| 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 |
8,253.0 |
8,198.0 |
-55.0 |
-0.7% |
8,352.0 |
| High |
8,299.0 |
8,242.0 |
-57.0 |
-0.7% |
8,537.0 |
| Low |
8,176.0 |
8,073.5 |
-102.5 |
-1.3% |
8,308.0 |
| Close |
8,215.5 |
8,119.5 |
-96.0 |
-1.2% |
8,375.0 |
| Range |
123.0 |
168.5 |
45.5 |
37.0% |
229.0 |
| ATR |
122.9 |
126.2 |
3.3 |
2.6% |
0.0 |
| Volume |
1,876 |
3,101 |
1,225 |
65.3% |
2,465 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,650.5 |
8,553.5 |
8,212.2 |
|
| R3 |
8,482.0 |
8,385.0 |
8,165.8 |
|
| R2 |
8,313.5 |
8,313.5 |
8,150.4 |
|
| R1 |
8,216.5 |
8,216.5 |
8,134.9 |
8,180.8 |
| PP |
8,145.0 |
8,145.0 |
8,145.0 |
8,127.1 |
| S1 |
8,048.0 |
8,048.0 |
8,104.1 |
8,012.3 |
| S2 |
7,976.5 |
7,976.5 |
8,088.6 |
|
| S3 |
7,808.0 |
7,879.5 |
8,073.2 |
|
| S4 |
7,639.5 |
7,711.0 |
8,026.8 |
|
|
| 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 |
8,412.0 |
8,073.5 |
338.5 |
4.2% |
143.5 |
1.8% |
14% |
False |
True |
1,894 |
| 10 |
8,537.0 |
8,073.5 |
463.5 |
5.7% |
127.3 |
1.6% |
10% |
False |
True |
1,151 |
| 20 |
8,568.0 |
8,073.5 |
494.5 |
6.1% |
110.9 |
1.4% |
9% |
False |
True |
699 |
| 40 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
109.5 |
1.3% |
60% |
False |
False |
589 |
| 60 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
107.1 |
1.3% |
60% |
False |
False |
815 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
104.2 |
1.3% |
60% |
False |
False |
769 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.9% |
96.7 |
1.2% |
60% |
False |
False |
625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,958.1 |
|
2.618 |
8,683.1 |
|
1.618 |
8,514.6 |
|
1.000 |
8,410.5 |
|
0.618 |
8,346.1 |
|
HIGH |
8,242.0 |
|
0.618 |
8,177.6 |
|
0.500 |
8,157.8 |
|
0.382 |
8,137.9 |
|
LOW |
8,073.5 |
|
0.618 |
7,969.4 |
|
1.000 |
7,905.0 |
|
1.618 |
7,800.9 |
|
2.618 |
7,632.4 |
|
4.250 |
7,357.4 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,157.8 |
8,233.8 |
| PP |
8,145.0 |
8,195.7 |
| S1 |
8,132.3 |
8,157.6 |
|