| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
8,352.0 |
8,413.0 |
61.0 |
0.7% |
8,459.0 |
| High |
8,400.0 |
8,537.0 |
137.0 |
1.6% |
8,568.0 |
| Low |
8,347.5 |
8,413.0 |
65.5 |
0.8% |
8,271.0 |
| Close |
8,390.0 |
8,504.0 |
114.0 |
1.4% |
8,318.5 |
| Range |
52.5 |
124.0 |
71.5 |
136.2% |
297.0 |
| ATR |
109.9 |
112.5 |
2.7 |
2.4% |
0.0 |
| Volume |
175 |
405 |
230 |
131.4% |
1,720 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,856.7 |
8,804.3 |
8,572.2 |
|
| R3 |
8,732.7 |
8,680.3 |
8,538.1 |
|
| R2 |
8,608.7 |
8,608.7 |
8,526.7 |
|
| R1 |
8,556.3 |
8,556.3 |
8,515.4 |
8,582.5 |
| PP |
8,484.7 |
8,484.7 |
8,484.7 |
8,497.8 |
| S1 |
8,432.3 |
8,432.3 |
8,492.6 |
8,458.5 |
| S2 |
8,360.7 |
8,360.7 |
8,481.3 |
|
| S3 |
8,236.7 |
8,308.3 |
8,469.9 |
|
| S4 |
8,112.7 |
8,184.3 |
8,435.8 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,276.8 |
9,094.7 |
8,481.9 |
|
| R3 |
8,979.8 |
8,797.7 |
8,400.2 |
|
| R2 |
8,682.8 |
8,682.8 |
8,373.0 |
|
| R1 |
8,500.7 |
8,500.7 |
8,345.7 |
8,443.3 |
| PP |
8,385.8 |
8,385.8 |
8,385.8 |
8,357.1 |
| S1 |
8,203.7 |
8,203.7 |
8,291.3 |
8,146.3 |
| S2 |
8,088.8 |
8,088.8 |
8,264.1 |
|
| S3 |
7,791.8 |
7,906.7 |
8,236.8 |
|
| S4 |
7,494.8 |
7,609.7 |
8,155.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,568.0 |
8,271.0 |
297.0 |
3.5% |
110.8 |
1.3% |
78% |
False |
False |
342 |
| 10 |
8,568.0 |
8,271.0 |
297.0 |
3.5% |
97.7 |
1.1% |
78% |
False |
False |
294 |
| 20 |
8,568.0 |
7,905.0 |
663.0 |
7.8% |
92.4 |
1.1% |
90% |
False |
False |
278 |
| 40 |
8,568.0 |
7,437.5 |
1,130.5 |
13.3% |
107.5 |
1.3% |
94% |
False |
False |
366 |
| 60 |
8,568.0 |
7,437.5 |
1,130.5 |
13.3% |
101.9 |
1.2% |
94% |
False |
False |
822 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.3% |
99.9 |
1.2% |
94% |
False |
False |
647 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.3% |
89.2 |
1.0% |
94% |
False |
False |
523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,064.0 |
|
2.618 |
8,861.6 |
|
1.618 |
8,737.6 |
|
1.000 |
8,661.0 |
|
0.618 |
8,613.6 |
|
HIGH |
8,537.0 |
|
0.618 |
8,489.6 |
|
0.500 |
8,475.0 |
|
0.382 |
8,460.4 |
|
LOW |
8,413.0 |
|
0.618 |
8,336.4 |
|
1.000 |
8,289.0 |
|
1.618 |
8,212.4 |
|
2.618 |
8,088.4 |
|
4.250 |
7,886.0 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,494.3 |
8,470.7 |
| PP |
8,484.7 |
8,437.3 |
| S1 |
8,475.0 |
8,404.0 |
|