| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,729.0 |
2,707.0 |
-22.0 |
-0.8% |
2,796.0 |
| High |
2,753.0 |
2,729.0 |
-24.0 |
-0.9% |
2,849.0 |
| Low |
2,699.0 |
2,648.0 |
-51.0 |
-1.9% |
2,749.0 |
| Close |
2,711.0 |
2,679.0 |
-32.0 |
-1.2% |
2,774.0 |
| Range |
54.0 |
81.0 |
27.0 |
50.0% |
100.0 |
| ATR |
48.3 |
50.6 |
2.3 |
4.8% |
0.0 |
| Volume |
1,460,737 |
1,388,286 |
-72,451 |
-5.0% |
4,470,046 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,928.3 |
2,884.7 |
2,723.6 |
|
| R3 |
2,847.3 |
2,803.7 |
2,701.3 |
|
| R2 |
2,766.3 |
2,766.3 |
2,693.9 |
|
| R1 |
2,722.7 |
2,722.7 |
2,686.4 |
2,704.0 |
| PP |
2,685.3 |
2,685.3 |
2,685.3 |
2,676.0 |
| S1 |
2,641.7 |
2,641.7 |
2,671.6 |
2,623.0 |
| S2 |
2,604.3 |
2,604.3 |
2,664.2 |
|
| S3 |
2,523.3 |
2,560.7 |
2,656.7 |
|
| S4 |
2,442.3 |
2,479.7 |
2,634.5 |
|
|
| 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 |
2,802.0 |
2,648.0 |
154.0 |
5.7% |
59.6 |
2.2% |
20% |
False |
True |
1,230,852 |
| 10 |
2,849.0 |
2,648.0 |
201.0 |
7.5% |
51.4 |
1.9% |
15% |
False |
True |
1,184,355 |
| 20 |
2,849.0 |
2,648.0 |
201.0 |
7.5% |
42.9 |
1.6% |
15% |
False |
True |
1,014,522 |
| 40 |
2,849.0 |
2,481.0 |
368.0 |
13.7% |
44.0 |
1.6% |
54% |
False |
False |
1,018,612 |
| 60 |
2,849.0 |
2,481.0 |
368.0 |
13.7% |
44.6 |
1.7% |
54% |
False |
False |
1,039,904 |
| 80 |
2,849.0 |
2,481.0 |
368.0 |
13.7% |
44.6 |
1.7% |
54% |
False |
False |
795,187 |
| 100 |
2,849.0 |
2,481.0 |
368.0 |
13.7% |
41.8 |
1.6% |
54% |
False |
False |
636,396 |
| 120 |
2,849.0 |
2,481.0 |
368.0 |
13.7% |
39.0 |
1.5% |
54% |
False |
False |
530,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,073.3 |
|
2.618 |
2,941.1 |
|
1.618 |
2,860.1 |
|
1.000 |
2,810.0 |
|
0.618 |
2,779.1 |
|
HIGH |
2,729.0 |
|
0.618 |
2,698.1 |
|
0.500 |
2,688.5 |
|
0.382 |
2,678.9 |
|
LOW |
2,648.0 |
|
0.618 |
2,597.9 |
|
1.000 |
2,567.0 |
|
1.618 |
2,516.9 |
|
2.618 |
2,435.9 |
|
4.250 |
2,303.8 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,688.5 |
2,712.5 |
| PP |
2,685.3 |
2,701.3 |
| S1 |
2,682.2 |
2,690.2 |
|