| 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 |
2,970.75 |
2,939.25 |
-31.50 |
-1.1% |
2,991.25 |
| High |
2,977.75 |
2,954.00 |
-23.75 |
-0.8% |
3,036.75 |
| Low |
2,932.00 |
2,910.50 |
-21.50 |
-0.7% |
2,976.25 |
| Close |
2,938.50 |
2,949.50 |
11.00 |
0.4% |
2,980.25 |
| Range |
45.75 |
43.50 |
-2.25 |
-4.9% |
60.50 |
| ATR |
38.94 |
39.27 |
0.33 |
0.8% |
0.00 |
| Volume |
302,592 |
280,562 |
-22,030 |
-7.3% |
970,472 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,068.50 |
3,052.50 |
2,973.50 |
|
| R3 |
3,025.00 |
3,009.00 |
2,961.50 |
|
| R2 |
2,981.50 |
2,981.50 |
2,957.50 |
|
| R1 |
2,965.50 |
2,965.50 |
2,953.50 |
2,973.50 |
| PP |
2,938.00 |
2,938.00 |
2,938.00 |
2,942.00 |
| S1 |
2,922.00 |
2,922.00 |
2,945.50 |
2,930.00 |
| S2 |
2,894.50 |
2,894.50 |
2,941.50 |
|
| S3 |
2,851.00 |
2,878.50 |
2,937.50 |
|
| S4 |
2,807.50 |
2,835.00 |
2,925.50 |
|
|
| 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 |
3,022.75 |
2,910.50 |
112.25 |
3.8% |
45.25 |
1.5% |
35% |
False |
True |
292,553 |
| 10 |
3,036.75 |
2,910.50 |
126.25 |
4.3% |
44.00 |
1.5% |
31% |
False |
True |
267,723 |
| 20 |
3,053.50 |
2,910.50 |
143.00 |
4.8% |
37.25 |
1.3% |
27% |
False |
True |
236,308 |
| 40 |
3,053.50 |
2,724.00 |
329.50 |
11.2% |
38.25 |
1.3% |
68% |
False |
False |
229,302 |
| 60 |
3,053.50 |
2,724.00 |
329.50 |
11.2% |
36.75 |
1.2% |
68% |
False |
False |
223,144 |
| 80 |
3,053.50 |
2,683.50 |
370.00 |
12.5% |
35.25 |
1.2% |
72% |
False |
False |
177,624 |
| 100 |
3,053.50 |
2,683.50 |
370.00 |
12.5% |
32.75 |
1.1% |
72% |
False |
False |
142,111 |
| 120 |
3,053.50 |
2,569.50 |
484.00 |
16.4% |
30.25 |
1.0% |
79% |
False |
False |
118,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,139.00 |
|
2.618 |
3,068.00 |
|
1.618 |
3,024.50 |
|
1.000 |
2,997.50 |
|
0.618 |
2,981.00 |
|
HIGH |
2,954.00 |
|
0.618 |
2,937.50 |
|
0.500 |
2,932.25 |
|
0.382 |
2,927.00 |
|
LOW |
2,910.50 |
|
0.618 |
2,883.50 |
|
1.000 |
2,867.00 |
|
1.618 |
2,840.00 |
|
2.618 |
2,796.50 |
|
4.250 |
2,725.50 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,943.75 |
2,958.75 |
| PP |
2,938.00 |
2,955.75 |
| S1 |
2,932.25 |
2,952.50 |
|