| 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 |
6,359.0 |
6,288.0 |
-71.0 |
-1.1% |
6,479.5 |
| High |
6,374.5 |
6,361.5 |
-13.0 |
-0.2% |
6,515.0 |
| Low |
6,239.5 |
6,256.5 |
17.0 |
0.3% |
6,239.5 |
| Close |
6,284.0 |
6,353.0 |
69.0 |
1.1% |
6,353.0 |
| Range |
135.0 |
105.0 |
-30.0 |
-22.2% |
275.5 |
| ATR |
83.2 |
84.8 |
1.6 |
1.9% |
0.0 |
| Volume |
6,276 |
17,254 |
10,978 |
174.9% |
36,032 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,638.5 |
6,601.0 |
6,411.0 |
|
| R3 |
6,533.5 |
6,496.0 |
6,382.0 |
|
| R2 |
6,428.5 |
6,428.5 |
6,372.0 |
|
| R1 |
6,391.0 |
6,391.0 |
6,362.5 |
6,410.0 |
| PP |
6,323.5 |
6,323.5 |
6,323.5 |
6,333.0 |
| S1 |
6,286.0 |
6,286.0 |
6,343.5 |
6,305.0 |
| S2 |
6,218.5 |
6,218.5 |
6,334.0 |
|
| S3 |
6,113.5 |
6,181.0 |
6,324.0 |
|
| S4 |
6,008.5 |
6,076.0 |
6,295.0 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,195.5 |
7,050.0 |
6,504.5 |
|
| R3 |
6,920.0 |
6,774.5 |
6,429.0 |
|
| R2 |
6,644.5 |
6,644.5 |
6,403.5 |
|
| R1 |
6,499.0 |
6,499.0 |
6,378.5 |
6,434.0 |
| PP |
6,369.0 |
6,369.0 |
6,369.0 |
6,337.0 |
| S1 |
6,223.5 |
6,223.5 |
6,327.5 |
6,158.5 |
| S2 |
6,093.5 |
6,093.5 |
6,302.5 |
|
| S3 |
5,818.0 |
5,948.0 |
6,277.0 |
|
| S4 |
5,542.5 |
5,672.5 |
6,201.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,515.0 |
6,239.5 |
275.5 |
4.3% |
101.0 |
1.6% |
41% |
False |
False |
7,206 |
| 10 |
6,726.0 |
6,239.5 |
486.5 |
7.7% |
91.5 |
1.4% |
23% |
False |
False |
4,750 |
| 20 |
6,815.0 |
6,239.5 |
575.5 |
9.1% |
75.5 |
1.2% |
20% |
False |
False |
2,706 |
| 40 |
6,815.0 |
6,149.0 |
666.0 |
10.5% |
53.5 |
0.8% |
31% |
False |
False |
1,423 |
| 60 |
6,815.0 |
6,114.0 |
701.0 |
11.0% |
45.0 |
0.7% |
34% |
False |
False |
964 |
| 80 |
6,815.0 |
6,114.0 |
701.0 |
11.0% |
34.0 |
0.5% |
34% |
False |
False |
731 |
| 100 |
6,815.0 |
5,954.0 |
861.0 |
13.6% |
28.0 |
0.4% |
46% |
False |
False |
601 |
| 120 |
6,815.0 |
5,735.5 |
1,079.5 |
17.0% |
23.5 |
0.4% |
57% |
False |
False |
505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,808.0 |
|
2.618 |
6,636.5 |
|
1.618 |
6,531.5 |
|
1.000 |
6,466.5 |
|
0.618 |
6,426.5 |
|
HIGH |
6,361.5 |
|
0.618 |
6,321.5 |
|
0.500 |
6,309.0 |
|
0.382 |
6,296.5 |
|
LOW |
6,256.5 |
|
0.618 |
6,191.5 |
|
1.000 |
6,151.5 |
|
1.618 |
6,086.5 |
|
2.618 |
5,981.5 |
|
4.250 |
5,810.0 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,338.5 |
6,359.0 |
| PP |
6,323.5 |
6,357.0 |
| S1 |
6,309.0 |
6,355.0 |
|