| 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 |
6,633.0 |
6,531.5 |
-101.5 |
-1.5% |
6,683.0 |
| High |
6,643.0 |
6,562.5 |
-80.5 |
-1.2% |
6,779.5 |
| Low |
6,520.5 |
6,495.0 |
-25.5 |
-0.4% |
6,520.5 |
| Close |
6,573.5 |
6,508.0 |
-65.5 |
-1.0% |
6,573.5 |
| Range |
122.5 |
67.5 |
-55.0 |
-44.9% |
259.0 |
| ATR |
89.3 |
88.5 |
-0.8 |
-0.9% |
0.0 |
| Volume |
130,223 |
84,719 |
-45,504 |
-34.9% |
459,539 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,724.5 |
6,683.5 |
6,545.0 |
|
| R3 |
6,657.0 |
6,616.0 |
6,526.5 |
|
| R2 |
6,589.5 |
6,589.5 |
6,520.5 |
|
| R1 |
6,548.5 |
6,548.5 |
6,514.0 |
6,535.0 |
| PP |
6,522.0 |
6,522.0 |
6,522.0 |
6,515.0 |
| S1 |
6,481.0 |
6,481.0 |
6,502.0 |
6,468.0 |
| S2 |
6,454.5 |
6,454.5 |
6,495.5 |
|
| S3 |
6,387.0 |
6,413.5 |
6,489.5 |
|
| S4 |
6,319.5 |
6,346.0 |
6,471.0 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,401.5 |
7,246.5 |
6,716.0 |
|
| R3 |
7,142.5 |
6,987.5 |
6,644.5 |
|
| R2 |
6,883.5 |
6,883.5 |
6,621.0 |
|
| R1 |
6,728.5 |
6,728.5 |
6,597.0 |
6,676.5 |
| PP |
6,624.5 |
6,624.5 |
6,624.5 |
6,598.5 |
| S1 |
6,469.5 |
6,469.5 |
6,550.0 |
6,417.5 |
| S2 |
6,365.5 |
6,365.5 |
6,526.0 |
|
| S3 |
6,106.5 |
6,210.5 |
6,502.5 |
|
| S4 |
5,847.5 |
5,951.5 |
6,431.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,779.5 |
6,495.0 |
284.5 |
4.4% |
96.5 |
1.5% |
5% |
False |
True |
108,851 |
| 10 |
6,861.5 |
6,495.0 |
366.5 |
5.6% |
95.0 |
1.5% |
4% |
False |
True |
113,329 |
| 20 |
6,861.5 |
6,400.0 |
461.5 |
7.1% |
77.5 |
1.2% |
23% |
False |
False |
97,516 |
| 40 |
6,861.5 |
6,159.5 |
702.0 |
10.8% |
76.0 |
1.2% |
50% |
False |
False |
94,780 |
| 60 |
6,861.5 |
6,159.5 |
702.0 |
10.8% |
74.0 |
1.1% |
50% |
False |
False |
103,880 |
| 80 |
6,861.5 |
6,128.0 |
733.5 |
11.3% |
68.5 |
1.1% |
52% |
False |
False |
79,376 |
| 100 |
6,861.5 |
5,962.5 |
899.0 |
13.8% |
61.0 |
0.9% |
61% |
False |
False |
63,535 |
| 120 |
6,861.5 |
5,784.5 |
1,077.0 |
16.5% |
53.5 |
0.8% |
67% |
False |
False |
52,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,849.5 |
|
2.618 |
6,739.0 |
|
1.618 |
6,671.5 |
|
1.000 |
6,630.0 |
|
0.618 |
6,604.0 |
|
HIGH |
6,562.5 |
|
0.618 |
6,536.5 |
|
0.500 |
6,529.0 |
|
0.382 |
6,521.0 |
|
LOW |
6,495.0 |
|
0.618 |
6,453.5 |
|
1.000 |
6,427.5 |
|
1.618 |
6,386.0 |
|
2.618 |
6,318.5 |
|
4.250 |
6,208.0 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,529.0 |
6,575.0 |
| PP |
6,522.0 |
6,552.5 |
| S1 |
6,515.0 |
6,530.0 |
|