| Trading Metrics calculated at close of trading on 04-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,756.0 |
2,764.0 |
8.0 |
0.3% |
2,796.0 |
| High |
2,787.0 |
2,777.0 |
-10.0 |
-0.4% |
2,849.0 |
| Low |
2,725.0 |
2,729.0 |
4.0 |
0.1% |
2,749.0 |
| Close |
2,748.0 |
2,753.0 |
5.0 |
0.2% |
2,774.0 |
| Range |
62.0 |
48.0 |
-14.0 |
-22.6% |
100.0 |
| ATR |
47.9 |
47.9 |
0.0 |
0.0% |
0.0 |
| Volume |
825,836 |
1,139,508 |
313,672 |
38.0% |
4,470,046 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,897.0 |
2,873.0 |
2,779.4 |
|
| R3 |
2,849.0 |
2,825.0 |
2,766.2 |
|
| R2 |
2,801.0 |
2,801.0 |
2,761.8 |
|
| R1 |
2,777.0 |
2,777.0 |
2,757.4 |
2,765.0 |
| PP |
2,753.0 |
2,753.0 |
2,753.0 |
2,747.0 |
| S1 |
2,729.0 |
2,729.0 |
2,748.6 |
2,717.0 |
| S2 |
2,705.0 |
2,705.0 |
2,744.2 |
|
| S3 |
2,657.0 |
2,681.0 |
2,739.8 |
|
| S4 |
2,609.0 |
2,633.0 |
2,726.6 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.7 |
3,032.3 |
2,829.0 |
|
| R3 |
2,990.7 |
2,932.3 |
2,801.5 |
|
| R2 |
2,890.7 |
2,890.7 |
2,792.3 |
|
| R1 |
2,832.3 |
2,832.3 |
2,783.2 |
2,811.5 |
| PP |
2,790.7 |
2,790.7 |
2,790.7 |
2,780.3 |
| S1 |
2,732.3 |
2,732.3 |
2,764.8 |
2,711.5 |
| S2 |
2,690.7 |
2,690.7 |
2,755.7 |
|
| S3 |
2,590.7 |
2,632.3 |
2,746.5 |
|
| S4 |
2,490.7 |
2,532.3 |
2,719.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,821.0 |
2,725.0 |
96.0 |
3.5% |
49.0 |
1.8% |
29% |
False |
False |
1,083,020 |
| 10 |
2,849.0 |
2,725.0 |
124.0 |
4.5% |
46.3 |
1.7% |
23% |
False |
False |
1,094,704 |
| 20 |
2,849.0 |
2,719.0 |
130.0 |
4.7% |
39.2 |
1.4% |
26% |
False |
False |
941,621 |
| 40 |
2,849.0 |
2,481.0 |
368.0 |
13.4% |
42.0 |
1.5% |
74% |
False |
False |
981,804 |
| 60 |
2,849.0 |
2,481.0 |
368.0 |
13.4% |
43.4 |
1.6% |
74% |
False |
False |
1,004,635 |
| 80 |
2,849.0 |
2,481.0 |
368.0 |
13.4% |
43.9 |
1.6% |
74% |
False |
False |
759,709 |
| 100 |
2,849.0 |
2,481.0 |
368.0 |
13.4% |
40.9 |
1.5% |
74% |
False |
False |
607,910 |
| 120 |
2,849.0 |
2,481.0 |
368.0 |
13.4% |
38.3 |
1.4% |
74% |
False |
False |
507,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,981.0 |
|
2.618 |
2,902.7 |
|
1.618 |
2,854.7 |
|
1.000 |
2,825.0 |
|
0.618 |
2,806.7 |
|
HIGH |
2,777.0 |
|
0.618 |
2,758.7 |
|
0.500 |
2,753.0 |
|
0.382 |
2,747.3 |
|
LOW |
2,729.0 |
|
0.618 |
2,699.3 |
|
1.000 |
2,681.0 |
|
1.618 |
2,651.3 |
|
2.618 |
2,603.3 |
|
4.250 |
2,525.0 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,753.0 |
2,763.5 |
| PP |
2,753.0 |
2,760.0 |
| S1 |
2,753.0 |
2,756.5 |
|