| 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 |
1,398.8 |
1,401.8 |
3.0 |
0.2% |
1,387.5 |
| High |
1,410.3 |
1,423.3 |
13.0 |
0.9% |
1,421.6 |
| Low |
1,395.1 |
1,391.2 |
-3.9 |
-0.3% |
1,372.8 |
| Close |
1,398.5 |
1,415.8 |
17.3 |
1.2% |
1,393.0 |
| Range |
15.2 |
32.1 |
16.9 |
111.2% |
48.8 |
| ATR |
31.6 |
31.6 |
0.0 |
0.1% |
0.0 |
| Volume |
139,655 |
177,144 |
37,489 |
26.8% |
628,696 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,506.4 |
1,493.2 |
1,433.5 |
|
| R3 |
1,474.3 |
1,461.1 |
1,424.6 |
|
| R2 |
1,442.2 |
1,442.2 |
1,421.7 |
|
| R1 |
1,429.0 |
1,429.0 |
1,418.7 |
1,435.6 |
| PP |
1,410.1 |
1,410.1 |
1,410.1 |
1,413.4 |
| S1 |
1,396.9 |
1,396.9 |
1,412.9 |
1,403.5 |
| S2 |
1,378.0 |
1,378.0 |
1,409.9 |
|
| S3 |
1,345.9 |
1,364.8 |
1,407.0 |
|
| S4 |
1,313.8 |
1,332.7 |
1,398.1 |
|
|
| 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 |
1,423.3 |
1,384.2 |
39.1 |
2.8% |
27.9 |
2.0% |
81% |
True |
False |
148,791 |
| 10 |
1,423.3 |
1,356.3 |
67.0 |
4.7% |
27.1 |
1.9% |
89% |
True |
False |
127,056 |
| 20 |
1,475.0 |
1,338.0 |
137.0 |
9.7% |
32.7 |
2.3% |
57% |
False |
False |
75,580 |
| 40 |
1,569.6 |
1,323.0 |
246.6 |
17.4% |
36.9 |
2.6% |
38% |
False |
False |
42,340 |
| 60 |
1,619.3 |
1,323.0 |
296.3 |
20.9% |
30.2 |
2.1% |
31% |
False |
False |
29,834 |
| 80 |
1,657.1 |
1,323.0 |
334.1 |
23.6% |
27.6 |
2.0% |
28% |
False |
False |
23,349 |
| 100 |
1,702.4 |
1,323.0 |
379.4 |
26.8% |
24.8 |
1.8% |
24% |
False |
False |
19,093 |
| 120 |
1,710.0 |
1,323.0 |
387.0 |
27.3% |
23.6 |
1.7% |
24% |
False |
False |
16,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,559.7 |
|
2.618 |
1,507.3 |
|
1.618 |
1,475.2 |
|
1.000 |
1,455.4 |
|
0.618 |
1,443.1 |
|
HIGH |
1,423.3 |
|
0.618 |
1,411.0 |
|
0.500 |
1,407.3 |
|
0.382 |
1,403.5 |
|
LOW |
1,391.2 |
|
0.618 |
1,371.4 |
|
1.000 |
1,359.1 |
|
1.618 |
1,339.3 |
|
2.618 |
1,307.2 |
|
4.250 |
1,254.8 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,413.0 |
1,412.4 |
| PP |
1,410.1 |
1,409.1 |
| S1 |
1,407.3 |
1,405.7 |
|