| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,939.25 |
2,948.25 |
9.00 |
0.3% |
2,981.00 |
| High |
2,954.00 |
2,992.00 |
38.00 |
1.3% |
3,007.00 |
| Low |
2,910.50 |
2,940.00 |
29.50 |
1.0% |
2,910.50 |
| Close |
2,949.50 |
2,980.50 |
31.00 |
1.1% |
2,980.50 |
| Range |
43.50 |
52.00 |
8.50 |
19.5% |
96.50 |
| ATR |
39.27 |
40.18 |
0.91 |
2.3% |
0.00 |
| Volume |
280,562 |
266,604 |
-13,958 |
-5.0% |
1,456,115 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,126.75 |
3,105.75 |
3,009.00 |
|
| R3 |
3,074.75 |
3,053.75 |
2,994.75 |
|
| R2 |
3,022.75 |
3,022.75 |
2,990.00 |
|
| R1 |
3,001.75 |
3,001.75 |
2,985.25 |
3,012.25 |
| PP |
2,970.75 |
2,970.75 |
2,970.75 |
2,976.00 |
| S1 |
2,949.75 |
2,949.75 |
2,975.75 |
2,960.25 |
| S2 |
2,918.75 |
2,918.75 |
2,971.00 |
|
| S3 |
2,866.75 |
2,897.75 |
2,966.25 |
|
| S4 |
2,814.75 |
2,845.75 |
2,952.00 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,255.50 |
3,214.50 |
3,033.50 |
|
| R3 |
3,159.00 |
3,118.00 |
3,007.00 |
|
| R2 |
3,062.50 |
3,062.50 |
2,998.25 |
|
| R1 |
3,021.50 |
3,021.50 |
2,989.25 |
2,993.75 |
| PP |
2,966.00 |
2,966.00 |
2,966.00 |
2,952.00 |
| S1 |
2,925.00 |
2,925.00 |
2,971.75 |
2,897.25 |
| S2 |
2,869.50 |
2,869.50 |
2,962.75 |
|
| S3 |
2,773.00 |
2,828.50 |
2,954.00 |
|
| S4 |
2,676.50 |
2,732.00 |
2,927.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,007.00 |
2,910.50 |
96.50 |
3.2% |
46.50 |
1.6% |
73% |
False |
False |
291,223 |
| 10 |
3,036.75 |
2,910.50 |
126.25 |
4.2% |
44.50 |
1.5% |
55% |
False |
False |
263,055 |
| 20 |
3,053.50 |
2,910.50 |
143.00 |
4.8% |
38.50 |
1.3% |
49% |
False |
False |
240,387 |
| 40 |
3,053.50 |
2,724.00 |
329.50 |
11.1% |
39.25 |
1.3% |
78% |
False |
False |
230,983 |
| 60 |
3,053.50 |
2,724.00 |
329.50 |
11.1% |
37.25 |
1.3% |
78% |
False |
False |
224,051 |
| 80 |
3,053.50 |
2,683.50 |
370.00 |
12.4% |
35.75 |
1.2% |
80% |
False |
False |
180,956 |
| 100 |
3,053.50 |
2,683.50 |
370.00 |
12.4% |
33.00 |
1.1% |
80% |
False |
False |
144,777 |
| 120 |
3,053.50 |
2,569.50 |
484.00 |
16.2% |
30.75 |
1.0% |
85% |
False |
False |
120,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,213.00 |
|
2.618 |
3,128.25 |
|
1.618 |
3,076.25 |
|
1.000 |
3,044.00 |
|
0.618 |
3,024.25 |
|
HIGH |
2,992.00 |
|
0.618 |
2,972.25 |
|
0.500 |
2,966.00 |
|
0.382 |
2,959.75 |
|
LOW |
2,940.00 |
|
0.618 |
2,907.75 |
|
1.000 |
2,888.00 |
|
1.618 |
2,855.75 |
|
2.618 |
2,803.75 |
|
4.250 |
2,719.00 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,975.75 |
2,970.75 |
| PP |
2,970.75 |
2,961.00 |
| S1 |
2,966.00 |
2,951.25 |
|