| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1,634.00 |
1,639.75 |
5.75 |
0.4% |
1,641.50 |
| High |
1,648.00 |
1,644.25 |
-3.75 |
-0.2% |
1,660.25 |
| Low |
1,630.00 |
1,616.00 |
-14.00 |
-0.9% |
1,616.00 |
| Close |
1,641.75 |
1,617.25 |
-24.50 |
-1.5% |
1,617.25 |
| Range |
18.00 |
28.25 |
10.25 |
56.9% |
44.25 |
| ATR |
16.38 |
17.23 |
0.85 |
5.2% |
0.00 |
| Volume |
319 |
255 |
-64 |
-20.1% |
749 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,710.50 |
1,692.25 |
1,632.75 |
|
| R3 |
1,682.25 |
1,664.00 |
1,625.00 |
|
| R2 |
1,654.00 |
1,654.00 |
1,622.50 |
|
| R1 |
1,635.75 |
1,635.75 |
1,619.75 |
1,630.75 |
| PP |
1,625.75 |
1,625.75 |
1,625.75 |
1,623.50 |
| S1 |
1,607.50 |
1,607.50 |
1,614.75 |
1,602.50 |
| S2 |
1,597.50 |
1,597.50 |
1,612.00 |
|
| S3 |
1,569.25 |
1,579.25 |
1,609.50 |
|
| S4 |
1,541.00 |
1,551.00 |
1,601.75 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,764.00 |
1,734.75 |
1,641.50 |
|
| R3 |
1,719.75 |
1,690.50 |
1,629.50 |
|
| R2 |
1,675.50 |
1,675.50 |
1,625.25 |
|
| R1 |
1,646.25 |
1,646.25 |
1,621.25 |
1,638.75 |
| PP |
1,631.25 |
1,631.25 |
1,631.25 |
1,627.50 |
| S1 |
1,602.00 |
1,602.00 |
1,613.25 |
1,594.50 |
| S2 |
1,587.00 |
1,587.00 |
1,609.25 |
|
| S3 |
1,542.75 |
1,557.75 |
1,605.00 |
|
| S4 |
1,498.50 |
1,513.50 |
1,593.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,660.25 |
1,616.00 |
44.25 |
2.7% |
21.50 |
1.3% |
3% |
False |
True |
288 |
| 10 |
1,670.75 |
1,616.00 |
54.75 |
3.4% |
20.25 |
1.2% |
2% |
False |
True |
501 |
| 20 |
1,670.75 |
1,578.75 |
92.00 |
5.7% |
16.00 |
1.0% |
42% |
False |
False |
333 |
| 40 |
1,670.75 |
1,519.50 |
151.25 |
9.4% |
15.25 |
0.9% |
65% |
False |
False |
234 |
| 60 |
1,670.75 |
1,519.50 |
151.25 |
9.4% |
13.50 |
0.8% |
65% |
False |
False |
229 |
| 80 |
1,670.75 |
1,466.00 |
204.75 |
12.7% |
12.75 |
0.8% |
74% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,764.25 |
|
2.618 |
1,718.25 |
|
1.618 |
1,690.00 |
|
1.000 |
1,672.50 |
|
0.618 |
1,661.75 |
|
HIGH |
1,644.25 |
|
0.618 |
1,633.50 |
|
0.500 |
1,630.00 |
|
0.382 |
1,626.75 |
|
LOW |
1,616.00 |
|
0.618 |
1,598.50 |
|
1.000 |
1,587.75 |
|
1.618 |
1,570.25 |
|
2.618 |
1,542.00 |
|
4.250 |
1,496.00 |
|
|