| 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 |
2,753.0 |
2,758.0 |
5.0 |
0.2% |
2,794.0 |
| High |
2,782.0 |
2,771.0 |
-11.0 |
-0.4% |
2,842.0 |
| Low |
2,722.0 |
2,726.0 |
4.0 |
0.1% |
2,740.0 |
| Close |
2,743.0 |
2,748.0 |
5.0 |
0.2% |
2,770.0 |
| Range |
60.0 |
45.0 |
-15.0 |
-25.0% |
102.0 |
| ATR |
45.4 |
45.3 |
0.0 |
-0.1% |
0.0 |
| Volume |
26,551 |
76,356 |
49,805 |
187.6% |
44,839 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,883.3 |
2,860.7 |
2,772.8 |
|
| R3 |
2,838.3 |
2,815.7 |
2,760.4 |
|
| R2 |
2,793.3 |
2,793.3 |
2,756.3 |
|
| R1 |
2,770.7 |
2,770.7 |
2,752.1 |
2,759.5 |
| PP |
2,748.3 |
2,748.3 |
2,748.3 |
2,742.8 |
| S1 |
2,725.7 |
2,725.7 |
2,743.9 |
2,714.5 |
| S2 |
2,703.3 |
2,703.3 |
2,739.8 |
|
| S3 |
2,658.3 |
2,680.7 |
2,735.6 |
|
| S4 |
2,613.3 |
2,635.7 |
2,723.3 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.0 |
3,032.0 |
2,826.1 |
|
| R3 |
2,988.0 |
2,930.0 |
2,798.1 |
|
| R2 |
2,886.0 |
2,886.0 |
2,788.7 |
|
| R1 |
2,828.0 |
2,828.0 |
2,779.4 |
2,806.0 |
| PP |
2,784.0 |
2,784.0 |
2,784.0 |
2,773.0 |
| S1 |
2,726.0 |
2,726.0 |
2,760.7 |
2,704.0 |
| S2 |
2,682.0 |
2,682.0 |
2,751.3 |
|
| S3 |
2,580.0 |
2,624.0 |
2,742.0 |
|
| S4 |
2,478.0 |
2,522.0 |
2,713.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,818.0 |
2,722.0 |
96.0 |
3.5% |
48.2 |
1.8% |
27% |
False |
False |
29,391 |
| 10 |
2,842.0 |
2,722.0 |
120.0 |
4.4% |
44.2 |
1.6% |
22% |
False |
False |
14,928 |
| 20 |
2,842.0 |
2,717.0 |
125.0 |
4.5% |
36.6 |
1.3% |
25% |
False |
False |
8,638 |
| 40 |
2,842.0 |
2,475.0 |
367.0 |
13.4% |
38.2 |
1.4% |
74% |
False |
False |
5,704 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
13.4% |
39.4 |
1.4% |
74% |
False |
False |
4,523 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.4% |
36.8 |
1.3% |
74% |
False |
False |
3,541 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.4% |
32.7 |
1.2% |
74% |
False |
False |
2,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,962.3 |
|
2.618 |
2,888.8 |
|
1.618 |
2,843.8 |
|
1.000 |
2,816.0 |
|
0.618 |
2,798.8 |
|
HIGH |
2,771.0 |
|
0.618 |
2,753.8 |
|
0.500 |
2,748.5 |
|
0.382 |
2,743.2 |
|
LOW |
2,726.0 |
|
0.618 |
2,698.2 |
|
1.000 |
2,681.0 |
|
1.618 |
2,653.2 |
|
2.618 |
2,608.2 |
|
4.250 |
2,534.8 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,748.5 |
2,759.0 |
| PP |
2,748.3 |
2,755.3 |
| S1 |
2,748.2 |
2,751.7 |
|