| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
8,198.0 |
8,151.0 |
-47.0 |
-0.6% |
8,323.5 |
| High |
8,242.0 |
8,289.0 |
47.0 |
0.6% |
8,403.0 |
| Low |
8,073.5 |
8,044.5 |
-29.0 |
-0.4% |
8,044.5 |
| Close |
8,119.5 |
8,272.0 |
152.5 |
1.9% |
8,272.0 |
| Range |
168.5 |
244.5 |
76.0 |
45.1% |
358.5 |
| ATR |
126.2 |
134.6 |
8.5 |
6.7% |
0.0 |
| Volume |
3,101 |
5,628 |
2,527 |
81.5% |
14,248 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,935.3 |
8,848.2 |
8,406.5 |
|
| R3 |
8,690.8 |
8,603.7 |
8,339.2 |
|
| R2 |
8,446.3 |
8,446.3 |
8,316.8 |
|
| R1 |
8,359.2 |
8,359.2 |
8,294.4 |
8,402.8 |
| PP |
8,201.8 |
8,201.8 |
8,201.8 |
8,223.6 |
| S1 |
8,114.7 |
8,114.7 |
8,249.6 |
8,158.3 |
| S2 |
7,957.3 |
7,957.3 |
8,227.2 |
|
| S3 |
7,712.8 |
7,870.2 |
8,204.8 |
|
| S4 |
7,468.3 |
7,625.7 |
8,137.5 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,315.3 |
9,152.2 |
8,469.2 |
|
| R3 |
8,956.8 |
8,793.7 |
8,370.6 |
|
| R2 |
8,598.3 |
8,598.3 |
8,337.7 |
|
| R1 |
8,435.2 |
8,435.2 |
8,304.9 |
8,337.5 |
| PP |
8,239.8 |
8,239.8 |
8,239.8 |
8,191.0 |
| S1 |
8,076.7 |
8,076.7 |
8,239.1 |
7,979.0 |
| S2 |
7,881.3 |
7,881.3 |
8,206.3 |
|
| S3 |
7,522.8 |
7,718.2 |
8,173.4 |
|
| S4 |
7,164.3 |
7,359.7 |
8,074.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,403.0 |
8,044.5 |
358.5 |
4.3% |
171.6 |
2.1% |
63% |
False |
True |
2,849 |
| 10 |
8,537.0 |
8,044.5 |
492.5 |
6.0% |
138.6 |
1.7% |
46% |
False |
True |
1,671 |
| 20 |
8,568.0 |
8,044.5 |
523.5 |
6.3% |
118.1 |
1.4% |
43% |
False |
True |
967 |
| 40 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
113.2 |
1.4% |
74% |
False |
False |
726 |
| 60 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
110.0 |
1.3% |
74% |
False |
False |
848 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
106.3 |
1.3% |
74% |
False |
False |
838 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.7% |
98.5 |
1.2% |
74% |
False |
False |
681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,328.1 |
|
2.618 |
8,929.1 |
|
1.618 |
8,684.6 |
|
1.000 |
8,533.5 |
|
0.618 |
8,440.1 |
|
HIGH |
8,289.0 |
|
0.618 |
8,195.6 |
|
0.500 |
8,166.8 |
|
0.382 |
8,137.9 |
|
LOW |
8,044.5 |
|
0.618 |
7,893.4 |
|
1.000 |
7,800.0 |
|
1.618 |
7,648.9 |
|
2.618 |
7,404.4 |
|
4.250 |
7,005.4 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,236.9 |
8,238.6 |
| PP |
8,201.8 |
8,205.2 |
| S1 |
8,166.8 |
8,171.8 |
|