| 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 |
1,410.9 |
1,397.5 |
-13.4 |
-0.9% |
1,386.3 |
| High |
1,414.1 |
1,410.0 |
-4.1 |
-0.3% |
1,421.1 |
| Low |
1,389.0 |
1,395.6 |
6.6 |
0.5% |
1,372.1 |
| Close |
1,397.1 |
1,398.4 |
1.3 |
0.1% |
1,392.6 |
| Range |
25.1 |
14.4 |
-10.7 |
-42.6% |
49.0 |
| ATR |
33.1 |
31.8 |
-1.3 |
-4.0% |
0.0 |
| Volume |
930 |
1,687 |
757 |
81.4% |
514,807 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,444.5 |
1,435.9 |
1,406.3 |
|
| R3 |
1,430.1 |
1,421.5 |
1,402.4 |
|
| R2 |
1,415.7 |
1,415.7 |
1,401.0 |
|
| R1 |
1,407.1 |
1,407.1 |
1,399.7 |
1,411.4 |
| PP |
1,401.3 |
1,401.3 |
1,401.3 |
1,403.5 |
| S1 |
1,392.7 |
1,392.7 |
1,397.1 |
1,397.0 |
| S2 |
1,386.9 |
1,386.9 |
1,395.8 |
|
| S3 |
1,372.5 |
1,378.3 |
1,394.4 |
|
| S4 |
1,358.1 |
1,363.9 |
1,390.5 |
|
|
| 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 |
1,384.2 |
36.9 |
2.6% |
26.7 |
1.9% |
38% |
False |
False |
11,033 |
| 10 |
1,421.1 |
1,353.1 |
68.0 |
4.9% |
29.7 |
2.1% |
67% |
False |
False |
120,469 |
| 20 |
1,476.0 |
1,336.3 |
139.7 |
10.0% |
32.7 |
2.3% |
44% |
False |
False |
162,317 |
| 40 |
1,588.5 |
1,321.5 |
267.0 |
19.1% |
37.7 |
2.7% |
29% |
False |
False |
194,791 |
| 60 |
1,618.3 |
1,321.5 |
296.8 |
21.2% |
31.1 |
2.2% |
26% |
False |
False |
160,370 |
| 80 |
1,671.4 |
1,321.5 |
349.9 |
25.0% |
28.8 |
2.1% |
22% |
False |
False |
123,246 |
| 100 |
1,700.0 |
1,321.5 |
378.5 |
27.1% |
26.2 |
1.9% |
20% |
False |
False |
99,543 |
| 120 |
1,728.8 |
1,321.5 |
407.3 |
29.1% |
25.1 |
1.8% |
19% |
False |
False |
83,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,471.2 |
|
2.618 |
1,447.7 |
|
1.618 |
1,433.3 |
|
1.000 |
1,424.4 |
|
0.618 |
1,418.9 |
|
HIGH |
1,410.0 |
|
0.618 |
1,404.5 |
|
0.500 |
1,402.8 |
|
0.382 |
1,401.1 |
|
LOW |
1,395.6 |
|
0.618 |
1,386.7 |
|
1.000 |
1,381.2 |
|
1.618 |
1,372.3 |
|
2.618 |
1,357.9 |
|
4.250 |
1,334.4 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,402.8 |
1,402.3 |
| PP |
1,401.3 |
1,401.0 |
| S1 |
1,399.9 |
1,399.7 |
|