| Trading Metrics calculated at close of trading on 03-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
8,397.0 |
8,315.0 |
-82.0 |
-1.0% |
8,402.0 |
| High |
8,406.5 |
8,398.5 |
-8.0 |
-0.1% |
8,530.0 |
| Low |
8,300.0 |
8,215.5 |
-84.5 |
-1.0% |
8,298.5 |
| Close |
8,366.5 |
8,293.0 |
-73.5 |
-0.9% |
8,366.5 |
| Range |
106.5 |
183.0 |
76.5 |
71.8% |
231.5 |
| ATR |
128.3 |
132.2 |
3.9 |
3.0% |
0.0 |
| Volume |
156,227 |
101,462 |
-54,765 |
-35.1% |
502,663 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,851.3 |
8,755.2 |
8,393.7 |
|
| R3 |
8,668.3 |
8,572.2 |
8,343.3 |
|
| R2 |
8,485.3 |
8,485.3 |
8,326.6 |
|
| R1 |
8,389.2 |
8,389.2 |
8,309.8 |
8,345.8 |
| PP |
8,302.3 |
8,302.3 |
8,302.3 |
8,280.6 |
| S1 |
8,206.2 |
8,206.2 |
8,276.2 |
8,162.8 |
| S2 |
8,119.3 |
8,119.3 |
8,259.5 |
|
| S3 |
7,936.3 |
8,023.2 |
8,242.7 |
|
| S4 |
7,753.3 |
7,840.2 |
8,192.4 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,092.8 |
8,961.2 |
8,493.8 |
|
| R3 |
8,861.3 |
8,729.7 |
8,430.2 |
|
| R2 |
8,629.8 |
8,629.8 |
8,408.9 |
|
| R1 |
8,498.2 |
8,498.2 |
8,387.7 |
8,448.3 |
| PP |
8,398.3 |
8,398.3 |
8,398.3 |
8,373.4 |
| S1 |
8,266.7 |
8,266.7 |
8,345.3 |
8,216.8 |
| S2 |
8,166.8 |
8,166.8 |
8,324.1 |
|
| S3 |
7,935.3 |
8,035.2 |
8,302.8 |
|
| S4 |
7,703.8 |
7,803.7 |
8,239.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,530.0 |
8,215.5 |
314.5 |
3.8% |
136.2 |
1.6% |
25% |
False |
True |
120,825 |
| 10 |
8,561.0 |
8,215.5 |
345.5 |
4.2% |
124.4 |
1.5% |
22% |
False |
True |
115,112 |
| 20 |
8,561.0 |
8,105.5 |
455.5 |
5.5% |
107.7 |
1.3% |
41% |
False |
False |
103,804 |
| 40 |
8,561.0 |
7,422.0 |
1,139.0 |
13.7% |
119.3 |
1.4% |
76% |
False |
False |
116,620 |
| 60 |
8,561.0 |
7,422.0 |
1,139.0 |
13.7% |
112.6 |
1.4% |
76% |
False |
False |
110,572 |
| 80 |
8,561.0 |
7,422.0 |
1,139.0 |
13.7% |
111.3 |
1.3% |
76% |
False |
False |
83,567 |
| 100 |
8,561.0 |
7,422.0 |
1,139.0 |
13.7% |
103.8 |
1.3% |
76% |
False |
False |
66,940 |
| 120 |
8,561.0 |
7,422.0 |
1,139.0 |
13.7% |
96.3 |
1.2% |
76% |
False |
False |
56,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,176.3 |
|
2.618 |
8,877.6 |
|
1.618 |
8,694.6 |
|
1.000 |
8,581.5 |
|
0.618 |
8,511.6 |
|
HIGH |
8,398.5 |
|
0.618 |
8,328.6 |
|
0.500 |
8,307.0 |
|
0.382 |
8,285.4 |
|
LOW |
8,215.5 |
|
0.618 |
8,102.4 |
|
1.000 |
8,032.5 |
|
1.618 |
7,919.4 |
|
2.618 |
7,736.4 |
|
4.250 |
7,437.8 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,307.0 |
8,318.5 |
| PP |
8,302.3 |
8,310.0 |
| S1 |
8,297.7 |
8,301.5 |
|