| 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 |
8,186.5 |
8,131.5 |
-55.0 |
-0.7% |
8,315.0 |
| High |
8,236.5 |
8,278.5 |
42.0 |
0.5% |
8,398.5 |
| Low |
8,052.0 |
8,036.0 |
-16.0 |
-0.2% |
8,036.0 |
| Close |
8,111.0 |
8,263.0 |
152.0 |
1.9% |
8,263.0 |
| Range |
184.5 |
242.5 |
58.0 |
31.4% |
362.5 |
| ATR |
137.0 |
144.5 |
7.5 |
5.5% |
0.0 |
| Volume |
162,762 |
116,524 |
-46,238 |
-28.4% |
656,402 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,920.0 |
8,834.0 |
8,396.4 |
|
| R3 |
8,677.5 |
8,591.5 |
8,329.7 |
|
| R2 |
8,435.0 |
8,435.0 |
8,307.5 |
|
| R1 |
8,349.0 |
8,349.0 |
8,285.2 |
8,392.0 |
| PP |
8,192.5 |
8,192.5 |
8,192.5 |
8,214.0 |
| S1 |
8,106.5 |
8,106.5 |
8,240.8 |
8,149.5 |
| S2 |
7,950.0 |
7,950.0 |
8,218.5 |
|
| S3 |
7,707.5 |
7,864.0 |
8,196.3 |
|
| S4 |
7,465.0 |
7,621.5 |
8,129.6 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,320.0 |
9,154.0 |
8,462.4 |
|
| R3 |
8,957.5 |
8,791.5 |
8,362.7 |
|
| R2 |
8,595.0 |
8,595.0 |
8,329.5 |
|
| R1 |
8,429.0 |
8,429.0 |
8,296.2 |
8,330.8 |
| PP |
8,232.5 |
8,232.5 |
8,232.5 |
8,183.4 |
| S1 |
8,066.5 |
8,066.5 |
8,229.8 |
7,968.3 |
| S2 |
7,870.0 |
7,870.0 |
8,196.5 |
|
| S3 |
7,507.5 |
7,704.0 |
8,163.3 |
|
| S4 |
7,145.0 |
7,341.5 |
8,063.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,398.5 |
8,036.0 |
362.5 |
4.4% |
177.9 |
2.2% |
63% |
False |
True |
131,280 |
| 10 |
8,530.0 |
8,036.0 |
494.0 |
6.0% |
152.8 |
1.8% |
46% |
False |
True |
128,121 |
| 20 |
8,561.0 |
8,036.0 |
525.0 |
6.4% |
128.4 |
1.6% |
43% |
False |
True |
116,571 |
| 40 |
8,561.0 |
7,422.0 |
1,139.0 |
13.8% |
123.4 |
1.5% |
74% |
False |
False |
118,723 |
| 60 |
8,561.0 |
7,422.0 |
1,139.0 |
13.8% |
119.4 |
1.4% |
74% |
False |
False |
117,175 |
| 80 |
8,561.0 |
7,422.0 |
1,139.0 |
13.8% |
115.4 |
1.4% |
74% |
False |
False |
90,461 |
| 100 |
8,561.0 |
7,422.0 |
1,139.0 |
13.8% |
108.5 |
1.3% |
74% |
False |
False |
72,481 |
| 120 |
8,561.0 |
7,422.0 |
1,139.0 |
13.8% |
99.8 |
1.2% |
74% |
False |
False |
60,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,309.1 |
|
2.618 |
8,913.4 |
|
1.618 |
8,670.9 |
|
1.000 |
8,521.0 |
|
0.618 |
8,428.4 |
|
HIGH |
8,278.5 |
|
0.618 |
8,185.9 |
|
0.500 |
8,157.3 |
|
0.382 |
8,128.6 |
|
LOW |
8,036.0 |
|
0.618 |
7,886.1 |
|
1.000 |
7,793.5 |
|
1.618 |
7,643.6 |
|
2.618 |
7,401.1 |
|
4.250 |
7,005.4 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,227.8 |
8,230.7 |
| PP |
8,192.5 |
8,198.3 |
| S1 |
8,157.3 |
8,166.0 |
|