| 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 |
8,315.0 |
8,347.0 |
32.0 |
0.4% |
8,402.0 |
| High |
8,398.5 |
8,388.5 |
-10.0 |
-0.1% |
8,530.0 |
| Low |
8,215.5 |
8,240.0 |
24.5 |
0.3% |
8,298.5 |
| Close |
8,293.0 |
8,297.5 |
4.5 |
0.1% |
8,366.5 |
| Range |
183.0 |
148.5 |
-34.5 |
-18.9% |
231.5 |
| ATR |
132.2 |
133.4 |
1.2 |
0.9% |
0.0 |
| Volume |
101,462 |
136,802 |
35,340 |
34.8% |
502,663 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,754.2 |
8,674.3 |
8,379.2 |
|
| R3 |
8,605.7 |
8,525.8 |
8,338.3 |
|
| R2 |
8,457.2 |
8,457.2 |
8,324.7 |
|
| R1 |
8,377.3 |
8,377.3 |
8,311.1 |
8,343.0 |
| PP |
8,308.7 |
8,308.7 |
8,308.7 |
8,291.5 |
| S1 |
8,228.8 |
8,228.8 |
8,283.9 |
8,194.5 |
| S2 |
8,160.2 |
8,160.2 |
8,270.3 |
|
| S3 |
8,011.7 |
8,080.3 |
8,256.7 |
|
| S4 |
7,863.2 |
7,931.8 |
8,215.8 |
|
|
| 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 |
8,451.0 |
8,215.5 |
235.5 |
2.8% |
139.0 |
1.7% |
35% |
False |
False |
125,850 |
| 10 |
8,561.0 |
8,215.5 |
345.5 |
4.2% |
133.0 |
1.6% |
24% |
False |
False |
122,227 |
| 20 |
8,561.0 |
8,119.5 |
441.5 |
5.3% |
112.7 |
1.4% |
40% |
False |
False |
108,049 |
| 40 |
8,561.0 |
7,422.0 |
1,139.0 |
13.7% |
118.1 |
1.4% |
77% |
False |
False |
116,516 |
| 60 |
8,561.0 |
7,422.0 |
1,139.0 |
13.7% |
113.0 |
1.4% |
77% |
False |
False |
112,618 |
| 80 |
8,561.0 |
7,422.0 |
1,139.0 |
13.7% |
111.3 |
1.3% |
77% |
False |
False |
85,272 |
| 100 |
8,561.0 |
7,422.0 |
1,139.0 |
13.7% |
104.9 |
1.3% |
77% |
False |
False |
68,306 |
| 120 |
8,561.0 |
7,422.0 |
1,139.0 |
13.7% |
97.0 |
1.2% |
77% |
False |
False |
57,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,019.6 |
|
2.618 |
8,777.3 |
|
1.618 |
8,628.8 |
|
1.000 |
8,537.0 |
|
0.618 |
8,480.3 |
|
HIGH |
8,388.5 |
|
0.618 |
8,331.8 |
|
0.500 |
8,314.3 |
|
0.382 |
8,296.7 |
|
LOW |
8,240.0 |
|
0.618 |
8,148.2 |
|
1.000 |
8,091.5 |
|
1.618 |
7,999.7 |
|
2.618 |
7,851.2 |
|
4.250 |
7,608.9 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,314.3 |
8,311.0 |
| PP |
8,308.7 |
8,306.5 |
| S1 |
8,303.1 |
8,302.0 |
|