| 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 |
2,726.0 |
2,704.0 |
-22.0 |
-0.8% |
2,794.0 |
| High |
2,746.0 |
2,723.0 |
-23.0 |
-0.8% |
2,842.0 |
| Low |
2,696.0 |
2,645.0 |
-51.0 |
-1.9% |
2,740.0 |
| Close |
2,706.0 |
2,674.0 |
-32.0 |
-1.2% |
2,770.0 |
| Range |
50.0 |
78.0 |
28.0 |
56.0% |
102.0 |
| ATR |
45.8 |
48.1 |
2.3 |
5.0% |
0.0 |
| Volume |
115,117 |
21,823 |
-93,294 |
-81.0% |
44,839 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,914.7 |
2,872.3 |
2,716.9 |
|
| R3 |
2,836.7 |
2,794.3 |
2,695.5 |
|
| R2 |
2,758.7 |
2,758.7 |
2,688.3 |
|
| R1 |
2,716.3 |
2,716.3 |
2,681.2 |
2,698.5 |
| PP |
2,680.7 |
2,680.7 |
2,680.7 |
2,671.8 |
| S1 |
2,638.3 |
2,638.3 |
2,666.9 |
2,620.5 |
| S2 |
2,602.7 |
2,602.7 |
2,659.7 |
|
| S3 |
2,524.7 |
2,560.3 |
2,652.6 |
|
| S4 |
2,446.7 |
2,482.3 |
2,631.1 |
|
|
| 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 |
2,796.0 |
2,645.0 |
151.0 |
5.6% |
57.8 |
2.2% |
19% |
False |
True |
54,888 |
| 10 |
2,842.0 |
2,645.0 |
197.0 |
7.4% |
49.2 |
1.8% |
15% |
False |
True |
28,574 |
| 20 |
2,842.0 |
2,645.0 |
197.0 |
7.4% |
40.4 |
1.5% |
15% |
False |
True |
15,435 |
| 40 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
40.3 |
1.5% |
54% |
False |
False |
9,125 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
40.6 |
1.5% |
54% |
False |
False |
6,641 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
38.3 |
1.4% |
54% |
False |
False |
5,250 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.7% |
33.9 |
1.3% |
54% |
False |
False |
4,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,054.5 |
|
2.618 |
2,927.2 |
|
1.618 |
2,849.2 |
|
1.000 |
2,801.0 |
|
0.618 |
2,771.2 |
|
HIGH |
2,723.0 |
|
0.618 |
2,693.2 |
|
0.500 |
2,684.0 |
|
0.382 |
2,674.8 |
|
LOW |
2,645.0 |
|
0.618 |
2,596.8 |
|
1.000 |
2,567.0 |
|
1.618 |
2,518.8 |
|
2.618 |
2,440.8 |
|
4.250 |
2,313.5 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,684.0 |
2,708.0 |
| PP |
2,680.7 |
2,696.7 |
| S1 |
2,677.3 |
2,685.3 |
|