| 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 |
1,388.8 |
1,411.2 |
22.4 |
1.6% |
1,387.5 |
| High |
1,416.5 |
1,414.8 |
-1.7 |
-0.1% |
1,421.6 |
| Low |
1,388.3 |
1,388.1 |
-0.2 |
0.0% |
1,372.8 |
| Close |
1,411.9 |
1,397.2 |
-14.7 |
-1.0% |
1,393.0 |
| Range |
28.2 |
26.7 |
-1.5 |
-5.3% |
48.8 |
| ATR |
33.3 |
32.9 |
-0.5 |
-1.4% |
0.0 |
| Volume |
141,771 |
117,534 |
-24,237 |
-17.1% |
628,696 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,480.1 |
1,465.4 |
1,411.9 |
|
| R3 |
1,453.4 |
1,438.7 |
1,404.5 |
|
| R2 |
1,426.7 |
1,426.7 |
1,402.1 |
|
| R1 |
1,412.0 |
1,412.0 |
1,399.6 |
1,406.0 |
| PP |
1,400.0 |
1,400.0 |
1,400.0 |
1,397.1 |
| S1 |
1,385.3 |
1,385.3 |
1,394.8 |
1,379.3 |
| S2 |
1,373.3 |
1,373.3 |
1,392.3 |
|
| S3 |
1,346.6 |
1,358.6 |
1,389.9 |
|
| S4 |
1,319.9 |
1,331.9 |
1,382.5 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,542.2 |
1,516.4 |
1,419.8 |
|
| R3 |
1,493.4 |
1,467.6 |
1,406.4 |
|
| R2 |
1,444.6 |
1,444.6 |
1,401.9 |
|
| R1 |
1,418.8 |
1,418.8 |
1,397.5 |
1,431.7 |
| PP |
1,395.8 |
1,395.8 |
1,395.8 |
1,402.3 |
| S1 |
1,370.0 |
1,370.0 |
1,388.5 |
1,382.9 |
| S2 |
1,347.0 |
1,347.0 |
1,384.1 |
|
| S3 |
1,298.2 |
1,321.2 |
1,379.6 |
|
| S4 |
1,249.4 |
1,272.4 |
1,366.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,421.6 |
1,379.7 |
41.9 |
3.0% |
27.5 |
2.0% |
42% |
False |
False |
152,220 |
| 10 |
1,421.6 |
1,354.4 |
67.2 |
4.8% |
32.5 |
2.3% |
64% |
False |
False |
102,122 |
| 20 |
1,477.1 |
1,338.0 |
139.1 |
10.0% |
33.2 |
2.4% |
43% |
False |
False |
61,386 |
| 40 |
1,591.6 |
1,323.0 |
268.6 |
19.2% |
37.0 |
2.7% |
28% |
False |
False |
34,586 |
| 60 |
1,619.3 |
1,323.0 |
296.3 |
21.2% |
29.8 |
2.1% |
25% |
False |
False |
24,634 |
| 80 |
1,677.8 |
1,323.0 |
354.8 |
25.4% |
27.4 |
2.0% |
21% |
False |
False |
19,419 |
| 100 |
1,702.4 |
1,323.0 |
379.4 |
27.2% |
24.8 |
1.8% |
20% |
False |
False |
15,967 |
| 120 |
1,727.0 |
1,323.0 |
404.0 |
28.9% |
23.3 |
1.7% |
18% |
False |
False |
13,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,528.3 |
|
2.618 |
1,484.7 |
|
1.618 |
1,458.0 |
|
1.000 |
1,441.5 |
|
0.618 |
1,431.3 |
|
HIGH |
1,414.8 |
|
0.618 |
1,404.6 |
|
0.500 |
1,401.5 |
|
0.382 |
1,398.3 |
|
LOW |
1,388.1 |
|
0.618 |
1,371.6 |
|
1.000 |
1,361.4 |
|
1.618 |
1,344.9 |
|
2.618 |
1,318.2 |
|
4.250 |
1,274.6 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,401.5 |
1,402.9 |
| PP |
1,400.0 |
1,401.0 |
| S1 |
1,398.6 |
1,399.1 |
|