| 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 |
1,389.1 |
1,410.9 |
21.8 |
1.6% |
1,386.3 |
| High |
1,416.3 |
1,414.1 |
-2.2 |
-0.2% |
1,421.1 |
| Low |
1,388.3 |
1,389.0 |
0.7 |
0.1% |
1,372.1 |
| Close |
1,411.7 |
1,397.1 |
-14.6 |
-1.0% |
1,392.6 |
| Range |
28.0 |
25.1 |
-2.9 |
-10.4% |
49.0 |
| ATR |
33.8 |
33.1 |
-0.6 |
-1.8% |
0.0 |
| Volume |
1,420 |
930 |
-490 |
-34.5% |
514,807 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,475.4 |
1,461.3 |
1,410.9 |
|
| R3 |
1,450.3 |
1,436.2 |
1,404.0 |
|
| R2 |
1,425.2 |
1,425.2 |
1,401.7 |
|
| R1 |
1,411.1 |
1,411.1 |
1,399.4 |
1,405.6 |
| PP |
1,400.1 |
1,400.1 |
1,400.1 |
1,397.3 |
| S1 |
1,386.0 |
1,386.0 |
1,394.8 |
1,380.5 |
| S2 |
1,375.0 |
1,375.0 |
1,392.5 |
|
| S3 |
1,349.9 |
1,360.9 |
1,390.2 |
|
| S4 |
1,324.8 |
1,335.8 |
1,383.3 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,542.3 |
1,516.4 |
1,419.6 |
|
| R3 |
1,493.3 |
1,467.4 |
1,406.1 |
|
| R2 |
1,444.3 |
1,444.3 |
1,401.6 |
|
| R1 |
1,418.4 |
1,418.4 |
1,397.1 |
1,431.4 |
| PP |
1,395.3 |
1,395.3 |
1,395.3 |
1,401.7 |
| S1 |
1,369.4 |
1,369.4 |
1,388.1 |
1,382.4 |
| S2 |
1,346.3 |
1,346.3 |
1,383.6 |
|
| S3 |
1,297.3 |
1,320.4 |
1,379.1 |
|
| S4 |
1,248.3 |
1,271.4 |
1,365.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,421.1 |
1,379.1 |
42.0 |
3.0% |
27.0 |
1.9% |
43% |
False |
False |
44,429 |
| 10 |
1,421.1 |
1,353.1 |
68.0 |
4.9% |
32.4 |
2.3% |
65% |
False |
False |
142,802 |
| 20 |
1,476.0 |
1,336.3 |
139.7 |
10.0% |
33.5 |
2.4% |
44% |
False |
False |
171,857 |
| 40 |
1,590.1 |
1,321.5 |
268.6 |
19.2% |
37.9 |
2.7% |
28% |
False |
False |
197,913 |
| 60 |
1,618.3 |
1,321.5 |
296.8 |
21.2% |
30.9 |
2.2% |
25% |
False |
False |
160,813 |
| 80 |
1,675.8 |
1,321.5 |
354.3 |
25.4% |
28.7 |
2.1% |
21% |
False |
False |
123,260 |
| 100 |
1,700.0 |
1,321.5 |
378.5 |
27.1% |
26.3 |
1.9% |
20% |
False |
False |
99,549 |
| 120 |
1,728.8 |
1,321.5 |
407.3 |
29.2% |
25.1 |
1.8% |
19% |
False |
False |
83,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,520.8 |
|
2.618 |
1,479.8 |
|
1.618 |
1,454.7 |
|
1.000 |
1,439.2 |
|
0.618 |
1,429.6 |
|
HIGH |
1,414.1 |
|
0.618 |
1,404.5 |
|
0.500 |
1,401.6 |
|
0.382 |
1,398.6 |
|
LOW |
1,389.0 |
|
0.618 |
1,373.5 |
|
1.000 |
1,363.9 |
|
1.618 |
1,348.4 |
|
2.618 |
1,323.3 |
|
4.250 |
1,282.3 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,401.6 |
1,402.7 |
| PP |
1,400.1 |
1,400.8 |
| S1 |
1,398.6 |
1,399.0 |
|