| 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 |
6,479.5 |
6,498.0 |
18.5 |
0.3% |
6,648.0 |
| High |
6,515.0 |
6,515.0 |
0.0 |
0.0% |
6,726.0 |
| Low |
6,452.0 |
6,450.0 |
-2.0 |
0.0% |
6,483.5 |
| Close |
6,464.0 |
6,497.5 |
33.5 |
0.5% |
6,529.5 |
| Range |
63.0 |
65.0 |
2.0 |
3.2% |
242.5 |
| ATR |
74.0 |
73.4 |
-0.6 |
-0.9% |
0.0 |
| Volume |
5,575 |
2,054 |
-3,521 |
-63.2% |
10,402 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,682.5 |
6,655.0 |
6,533.0 |
|
| R3 |
6,617.5 |
6,590.0 |
6,515.5 |
|
| R2 |
6,552.5 |
6,552.5 |
6,509.5 |
|
| R1 |
6,525.0 |
6,525.0 |
6,503.5 |
6,506.0 |
| PP |
6,487.5 |
6,487.5 |
6,487.5 |
6,478.0 |
| S1 |
6,460.0 |
6,460.0 |
6,491.5 |
6,441.0 |
| S2 |
6,422.5 |
6,422.5 |
6,485.5 |
|
| S3 |
6,357.5 |
6,395.0 |
6,479.5 |
|
| S4 |
6,292.5 |
6,330.0 |
6,462.0 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,307.0 |
7,161.0 |
6,663.0 |
|
| R3 |
7,064.5 |
6,918.5 |
6,596.0 |
|
| R2 |
6,822.0 |
6,822.0 |
6,574.0 |
|
| R1 |
6,676.0 |
6,676.0 |
6,551.5 |
6,628.0 |
| PP |
6,579.5 |
6,579.5 |
6,579.5 |
6,555.5 |
| S1 |
6,433.5 |
6,433.5 |
6,507.5 |
6,385.0 |
| S2 |
6,337.0 |
6,337.0 |
6,485.0 |
|
| S3 |
6,094.5 |
6,191.0 |
6,463.0 |
|
| S4 |
5,852.0 |
5,948.5 |
6,396.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,668.5 |
6,450.0 |
218.5 |
3.4% |
79.0 |
1.2% |
22% |
False |
True |
3,458 |
| 10 |
6,815.0 |
6,450.0 |
365.0 |
5.6% |
81.0 |
1.2% |
13% |
False |
True |
2,083 |
| 20 |
6,815.0 |
6,445.0 |
370.0 |
5.7% |
61.0 |
0.9% |
14% |
False |
False |
1,296 |
| 40 |
6,815.0 |
6,149.0 |
666.0 |
10.3% |
45.0 |
0.7% |
52% |
False |
False |
713 |
| 60 |
6,815.0 |
6,114.0 |
701.0 |
10.8% |
39.0 |
0.6% |
55% |
False |
False |
491 |
| 80 |
6,815.0 |
6,101.5 |
713.5 |
11.0% |
29.5 |
0.5% |
56% |
False |
False |
378 |
| 100 |
6,815.0 |
5,954.0 |
861.0 |
13.3% |
24.0 |
0.4% |
63% |
False |
False |
316 |
| 120 |
6,815.0 |
5,735.5 |
1,079.5 |
16.6% |
20.5 |
0.3% |
71% |
False |
False |
269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,791.0 |
|
2.618 |
6,685.0 |
|
1.618 |
6,620.0 |
|
1.000 |
6,580.0 |
|
0.618 |
6,555.0 |
|
HIGH |
6,515.0 |
|
0.618 |
6,490.0 |
|
0.500 |
6,482.5 |
|
0.382 |
6,475.0 |
|
LOW |
6,450.0 |
|
0.618 |
6,410.0 |
|
1.000 |
6,385.0 |
|
1.618 |
6,345.0 |
|
2.618 |
6,280.0 |
|
4.250 |
6,174.0 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,492.5 |
6,521.5 |
| PP |
6,487.5 |
6,513.5 |
| S1 |
6,482.5 |
6,505.5 |
|