| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1,401.8 |
1,412.7 |
10.9 |
0.8% |
1,388.8 |
| High |
1,423.3 |
1,417.7 |
-5.6 |
-0.4% |
1,423.3 |
| Low |
1,391.2 |
1,377.1 |
-14.1 |
-1.0% |
1,377.1 |
| Close |
1,415.8 |
1,383.0 |
-32.8 |
-2.3% |
1,383.0 |
| Range |
32.1 |
40.6 |
8.5 |
26.5% |
46.2 |
| ATR |
31.6 |
32.3 |
0.6 |
2.0% |
0.0 |
| Volume |
177,144 |
199,054 |
21,910 |
12.4% |
775,158 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,514.4 |
1,489.3 |
1,405.3 |
|
| R3 |
1,473.8 |
1,448.7 |
1,394.2 |
|
| R2 |
1,433.2 |
1,433.2 |
1,390.4 |
|
| R1 |
1,408.1 |
1,408.1 |
1,386.7 |
1,400.4 |
| PP |
1,392.6 |
1,392.6 |
1,392.6 |
1,388.7 |
| S1 |
1,367.5 |
1,367.5 |
1,379.3 |
1,359.8 |
| S2 |
1,352.0 |
1,352.0 |
1,375.6 |
|
| S3 |
1,311.4 |
1,326.9 |
1,371.8 |
|
| S4 |
1,270.8 |
1,286.3 |
1,360.7 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,533.1 |
1,504.2 |
1,408.4 |
|
| R3 |
1,486.9 |
1,458.0 |
1,395.7 |
|
| R2 |
1,440.7 |
1,440.7 |
1,391.5 |
|
| R1 |
1,411.8 |
1,411.8 |
1,387.2 |
1,403.2 |
| PP |
1,394.5 |
1,394.5 |
1,394.5 |
1,390.1 |
| S1 |
1,365.6 |
1,365.6 |
1,378.8 |
1,357.0 |
| S2 |
1,348.3 |
1,348.3 |
1,374.5 |
|
| S3 |
1,302.1 |
1,319.4 |
1,370.3 |
|
| S4 |
1,255.9 |
1,273.2 |
1,357.6 |
|
|
| 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 |
1,377.1 |
46.2 |
3.3% |
28.6 |
2.1% |
13% |
False |
True |
155,031 |
| 10 |
1,423.3 |
1,372.8 |
50.5 |
3.7% |
27.0 |
2.0% |
20% |
False |
False |
144,180 |
| 20 |
1,462.2 |
1,338.0 |
124.2 |
9.0% |
33.7 |
2.4% |
36% |
False |
False |
84,376 |
| 40 |
1,564.6 |
1,323.0 |
241.6 |
17.5% |
37.6 |
2.7% |
25% |
False |
False |
47,231 |
| 60 |
1,619.3 |
1,323.0 |
296.3 |
21.4% |
30.7 |
2.2% |
20% |
False |
False |
33,084 |
| 80 |
1,656.7 |
1,323.0 |
333.7 |
24.1% |
28.0 |
2.0% |
18% |
False |
False |
25,723 |
| 100 |
1,702.4 |
1,323.0 |
379.4 |
27.4% |
25.1 |
1.8% |
16% |
False |
False |
21,046 |
| 120 |
1,710.0 |
1,323.0 |
387.0 |
28.0% |
23.9 |
1.7% |
16% |
False |
False |
17,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,590.3 |
|
2.618 |
1,524.0 |
|
1.618 |
1,483.4 |
|
1.000 |
1,458.3 |
|
0.618 |
1,442.8 |
|
HIGH |
1,417.7 |
|
0.618 |
1,402.2 |
|
0.500 |
1,397.4 |
|
0.382 |
1,392.6 |
|
LOW |
1,377.1 |
|
0.618 |
1,352.0 |
|
1.000 |
1,336.5 |
|
1.618 |
1,311.4 |
|
2.618 |
1,270.8 |
|
4.250 |
1,204.6 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,397.4 |
1,400.2 |
| PP |
1,392.6 |
1,394.5 |
| S1 |
1,387.8 |
1,388.7 |
|