| 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 |
8,323.5 |
8,355.5 |
32.0 |
0.4% |
8,352.0 |
| High |
8,403.0 |
8,394.0 |
-9.0 |
-0.1% |
8,537.0 |
| Low |
8,225.5 |
8,249.5 |
24.0 |
0.3% |
8,308.0 |
| Close |
8,301.0 |
8,306.0 |
5.0 |
0.1% |
8,375.0 |
| Range |
177.5 |
144.5 |
-33.0 |
-18.6% |
229.0 |
| ATR |
120.7 |
122.4 |
1.7 |
1.4% |
0.0 |
| Volume |
1,076 |
2,567 |
1,491 |
138.6% |
2,465 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,750.0 |
8,672.5 |
8,385.5 |
|
| R3 |
8,605.5 |
8,528.0 |
8,345.7 |
|
| R2 |
8,461.0 |
8,461.0 |
8,332.5 |
|
| R1 |
8,383.5 |
8,383.5 |
8,319.2 |
8,350.0 |
| PP |
8,316.5 |
8,316.5 |
8,316.5 |
8,299.8 |
| S1 |
8,239.0 |
8,239.0 |
8,292.8 |
8,205.5 |
| S2 |
8,172.0 |
8,172.0 |
8,279.5 |
|
| S3 |
8,027.5 |
8,094.5 |
8,266.3 |
|
| S4 |
7,883.0 |
7,950.0 |
8,226.5 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,093.7 |
8,963.3 |
8,501.0 |
|
| R3 |
8,864.7 |
8,734.3 |
8,438.0 |
|
| R2 |
8,635.7 |
8,635.7 |
8,417.0 |
|
| R1 |
8,505.3 |
8,505.3 |
8,396.0 |
8,570.5 |
| PP |
8,406.7 |
8,406.7 |
8,406.7 |
8,439.3 |
| S1 |
8,276.3 |
8,276.3 |
8,354.0 |
8,341.5 |
| S2 |
8,177.7 |
8,177.7 |
8,333.0 |
|
| S3 |
7,948.7 |
8,047.3 |
8,312.0 |
|
| S4 |
7,719.7 |
7,818.3 |
8,249.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,455.0 |
8,225.5 |
229.5 |
2.8% |
134.7 |
1.6% |
35% |
False |
False |
1,105 |
| 10 |
8,568.0 |
8,225.5 |
342.5 |
4.1% |
122.8 |
1.5% |
24% |
False |
False |
723 |
| 20 |
8,568.0 |
8,186.5 |
381.5 |
4.6% |
103.0 |
1.2% |
31% |
False |
False |
465 |
| 40 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
108.9 |
1.3% |
77% |
False |
False |
474 |
| 60 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
104.3 |
1.3% |
77% |
False |
False |
824 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
102.1 |
1.2% |
77% |
False |
False |
708 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.6% |
94.3 |
1.1% |
77% |
False |
False |
575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,008.1 |
|
2.618 |
8,772.3 |
|
1.618 |
8,627.8 |
|
1.000 |
8,538.5 |
|
0.618 |
8,483.3 |
|
HIGH |
8,394.0 |
|
0.618 |
8,338.8 |
|
0.500 |
8,321.8 |
|
0.382 |
8,304.7 |
|
LOW |
8,249.5 |
|
0.618 |
8,160.2 |
|
1.000 |
8,105.0 |
|
1.618 |
8,015.7 |
|
2.618 |
7,871.2 |
|
4.250 |
7,635.4 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,321.8 |
8,318.8 |
| PP |
8,316.5 |
8,314.5 |
| S1 |
8,311.3 |
8,310.3 |
|