| 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 |
2,981.00 |
2,986.50 |
5.50 |
0.2% |
2,991.25 |
| High |
2,995.00 |
3,007.00 |
12.00 |
0.4% |
3,036.75 |
| Low |
2,950.00 |
2,961.00 |
11.00 |
0.4% |
2,976.25 |
| Close |
2,985.50 |
2,974.75 |
-10.75 |
-0.4% |
2,980.25 |
| Range |
45.00 |
46.00 |
1.00 |
2.2% |
60.50 |
| ATR |
37.83 |
38.42 |
0.58 |
1.5% |
0.00 |
| Volume |
322,752 |
283,605 |
-39,147 |
-12.1% |
970,472 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,119.00 |
3,092.75 |
3,000.00 |
|
| R3 |
3,073.00 |
3,046.75 |
2,987.50 |
|
| R2 |
3,027.00 |
3,027.00 |
2,983.25 |
|
| R1 |
3,000.75 |
3,000.75 |
2,979.00 |
2,991.00 |
| PP |
2,981.00 |
2,981.00 |
2,981.00 |
2,976.00 |
| S1 |
2,954.75 |
2,954.75 |
2,970.50 |
2,945.00 |
| S2 |
2,935.00 |
2,935.00 |
2,966.25 |
|
| S3 |
2,889.00 |
2,908.75 |
2,962.00 |
|
| S4 |
2,843.00 |
2,862.75 |
2,949.50 |
|
|
| 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 |
3,025.50 |
2,950.00 |
75.50 |
2.5% |
42.25 |
1.4% |
33% |
False |
False |
267,602 |
| 10 |
3,053.50 |
2,950.00 |
103.50 |
3.5% |
44.75 |
1.5% |
24% |
False |
False |
264,306 |
| 20 |
3,053.50 |
2,937.25 |
116.25 |
3.9% |
35.00 |
1.2% |
32% |
False |
False |
223,212 |
| 40 |
3,053.50 |
2,724.00 |
329.50 |
11.1% |
38.50 |
1.3% |
76% |
False |
False |
227,139 |
| 60 |
3,053.50 |
2,724.00 |
329.50 |
11.1% |
36.00 |
1.2% |
76% |
False |
False |
221,315 |
| 80 |
3,053.50 |
2,683.50 |
370.00 |
12.4% |
34.75 |
1.2% |
79% |
False |
False |
170,343 |
| 100 |
3,053.50 |
2,683.50 |
370.00 |
12.4% |
32.00 |
1.1% |
79% |
False |
False |
136,280 |
| 120 |
3,053.50 |
2,569.50 |
484.00 |
16.3% |
29.50 |
1.0% |
84% |
False |
False |
113,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,202.50 |
|
2.618 |
3,127.50 |
|
1.618 |
3,081.50 |
|
1.000 |
3,053.00 |
|
0.618 |
3,035.50 |
|
HIGH |
3,007.00 |
|
0.618 |
2,989.50 |
|
0.500 |
2,984.00 |
|
0.382 |
2,978.50 |
|
LOW |
2,961.00 |
|
0.618 |
2,932.50 |
|
1.000 |
2,915.00 |
|
1.618 |
2,886.50 |
|
2.618 |
2,840.50 |
|
4.250 |
2,765.50 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,984.00 |
2,986.50 |
| PP |
2,981.00 |
2,982.50 |
| S1 |
2,977.75 |
2,978.50 |
|