| 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 |
2,986.50 |
2,970.75 |
-15.75 |
-0.5% |
2,991.25 |
| High |
3,007.00 |
2,977.75 |
-29.25 |
-1.0% |
3,036.75 |
| Low |
2,961.00 |
2,932.00 |
-29.00 |
-1.0% |
2,976.25 |
| Close |
2,974.75 |
2,938.50 |
-36.25 |
-1.2% |
2,980.25 |
| Range |
46.00 |
45.75 |
-0.25 |
-0.5% |
60.50 |
| ATR |
38.42 |
38.94 |
0.52 |
1.4% |
0.00 |
| Volume |
283,605 |
302,592 |
18,987 |
6.7% |
970,472 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,086.75 |
3,058.25 |
2,963.75 |
|
| R3 |
3,041.00 |
3,012.50 |
2,951.00 |
|
| R2 |
2,995.25 |
2,995.25 |
2,947.00 |
|
| R1 |
2,966.75 |
2,966.75 |
2,942.75 |
2,958.00 |
| PP |
2,949.50 |
2,949.50 |
2,949.50 |
2,945.00 |
| S1 |
2,921.00 |
2,921.00 |
2,934.25 |
2,912.50 |
| S2 |
2,903.75 |
2,903.75 |
2,930.00 |
|
| S3 |
2,858.00 |
2,875.25 |
2,926.00 |
|
| S4 |
2,812.25 |
2,829.50 |
2,913.25 |
|
|
| 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 |
2,932.00 |
93.50 |
3.2% |
45.50 |
1.5% |
7% |
False |
True |
279,629 |
| 10 |
3,053.50 |
2,932.00 |
121.50 |
4.1% |
46.50 |
1.6% |
5% |
False |
True |
276,045 |
| 20 |
3,053.50 |
2,932.00 |
121.50 |
4.1% |
36.25 |
1.2% |
5% |
False |
True |
229,513 |
| 40 |
3,053.50 |
2,724.00 |
329.50 |
11.2% |
38.75 |
1.3% |
65% |
False |
False |
228,764 |
| 60 |
3,053.50 |
2,724.00 |
329.50 |
11.2% |
36.50 |
1.2% |
65% |
False |
False |
222,410 |
| 80 |
3,053.50 |
2,683.50 |
370.00 |
12.6% |
34.75 |
1.2% |
69% |
False |
False |
174,120 |
| 100 |
3,053.50 |
2,683.50 |
370.00 |
12.6% |
32.50 |
1.1% |
69% |
False |
False |
139,306 |
| 120 |
3,053.50 |
2,569.50 |
484.00 |
16.5% |
30.00 |
1.0% |
76% |
False |
False |
116,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,172.25 |
|
2.618 |
3,097.50 |
|
1.618 |
3,051.75 |
|
1.000 |
3,023.50 |
|
0.618 |
3,006.00 |
|
HIGH |
2,977.75 |
|
0.618 |
2,960.25 |
|
0.500 |
2,955.00 |
|
0.382 |
2,949.50 |
|
LOW |
2,932.00 |
|
0.618 |
2,903.75 |
|
1.000 |
2,886.25 |
|
1.618 |
2,858.00 |
|
2.618 |
2,812.25 |
|
4.250 |
2,737.50 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,955.00 |
2,969.50 |
| PP |
2,949.50 |
2,959.25 |
| S1 |
2,944.00 |
2,948.75 |
|