| 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 |
1,397.5 |
1,401.7 |
4.2 |
0.3% |
1,386.3 |
| High |
1,410.0 |
1,422.7 |
12.7 |
0.9% |
1,421.1 |
| Low |
1,395.6 |
1,391.6 |
-4.0 |
-0.3% |
1,372.1 |
| Close |
1,398.4 |
1,415.7 |
17.3 |
1.2% |
1,392.6 |
| Range |
14.4 |
31.1 |
16.7 |
116.0% |
49.0 |
| ATR |
31.8 |
31.8 |
-0.1 |
-0.2% |
0.0 |
| Volume |
1,687 |
782 |
-905 |
-53.6% |
514,807 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,503.3 |
1,490.6 |
1,432.8 |
|
| R3 |
1,472.2 |
1,459.5 |
1,424.3 |
|
| R2 |
1,441.1 |
1,441.1 |
1,421.4 |
|
| R1 |
1,428.4 |
1,428.4 |
1,418.6 |
1,434.8 |
| PP |
1,410.0 |
1,410.0 |
1,410.0 |
1,413.2 |
| S1 |
1,397.3 |
1,397.3 |
1,412.8 |
1,403.7 |
| S2 |
1,378.9 |
1,378.9 |
1,410.0 |
|
| S3 |
1,347.8 |
1,366.2 |
1,407.1 |
|
| S4 |
1,316.7 |
1,335.1 |
1,398.6 |
|
|
| 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 |
1,422.7 |
1,384.2 |
38.5 |
2.7% |
27.1 |
1.9% |
82% |
True |
False |
2,163 |
| 10 |
1,422.7 |
1,355.0 |
67.7 |
4.8% |
26.8 |
1.9% |
90% |
True |
False |
87,683 |
| 20 |
1,476.0 |
1,336.3 |
139.7 |
9.9% |
32.8 |
2.3% |
57% |
False |
False |
154,408 |
| 40 |
1,568.1 |
1,321.5 |
246.6 |
17.4% |
37.7 |
2.7% |
38% |
False |
False |
190,402 |
| 60 |
1,618.3 |
1,321.5 |
296.8 |
21.0% |
31.3 |
2.2% |
32% |
False |
False |
159,961 |
| 80 |
1,655.8 |
1,321.5 |
334.3 |
23.6% |
28.8 |
2.0% |
28% |
False |
False |
123,224 |
| 100 |
1,700.0 |
1,321.5 |
378.5 |
26.7% |
26.3 |
1.9% |
25% |
False |
False |
99,530 |
| 120 |
1,715.6 |
1,321.5 |
394.1 |
27.8% |
25.3 |
1.8% |
24% |
False |
False |
83,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,554.9 |
|
2.618 |
1,504.1 |
|
1.618 |
1,473.0 |
|
1.000 |
1,453.8 |
|
0.618 |
1,441.9 |
|
HIGH |
1,422.7 |
|
0.618 |
1,410.8 |
|
0.500 |
1,407.2 |
|
0.382 |
1,403.5 |
|
LOW |
1,391.6 |
|
0.618 |
1,372.4 |
|
1.000 |
1,360.5 |
|
1.618 |
1,341.3 |
|
2.618 |
1,310.2 |
|
4.250 |
1,259.4 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,412.9 |
1,412.4 |
| PP |
1,410.0 |
1,409.1 |
| S1 |
1,407.2 |
1,405.9 |
|