312.0 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,389.9 |
1,389.7 |
| PP |
1,388.4 |
1,388.1 |
| S1 |
1,387.0 |
1,386.6 |
|