| 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 |
6,531.5 |
6,525.0 |
-6.5 |
-0.1% |
6,683.0 |
| High |
6,562.5 |
6,560.0 |
-2.5 |
0.0% |
6,779.5 |
| Low |
6,495.0 |
6,492.0 |
-3.0 |
0.0% |
6,520.5 |
| Close |
6,508.0 |
6,541.0 |
33.0 |
0.5% |
6,573.5 |
| Range |
67.5 |
68.0 |
0.5 |
0.7% |
259.0 |
| ATR |
88.5 |
87.1 |
-1.5 |
-1.7% |
0.0 |
| Volume |
84,719 |
130,773 |
46,054 |
54.4% |
459,539 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,735.0 |
6,706.0 |
6,578.5 |
|
| R3 |
6,667.0 |
6,638.0 |
6,559.5 |
|
| R2 |
6,599.0 |
6,599.0 |
6,553.5 |
|
| R1 |
6,570.0 |
6,570.0 |
6,547.0 |
6,584.5 |
| PP |
6,531.0 |
6,531.0 |
6,531.0 |
6,538.0 |
| S1 |
6,502.0 |
6,502.0 |
6,535.0 |
6,516.5 |
| S2 |
6,463.0 |
6,463.0 |
6,528.5 |
|
| S3 |
6,395.0 |
6,434.0 |
6,522.5 |
|
| S4 |
6,327.0 |
6,366.0 |
6,503.5 |
|
|
| 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 |
6,726.0 |
6,492.0 |
234.0 |
3.6% |
90.0 |
1.4% |
21% |
False |
True |
111,311 |
| 10 |
6,861.5 |
6,492.0 |
369.5 |
5.6% |
97.0 |
1.5% |
13% |
False |
True |
118,469 |
| 20 |
6,861.5 |
6,473.0 |
388.5 |
5.9% |
76.0 |
1.2% |
18% |
False |
False |
99,856 |
| 40 |
6,861.5 |
6,173.5 |
688.0 |
10.5% |
74.0 |
1.1% |
53% |
False |
False |
96,128 |
| 60 |
6,861.5 |
6,159.5 |
702.0 |
10.7% |
74.5 |
1.1% |
54% |
False |
False |
104,416 |
| 80 |
6,861.5 |
6,128.0 |
733.5 |
11.2% |
69.0 |
1.1% |
56% |
False |
False |
81,009 |
| 100 |
6,861.5 |
5,975.0 |
886.5 |
13.6% |
61.5 |
0.9% |
64% |
False |
False |
64,842 |
| 120 |
6,861.5 |
5,784.5 |
1,077.0 |
16.5% |
54.0 |
0.8% |
70% |
False |
False |
54,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,849.0 |
|
2.618 |
6,738.0 |
|
1.618 |
6,670.0 |
|
1.000 |
6,628.0 |
|
0.618 |
6,602.0 |
|
HIGH |
6,560.0 |
|
0.618 |
6,534.0 |
|
0.500 |
6,526.0 |
|
0.382 |
6,518.0 |
|
LOW |
6,492.0 |
|
0.618 |
6,450.0 |
|
1.000 |
6,424.0 |
|
1.618 |
6,382.0 |
|
2.618 |
6,314.0 |
|
4.250 |
6,203.0 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,536.0 |
6,567.5 |
| PP |
6,531.0 |
6,558.5 |
| S1 |
6,526.0 |
6,550.0 |
|