| 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 |
1,411.2 |
1,398.8 |
-12.4 |
-0.9% |
1,387.5 |
| High |
1,414.8 |
1,410.3 |
-4.5 |
-0.3% |
1,421.6 |
| Low |
1,388.1 |
1,395.1 |
7.0 |
0.5% |
1,372.8 |
| Close |
1,397.2 |
1,398.5 |
1.3 |
0.1% |
1,393.0 |
| Range |
26.7 |
15.2 |
-11.5 |
-43.1% |
48.8 |
| ATR |
32.9 |
31.6 |
-1.3 |
-3.8% |
0.0 |
| Volume |
117,534 |
139,655 |
22,121 |
18.8% |
628,696 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,446.9 |
1,437.9 |
1,406.9 |
|
| R3 |
1,431.7 |
1,422.7 |
1,402.7 |
|
| R2 |
1,416.5 |
1,416.5 |
1,401.3 |
|
| R1 |
1,407.5 |
1,407.5 |
1,399.9 |
1,404.4 |
| PP |
1,401.3 |
1,401.3 |
1,401.3 |
1,399.8 |
| S1 |
1,392.3 |
1,392.3 |
1,397.1 |
1,389.2 |
| S2 |
1,386.1 |
1,386.1 |
1,395.7 |
|
| S3 |
1,370.9 |
1,377.1 |
1,394.3 |
|
| S4 |
1,355.7 |
1,361.9 |
1,390.1 |
|
|
| 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 |
1,384.2 |
37.4 |
2.7% |
27.4 |
2.0% |
38% |
False |
False |
153,928 |
| 10 |
1,421.6 |
1,354.4 |
67.2 |
4.8% |
29.9 |
2.1% |
66% |
False |
False |
114,402 |
| 20 |
1,477.1 |
1,338.0 |
139.1 |
9.9% |
32.5 |
2.3% |
43% |
False |
False |
68,176 |
| 40 |
1,589.9 |
1,323.0 |
266.9 |
19.1% |
36.9 |
2.6% |
28% |
False |
False |
37,991 |
| 60 |
1,619.3 |
1,323.0 |
296.3 |
21.2% |
29.9 |
2.1% |
25% |
False |
False |
26,923 |
| 80 |
1,673.0 |
1,323.0 |
350.0 |
25.0% |
27.5 |
2.0% |
22% |
False |
False |
21,152 |
| 100 |
1,702.4 |
1,323.0 |
379.4 |
27.1% |
24.7 |
1.8% |
20% |
False |
False |
17,336 |
| 120 |
1,727.0 |
1,323.0 |
404.0 |
28.9% |
23.4 |
1.7% |
19% |
False |
False |
14,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,474.9 |
|
2.618 |
1,450.1 |
|
1.618 |
1,434.9 |
|
1.000 |
1,425.5 |
|
0.618 |
1,419.7 |
|
HIGH |
1,410.3 |
|
0.618 |
1,404.5 |
|
0.500 |
1,402.7 |
|
0.382 |
1,400.9 |
|
LOW |
1,395.1 |
|
0.618 |
1,385.7 |
|
1.000 |
1,379.9 |
|
1.618 |
1,370.5 |
|
2.618 |
1,355.3 |
|
4.250 |
1,330.5 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,402.7 |
1,402.3 |
| PP |
1,401.3 |
1,401.0 |
| S1 |
1,399.9 |
1,399.8 |
|