| 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 |
8,244.0 |
8,186.5 |
-57.5 |
-0.7% |
8,402.0 |
| High |
8,296.0 |
8,236.5 |
-59.5 |
-0.7% |
8,530.0 |
| Low |
8,165.0 |
8,052.0 |
-113.0 |
-1.4% |
8,298.5 |
| Close |
8,206.5 |
8,111.0 |
-95.5 |
-1.2% |
8,366.5 |
| Range |
131.0 |
184.5 |
53.5 |
40.8% |
231.5 |
| ATR |
133.3 |
137.0 |
3.7 |
2.7% |
0.0 |
| Volume |
138,852 |
162,762 |
23,910 |
17.2% |
502,663 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,686.7 |
8,583.3 |
8,212.5 |
|
| R3 |
8,502.2 |
8,398.8 |
8,161.7 |
|
| R2 |
8,317.7 |
8,317.7 |
8,144.8 |
|
| R1 |
8,214.3 |
8,214.3 |
8,127.9 |
8,173.8 |
| PP |
8,133.2 |
8,133.2 |
8,133.2 |
8,112.9 |
| S1 |
8,029.8 |
8,029.8 |
8,094.1 |
7,989.3 |
| S2 |
7,948.7 |
7,948.7 |
8,077.2 |
|
| S3 |
7,764.2 |
7,845.3 |
8,060.3 |
|
| S4 |
7,579.7 |
7,660.8 |
8,009.5 |
|
|
| 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 |
8,406.5 |
8,052.0 |
354.5 |
4.4% |
150.7 |
1.9% |
17% |
False |
True |
139,221 |
| 10 |
8,530.0 |
8,052.0 |
478.0 |
5.9% |
142.9 |
1.8% |
12% |
False |
True |
131,147 |
| 20 |
8,561.0 |
8,052.0 |
509.0 |
6.3% |
119.0 |
1.5% |
12% |
False |
True |
114,292 |
| 40 |
8,561.0 |
7,422.0 |
1,139.0 |
14.0% |
121.7 |
1.5% |
60% |
False |
False |
118,924 |
| 60 |
8,561.0 |
7,422.0 |
1,139.0 |
14.0% |
116.1 |
1.4% |
60% |
False |
False |
116,392 |
| 80 |
8,561.0 |
7,422.0 |
1,139.0 |
14.0% |
113.3 |
1.4% |
60% |
False |
False |
89,012 |
| 100 |
8,561.0 |
7,422.0 |
1,139.0 |
14.0% |
106.8 |
1.3% |
60% |
False |
False |
71,320 |
| 120 |
8,561.0 |
7,422.0 |
1,139.0 |
14.0% |
98.4 |
1.2% |
60% |
False |
False |
59,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,020.6 |
|
2.618 |
8,719.5 |
|
1.618 |
8,535.0 |
|
1.000 |
8,421.0 |
|
0.618 |
8,350.5 |
|
HIGH |
8,236.5 |
|
0.618 |
8,166.0 |
|
0.500 |
8,144.3 |
|
0.382 |
8,122.5 |
|
LOW |
8,052.0 |
|
0.618 |
7,938.0 |
|
1.000 |
7,867.5 |
|
1.618 |
7,753.5 |
|
2.618 |
7,569.0 |
|
4.250 |
7,267.9 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,144.3 |
8,220.3 |
| PP |
8,133.2 |
8,183.8 |
| S1 |
8,122.1 |
8,147.4 |
|