| 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 |
8,347.0 |
8,244.0 |
-103.0 |
-1.2% |
8,402.0 |
| High |
8,388.5 |
8,296.0 |
-92.5 |
-1.1% |
8,530.0 |
| Low |
8,240.0 |
8,165.0 |
-75.0 |
-0.9% |
8,298.5 |
| Close |
8,297.5 |
8,206.5 |
-91.0 |
-1.1% |
8,366.5 |
| Range |
148.5 |
131.0 |
-17.5 |
-11.8% |
231.5 |
| ATR |
133.4 |
133.3 |
-0.1 |
0.0% |
0.0 |
| Volume |
136,802 |
138,852 |
2,050 |
1.5% |
502,663 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,615.5 |
8,542.0 |
8,278.6 |
|
| R3 |
8,484.5 |
8,411.0 |
8,242.5 |
|
| R2 |
8,353.5 |
8,353.5 |
8,230.5 |
|
| R1 |
8,280.0 |
8,280.0 |
8,218.5 |
8,251.3 |
| PP |
8,222.5 |
8,222.5 |
8,222.5 |
8,208.1 |
| S1 |
8,149.0 |
8,149.0 |
8,194.5 |
8,120.3 |
| S2 |
8,091.5 |
8,091.5 |
8,182.5 |
|
| S3 |
7,960.5 |
8,018.0 |
8,170.5 |
|
| S4 |
7,829.5 |
7,887.0 |
8,134.5 |
|
|
| 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 |
8,421.5 |
8,165.0 |
256.5 |
3.1% |
138.4 |
1.7% |
16% |
False |
True |
132,233 |
| 10 |
8,561.0 |
8,165.0 |
396.0 |
4.8% |
136.9 |
1.7% |
10% |
False |
True |
126,938 |
| 20 |
8,561.0 |
8,164.5 |
396.5 |
4.8% |
114.7 |
1.4% |
11% |
False |
False |
110,800 |
| 40 |
8,561.0 |
7,422.0 |
1,139.0 |
13.9% |
120.0 |
1.5% |
69% |
False |
False |
117,774 |
| 60 |
8,561.0 |
7,422.0 |
1,139.0 |
13.9% |
114.4 |
1.4% |
69% |
False |
False |
114,394 |
| 80 |
8,561.0 |
7,422.0 |
1,139.0 |
13.9% |
111.9 |
1.4% |
69% |
False |
False |
86,979 |
| 100 |
8,561.0 |
7,422.0 |
1,139.0 |
13.9% |
105.3 |
1.3% |
69% |
False |
False |
69,693 |
| 120 |
8,561.0 |
7,422.0 |
1,139.0 |
13.9% |
97.4 |
1.2% |
69% |
False |
False |
58,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,852.8 |
|
2.618 |
8,639.0 |
|
1.618 |
8,508.0 |
|
1.000 |
8,427.0 |
|
0.618 |
8,377.0 |
|
HIGH |
8,296.0 |
|
0.618 |
8,246.0 |
|
0.500 |
8,230.5 |
|
0.382 |
8,215.0 |
|
LOW |
8,165.0 |
|
0.618 |
8,084.0 |
|
1.000 |
8,034.0 |
|
1.618 |
7,953.0 |
|
2.618 |
7,822.0 |
|
4.250 |
7,608.3 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,230.5 |
8,281.8 |
| PP |
8,222.5 |
8,256.7 |
| S1 |
8,214.5 |
8,231.6 |
|