| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
2,979.00 |
3,002.00 |
23.00 |
0.8% |
2,995.25 |
| High |
3,019.25 |
3,018.00 |
-1.25 |
0.0% |
3,029.75 |
| Low |
2,979.00 |
2,974.75 |
-4.25 |
-0.1% |
2,974.00 |
| Close |
3,004.50 |
2,974.75 |
-29.75 |
-1.0% |
2,974.75 |
| Range |
40.25 |
43.25 |
3.00 |
7.5% |
55.75 |
| ATR |
30.62 |
31.53 |
0.90 |
2.9% |
0.00 |
| Volume |
1,616 |
165 |
-1,451 |
-89.8% |
4,515 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,119.00 |
3,090.00 |
2,998.50 |
|
| R3 |
3,075.75 |
3,046.75 |
2,986.75 |
|
| R2 |
3,032.50 |
3,032.50 |
2,982.75 |
|
| R1 |
3,003.50 |
3,003.50 |
2,978.75 |
2,996.50 |
| PP |
2,989.25 |
2,989.25 |
2,989.25 |
2,985.50 |
| S1 |
2,960.25 |
2,960.25 |
2,970.75 |
2,953.00 |
| S2 |
2,946.00 |
2,946.00 |
2,966.75 |
|
| S3 |
2,902.75 |
2,917.00 |
2,962.75 |
|
| S4 |
2,859.50 |
2,873.75 |
2,951.00 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,160.00 |
3,123.25 |
3,005.50 |
|
| R3 |
3,104.25 |
3,067.50 |
2,990.00 |
|
| R2 |
3,048.50 |
3,048.50 |
2,985.00 |
|
| R1 |
3,011.75 |
3,011.75 |
2,979.75 |
3,002.25 |
| PP |
2,992.75 |
2,992.75 |
2,992.75 |
2,988.00 |
| S1 |
2,956.00 |
2,956.00 |
2,969.75 |
2,946.50 |
| S2 |
2,937.00 |
2,937.00 |
2,964.50 |
|
| S3 |
2,881.25 |
2,900.25 |
2,959.50 |
|
| S4 |
2,825.50 |
2,844.50 |
2,944.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,029.75 |
2,961.00 |
68.75 |
2.3% |
36.75 |
1.2% |
20% |
False |
False |
996 |
| 10 |
3,044.00 |
2,955.75 |
88.25 |
3.0% |
36.00 |
1.2% |
22% |
False |
False |
727 |
| 20 |
3,044.00 |
2,898.00 |
146.00 |
4.9% |
28.00 |
0.9% |
53% |
False |
False |
467 |
| 40 |
3,044.00 |
2,733.00 |
311.00 |
10.5% |
29.00 |
1.0% |
78% |
False |
False |
268 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.5% |
25.00 |
0.8% |
78% |
False |
False |
182 |
| 80 |
3,044.00 |
2,690.50 |
353.50 |
11.9% |
20.25 |
0.7% |
80% |
False |
False |
137 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
11.9% |
17.50 |
0.6% |
80% |
False |
False |
110 |
| 120 |
3,044.00 |
2,574.25 |
469.75 |
15.8% |
14.75 |
0.5% |
85% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,201.75 |
|
2.618 |
3,131.25 |
|
1.618 |
3,088.00 |
|
1.000 |
3,061.25 |
|
0.618 |
3,044.75 |
|
HIGH |
3,018.00 |
|
0.618 |
3,001.50 |
|
0.500 |
2,996.50 |
|
0.382 |
2,991.25 |
|
LOW |
2,974.75 |
|
0.618 |
2,948.00 |
|
1.000 |
2,931.50 |
|
1.618 |
2,904.75 |
|
2.618 |
2,861.50 |
|
4.250 |
2,791.00 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,996.50 |
2,996.50 |
| PP |
2,989.25 |
2,989.25 |
| S1 |
2,982.00 |
2,982.00 |
|