| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,764.0 |
2,729.0 |
-35.0 |
-1.3% |
2,796.0 |
| High |
2,777.0 |
2,753.0 |
-24.0 |
-0.9% |
2,849.0 |
| Low |
2,729.0 |
2,699.0 |
-30.0 |
-1.1% |
2,749.0 |
| Close |
2,753.0 |
2,711.0 |
-42.0 |
-1.5% |
2,774.0 |
| Range |
48.0 |
54.0 |
6.0 |
12.5% |
100.0 |
| ATR |
47.9 |
48.3 |
0.4 |
0.9% |
0.0 |
| Volume |
1,139,508 |
1,460,737 |
321,229 |
28.2% |
4,470,046 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,883.0 |
2,851.0 |
2,740.7 |
|
| R3 |
2,829.0 |
2,797.0 |
2,725.9 |
|
| R2 |
2,775.0 |
2,775.0 |
2,720.9 |
|
| R1 |
2,743.0 |
2,743.0 |
2,716.0 |
2,732.0 |
| PP |
2,721.0 |
2,721.0 |
2,721.0 |
2,715.5 |
| S1 |
2,689.0 |
2,689.0 |
2,706.1 |
2,678.0 |
| S2 |
2,667.0 |
2,667.0 |
2,701.1 |
|
| S3 |
2,613.0 |
2,635.0 |
2,696.2 |
|
| S4 |
2,559.0 |
2,581.0 |
2,681.3 |
|
|
| 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 |
2,811.0 |
2,699.0 |
112.0 |
4.1% |
51.4 |
1.9% |
11% |
False |
True |
1,192,255 |
| 10 |
2,849.0 |
2,699.0 |
150.0 |
5.5% |
48.3 |
1.8% |
8% |
False |
True |
1,158,476 |
| 20 |
2,849.0 |
2,699.0 |
150.0 |
5.5% |
40.4 |
1.5% |
8% |
False |
True |
977,439 |
| 40 |
2,849.0 |
2,481.0 |
368.0 |
13.6% |
42.8 |
1.6% |
63% |
False |
False |
1,001,556 |
| 60 |
2,849.0 |
2,481.0 |
368.0 |
13.6% |
43.9 |
1.6% |
63% |
False |
False |
1,024,159 |
| 80 |
2,849.0 |
2,481.0 |
368.0 |
13.6% |
44.0 |
1.6% |
63% |
False |
False |
777,841 |
| 100 |
2,849.0 |
2,481.0 |
368.0 |
13.6% |
41.2 |
1.5% |
63% |
False |
False |
622,513 |
| 120 |
2,849.0 |
2,481.0 |
368.0 |
13.6% |
38.6 |
1.4% |
63% |
False |
False |
519,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,982.5 |
|
2.618 |
2,894.4 |
|
1.618 |
2,840.4 |
|
1.000 |
2,807.0 |
|
0.618 |
2,786.4 |
|
HIGH |
2,753.0 |
|
0.618 |
2,732.4 |
|
0.500 |
2,726.0 |
|
0.382 |
2,719.6 |
|
LOW |
2,699.0 |
|
0.618 |
2,665.6 |
|
1.000 |
2,645.0 |
|
1.618 |
2,611.6 |
|
2.618 |
2,557.6 |
|
4.250 |
2,469.5 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,726.0 |
2,743.0 |
| PP |
2,721.0 |
2,732.3 |
| S1 |
2,716.0 |
2,721.7 |
|