| 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 |
6,516.5 |
6,390.5 |
-126.0 |
-1.9% |
6,683.0 |
| High |
6,521.0 |
6,422.5 |
-98.5 |
-1.5% |
6,779.5 |
| Low |
6,383.0 |
6,271.0 |
-112.0 |
-1.8% |
6,520.5 |
| Close |
6,414.5 |
6,328.0 |
-86.5 |
-1.3% |
6,573.5 |
| Range |
138.0 |
151.5 |
13.5 |
9.8% |
259.0 |
| ATR |
92.1 |
96.4 |
4.2 |
4.6% |
0.0 |
| Volume |
130,325 |
122,328 |
-7,997 |
-6.1% |
459,539 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,795.0 |
6,713.0 |
6,411.5 |
|
| R3 |
6,643.5 |
6,561.5 |
6,369.5 |
|
| R2 |
6,492.0 |
6,492.0 |
6,356.0 |
|
| R1 |
6,410.0 |
6,410.0 |
6,342.0 |
6,375.0 |
| PP |
6,340.5 |
6,340.5 |
6,340.5 |
6,323.0 |
| S1 |
6,258.5 |
6,258.5 |
6,314.0 |
6,224.0 |
| S2 |
6,189.0 |
6,189.0 |
6,300.0 |
|
| S3 |
6,037.5 |
6,107.0 |
6,286.5 |
|
| S4 |
5,886.0 |
5,955.5 |
6,244.5 |
|
|
| 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 |
6,643.0 |
6,271.0 |
372.0 |
5.9% |
109.5 |
1.7% |
15% |
False |
True |
119,673 |
| 10 |
6,779.5 |
6,271.0 |
508.5 |
8.0% |
105.5 |
1.7% |
11% |
False |
True |
115,010 |
| 20 |
6,861.5 |
6,271.0 |
590.5 |
9.3% |
85.0 |
1.3% |
10% |
False |
True |
106,237 |
| 40 |
6,861.5 |
6,173.5 |
688.0 |
10.9% |
79.0 |
1.2% |
22% |
False |
False |
98,036 |
| 60 |
6,861.5 |
6,159.5 |
702.0 |
11.1% |
78.0 |
1.2% |
24% |
False |
False |
103,508 |
| 80 |
6,861.5 |
6,149.5 |
712.0 |
11.3% |
71.5 |
1.1% |
25% |
False |
False |
84,132 |
| 100 |
6,861.5 |
5,975.0 |
886.5 |
14.0% |
64.0 |
1.0% |
40% |
False |
False |
67,366 |
| 120 |
6,861.5 |
5,784.5 |
1,077.0 |
17.0% |
56.5 |
0.9% |
50% |
False |
False |
56,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,066.5 |
|
2.618 |
6,819.0 |
|
1.618 |
6,667.5 |
|
1.000 |
6,574.0 |
|
0.618 |
6,516.0 |
|
HIGH |
6,422.5 |
|
0.618 |
6,364.5 |
|
0.500 |
6,347.0 |
|
0.382 |
6,329.0 |
|
LOW |
6,271.0 |
|
0.618 |
6,177.5 |
|
1.000 |
6,119.5 |
|
1.618 |
6,026.0 |
|
2.618 |
5,874.5 |
|
4.250 |
5,627.0 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,347.0 |
6,415.5 |
| PP |
6,340.5 |
6,386.5 |
| S1 |
6,334.0 |
6,357.0 |
|