| 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 |
3,011.00 |
2,981.00 |
-30.00 |
-1.0% |
2,991.25 |
| High |
3,022.75 |
2,995.00 |
-27.75 |
-0.9% |
3,036.75 |
| Low |
2,976.25 |
2,950.00 |
-26.25 |
-0.9% |
2,976.25 |
| Close |
2,980.25 |
2,985.50 |
5.25 |
0.2% |
2,980.25 |
| Range |
46.50 |
45.00 |
-1.50 |
-3.2% |
60.50 |
| ATR |
37.28 |
37.83 |
0.55 |
1.5% |
0.00 |
| Volume |
273,254 |
322,752 |
49,498 |
18.1% |
970,472 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,111.75 |
3,093.75 |
3,010.25 |
|
| R3 |
3,066.75 |
3,048.75 |
2,998.00 |
|
| R2 |
3,021.75 |
3,021.75 |
2,993.75 |
|
| R1 |
3,003.75 |
3,003.75 |
2,989.50 |
3,012.75 |
| PP |
2,976.75 |
2,976.75 |
2,976.75 |
2,981.50 |
| S1 |
2,958.75 |
2,958.75 |
2,981.50 |
2,967.75 |
| S2 |
2,931.75 |
2,931.75 |
2,977.25 |
|
| S3 |
2,886.75 |
2,913.75 |
2,973.00 |
|
| S4 |
2,841.75 |
2,868.75 |
2,960.75 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,179.25 |
3,140.25 |
3,013.50 |
|
| R3 |
3,118.75 |
3,079.75 |
2,997.00 |
|
| R2 |
3,058.25 |
3,058.25 |
2,991.25 |
|
| R1 |
3,019.25 |
3,019.25 |
2,985.75 |
3,008.50 |
| PP |
2,997.75 |
2,997.75 |
2,997.75 |
2,992.50 |
| S1 |
2,958.75 |
2,958.75 |
2,974.75 |
2,948.00 |
| S2 |
2,937.25 |
2,937.25 |
2,969.25 |
|
| S3 |
2,876.75 |
2,898.25 |
2,963.50 |
|
| S4 |
2,816.25 |
2,837.75 |
2,947.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,036.75 |
2,950.00 |
86.75 |
2.9% |
43.50 |
1.5% |
41% |
False |
True |
258,644 |
| 10 |
3,053.50 |
2,950.00 |
103.50 |
3.5% |
42.25 |
1.4% |
34% |
False |
True |
255,271 |
| 20 |
3,053.50 |
2,936.50 |
117.00 |
3.9% |
33.50 |
1.1% |
42% |
False |
False |
215,773 |
| 40 |
3,053.50 |
2,724.00 |
329.50 |
11.0% |
38.25 |
1.3% |
79% |
False |
False |
224,452 |
| 60 |
3,053.50 |
2,724.00 |
329.50 |
11.0% |
35.75 |
1.2% |
79% |
False |
False |
220,194 |
| 80 |
3,053.50 |
2,683.50 |
370.00 |
12.4% |
34.50 |
1.2% |
82% |
False |
False |
166,799 |
| 100 |
3,053.50 |
2,683.50 |
370.00 |
12.4% |
31.75 |
1.1% |
82% |
False |
False |
133,444 |
| 120 |
3,053.50 |
2,569.50 |
484.00 |
16.2% |
29.50 |
1.0% |
86% |
False |
False |
111,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,186.25 |
|
2.618 |
3,112.75 |
|
1.618 |
3,067.75 |
|
1.000 |
3,040.00 |
|
0.618 |
3,022.75 |
|
HIGH |
2,995.00 |
|
0.618 |
2,977.75 |
|
0.500 |
2,972.50 |
|
0.382 |
2,967.25 |
|
LOW |
2,950.00 |
|
0.618 |
2,922.25 |
|
1.000 |
2,905.00 |
|
1.618 |
2,877.25 |
|
2.618 |
2,832.25 |
|
4.250 |
2,758.75 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,981.25 |
2,987.75 |
| PP |
2,976.75 |
2,987.00 |
| S1 |
2,972.50 |
2,986.25 |
|