| 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 |
2,758.0 |
2,726.0 |
-32.0 |
-1.2% |
2,794.0 |
| High |
2,771.0 |
2,746.0 |
-25.0 |
-0.9% |
2,842.0 |
| Low |
2,726.0 |
2,696.0 |
-30.0 |
-1.1% |
2,740.0 |
| Close |
2,748.0 |
2,706.0 |
-42.0 |
-1.5% |
2,770.0 |
| Range |
45.0 |
50.0 |
5.0 |
11.1% |
102.0 |
| ATR |
45.3 |
45.8 |
0.5 |
1.0% |
0.0 |
| Volume |
76,356 |
115,117 |
38,761 |
50.8% |
44,839 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,866.0 |
2,836.0 |
2,733.5 |
|
| R3 |
2,816.0 |
2,786.0 |
2,719.8 |
|
| R2 |
2,766.0 |
2,766.0 |
2,715.2 |
|
| R1 |
2,736.0 |
2,736.0 |
2,710.6 |
2,726.0 |
| PP |
2,716.0 |
2,716.0 |
2,716.0 |
2,711.0 |
| S1 |
2,686.0 |
2,686.0 |
2,701.4 |
2,676.0 |
| S2 |
2,666.0 |
2,666.0 |
2,696.8 |
|
| S3 |
2,616.0 |
2,636.0 |
2,692.3 |
|
| S4 |
2,566.0 |
2,586.0 |
2,678.5 |
|
|
| 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 |
2,805.0 |
2,696.0 |
109.0 |
4.0% |
49.8 |
1.8% |
9% |
False |
True |
51,268 |
| 10 |
2,842.0 |
2,696.0 |
146.0 |
5.4% |
46.0 |
1.7% |
7% |
False |
True |
26,416 |
| 20 |
2,842.0 |
2,696.0 |
146.0 |
5.4% |
37.9 |
1.4% |
7% |
False |
True |
14,358 |
| 40 |
2,842.0 |
2,475.0 |
367.0 |
13.6% |
39.0 |
1.4% |
63% |
False |
False |
8,580 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
13.6% |
39.9 |
1.5% |
63% |
False |
False |
6,368 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.6% |
37.4 |
1.4% |
63% |
False |
False |
4,977 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.6% |
33.2 |
1.2% |
63% |
False |
False |
3,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,958.5 |
|
2.618 |
2,876.9 |
|
1.618 |
2,826.9 |
|
1.000 |
2,796.0 |
|
0.618 |
2,776.9 |
|
HIGH |
2,746.0 |
|
0.618 |
2,726.9 |
|
0.500 |
2,721.0 |
|
0.382 |
2,715.1 |
|
LOW |
2,696.0 |
|
0.618 |
2,665.1 |
|
1.000 |
2,646.0 |
|
1.618 |
2,615.1 |
|
2.618 |
2,565.1 |
|
4.250 |
2,483.5 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,721.0 |
2,739.0 |
| PP |
2,716.0 |
2,728.0 |
| S1 |
2,711.0 |
2,717.0 |
|