| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,707.0 |
2,681.0 |
-26.0 |
-1.0% |
2,756.0 |
| High |
2,729.0 |
2,734.0 |
5.0 |
0.2% |
2,787.0 |
| Low |
2,648.0 |
2,662.0 |
14.0 |
0.5% |
2,648.0 |
| Close |
2,679.0 |
2,725.0 |
46.0 |
1.7% |
2,725.0 |
| Range |
81.0 |
72.0 |
-9.0 |
-11.1% |
139.0 |
| ATR |
50.6 |
52.2 |
1.5 |
3.0% |
0.0 |
| Volume |
1,388,286 |
900,839 |
-487,447 |
-35.1% |
5,715,206 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,923.0 |
2,896.0 |
2,764.6 |
|
| R3 |
2,851.0 |
2,824.0 |
2,744.8 |
|
| R2 |
2,779.0 |
2,779.0 |
2,738.2 |
|
| R1 |
2,752.0 |
2,752.0 |
2,731.6 |
2,765.5 |
| PP |
2,707.0 |
2,707.0 |
2,707.0 |
2,713.8 |
| S1 |
2,680.0 |
2,680.0 |
2,718.4 |
2,693.5 |
| S2 |
2,635.0 |
2,635.0 |
2,711.8 |
|
| S3 |
2,563.0 |
2,608.0 |
2,705.2 |
|
| S4 |
2,491.0 |
2,536.0 |
2,685.4 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,137.0 |
3,070.0 |
2,801.5 |
|
| R3 |
2,998.0 |
2,931.0 |
2,763.2 |
|
| R2 |
2,859.0 |
2,859.0 |
2,750.5 |
|
| R1 |
2,792.0 |
2,792.0 |
2,737.7 |
2,756.0 |
| PP |
2,720.0 |
2,720.0 |
2,720.0 |
2,702.0 |
| S1 |
2,653.0 |
2,653.0 |
2,712.3 |
2,617.0 |
| S2 |
2,581.0 |
2,581.0 |
2,699.5 |
|
| S3 |
2,442.0 |
2,514.0 |
2,686.8 |
|
| S4 |
2,303.0 |
2,375.0 |
2,648.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,787.0 |
2,648.0 |
139.0 |
5.1% |
63.4 |
2.3% |
55% |
False |
False |
1,143,041 |
| 10 |
2,849.0 |
2,648.0 |
201.0 |
7.4% |
55.1 |
2.0% |
38% |
False |
False |
1,122,869 |
| 20 |
2,849.0 |
2,648.0 |
201.0 |
7.4% |
45.3 |
1.7% |
38% |
False |
False |
1,033,714 |
| 40 |
2,849.0 |
2,481.0 |
368.0 |
13.5% |
44.1 |
1.6% |
66% |
False |
False |
1,012,830 |
| 60 |
2,849.0 |
2,481.0 |
368.0 |
13.5% |
45.4 |
1.7% |
66% |
False |
False |
1,040,369 |
| 80 |
2,849.0 |
2,481.0 |
368.0 |
13.5% |
45.2 |
1.7% |
66% |
False |
False |
806,383 |
| 100 |
2,849.0 |
2,481.0 |
368.0 |
13.5% |
42.3 |
1.6% |
66% |
False |
False |
645,394 |
| 120 |
2,849.0 |
2,481.0 |
368.0 |
13.5% |
39.3 |
1.4% |
66% |
False |
False |
538,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,040.0 |
|
2.618 |
2,922.5 |
|
1.618 |
2,850.5 |
|
1.000 |
2,806.0 |
|
0.618 |
2,778.5 |
|
HIGH |
2,734.0 |
|
0.618 |
2,706.5 |
|
0.500 |
2,698.0 |
|
0.382 |
2,689.5 |
|
LOW |
2,662.0 |
|
0.618 |
2,617.5 |
|
1.000 |
2,590.0 |
|
1.618 |
2,545.5 |
|
2.618 |
2,473.5 |
|
4.250 |
2,356.0 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,716.0 |
2,716.8 |
| PP |
2,707.0 |
2,708.7 |
| S1 |
2,698.0 |
2,700.5 |
|