| 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 |
6,525.0 |
6,516.5 |
-8.5 |
-0.1% |
6,683.0 |
| High |
6,560.0 |
6,521.0 |
-39.0 |
-0.6% |
6,779.5 |
| Low |
6,492.0 |
6,383.0 |
-109.0 |
-1.7% |
6,520.5 |
| Close |
6,541.0 |
6,414.5 |
-126.5 |
-1.9% |
6,573.5 |
| Range |
68.0 |
138.0 |
70.0 |
102.9% |
259.0 |
| ATR |
87.1 |
92.1 |
5.1 |
5.8% |
0.0 |
| Volume |
130,773 |
130,325 |
-448 |
-0.3% |
459,539 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,853.5 |
6,772.0 |
6,490.5 |
|
| R3 |
6,715.5 |
6,634.0 |
6,452.5 |
|
| R2 |
6,577.5 |
6,577.5 |
6,440.0 |
|
| R1 |
6,496.0 |
6,496.0 |
6,427.0 |
6,468.0 |
| PP |
6,439.5 |
6,439.5 |
6,439.5 |
6,425.5 |
| S1 |
6,358.0 |
6,358.0 |
6,402.0 |
6,330.0 |
| S2 |
6,301.5 |
6,301.5 |
6,389.0 |
|
| S3 |
6,163.5 |
6,220.0 |
6,376.5 |
|
| S4 |
6,025.5 |
6,082.0 |
6,338.5 |
|
|
| 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 |
6,654.5 |
6,383.0 |
271.5 |
4.2% |
93.0 |
1.4% |
12% |
False |
True |
120,655 |
| 10 |
6,861.5 |
6,383.0 |
478.5 |
7.5% |
101.5 |
1.6% |
7% |
False |
True |
118,126 |
| 20 |
6,861.5 |
6,383.0 |
478.5 |
7.5% |
79.5 |
1.2% |
7% |
False |
True |
103,030 |
| 40 |
6,861.5 |
6,173.5 |
688.0 |
10.7% |
76.0 |
1.2% |
35% |
False |
False |
97,496 |
| 60 |
6,861.5 |
6,159.5 |
702.0 |
10.9% |
76.0 |
1.2% |
36% |
False |
False |
104,913 |
| 80 |
6,861.5 |
6,143.5 |
718.0 |
11.2% |
69.5 |
1.1% |
38% |
False |
False |
82,605 |
| 100 |
6,861.5 |
5,975.0 |
886.5 |
13.8% |
62.5 |
1.0% |
50% |
False |
False |
66,145 |
| 120 |
6,861.5 |
5,784.5 |
1,077.0 |
16.8% |
55.0 |
0.9% |
58% |
False |
False |
55,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,107.5 |
|
2.618 |
6,882.5 |
|
1.618 |
6,744.5 |
|
1.000 |
6,659.0 |
|
0.618 |
6,606.5 |
|
HIGH |
6,521.0 |
|
0.618 |
6,468.5 |
|
0.500 |
6,452.0 |
|
0.382 |
6,435.5 |
|
LOW |
6,383.0 |
|
0.618 |
6,297.5 |
|
1.000 |
6,245.0 |
|
1.618 |
6,159.5 |
|
2.618 |
6,021.5 |
|
4.250 |
5,796.5 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,452.0 |
6,473.0 |
| PP |
6,439.5 |
6,453.5 |
| S1 |
6,427.0 |
6,434.0 |
|