| Trading Metrics calculated at close of trading on 03-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1,647.25 |
1,623.25 |
-24.00 |
-1.5% |
1,645.75 |
| High |
1,652.00 |
1,632.75 |
-19.25 |
-1.2% |
1,666.75 |
| Low |
1,620.50 |
1,615.25 |
-5.25 |
-0.3% |
1,620.50 |
| Close |
1,623.25 |
1,630.50 |
7.25 |
0.4% |
1,623.25 |
| Range |
31.50 |
17.50 |
-14.00 |
-44.4% |
46.25 |
| ATR |
19.54 |
19.39 |
-0.15 |
-0.7% |
0.00 |
| Volume |
24,148 |
44,947 |
20,799 |
86.1% |
87,313 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,678.75 |
1,672.00 |
1,640.00 |
|
| R3 |
1,661.25 |
1,654.50 |
1,635.25 |
|
| R2 |
1,643.75 |
1,643.75 |
1,633.75 |
|
| R1 |
1,637.00 |
1,637.00 |
1,632.00 |
1,640.50 |
| PP |
1,626.25 |
1,626.25 |
1,626.25 |
1,627.75 |
| S1 |
1,619.50 |
1,619.50 |
1,629.00 |
1,623.00 |
| S2 |
1,608.75 |
1,608.75 |
1,627.25 |
|
| S3 |
1,591.25 |
1,602.00 |
1,625.75 |
|
| S4 |
1,573.75 |
1,584.50 |
1,621.00 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,775.50 |
1,745.75 |
1,648.75 |
|
| R3 |
1,729.25 |
1,699.50 |
1,636.00 |
|
| R2 |
1,683.00 |
1,683.00 |
1,631.75 |
|
| R1 |
1,653.25 |
1,653.25 |
1,627.50 |
1,645.00 |
| PP |
1,636.75 |
1,636.75 |
1,636.75 |
1,632.75 |
| S1 |
1,607.00 |
1,607.00 |
1,619.00 |
1,598.75 |
| S2 |
1,590.50 |
1,590.50 |
1,614.75 |
|
| S3 |
1,544.25 |
1,560.75 |
1,610.50 |
|
| S4 |
1,498.00 |
1,514.50 |
1,597.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,666.75 |
1,615.25 |
51.50 |
3.2% |
23.00 |
1.4% |
30% |
False |
True |
26,452 |
| 10 |
1,680.25 |
1,615.25 |
65.00 |
4.0% |
22.25 |
1.4% |
23% |
False |
True |
24,171 |
| 20 |
1,680.25 |
1,602.00 |
78.25 |
4.8% |
17.75 |
1.1% |
36% |
False |
False |
20,372 |
| 40 |
1,680.25 |
1,524.75 |
155.50 |
9.5% |
18.75 |
1.1% |
68% |
False |
False |
15,006 |
| 60 |
1,680.25 |
1,523.50 |
156.75 |
9.6% |
17.00 |
1.0% |
68% |
False |
False |
10,526 |
| 80 |
1,680.25 |
1,470.25 |
210.00 |
12.9% |
16.25 |
1.0% |
76% |
False |
False |
7,958 |
| 100 |
1,680.25 |
1,440.00 |
240.25 |
14.7% |
14.50 |
0.9% |
79% |
False |
False |
6,409 |
| 120 |
1,680.25 |
1,370.50 |
309.75 |
19.0% |
14.00 |
0.9% |
84% |
False |
False |
5,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,707.00 |
|
2.618 |
1,678.50 |
|
1.618 |
1,661.00 |
|
1.000 |
1,650.25 |
|
0.618 |
1,643.50 |
|
HIGH |
1,632.75 |
|
0.618 |
1,626.00 |
|
0.500 |
1,624.00 |
|
0.382 |
1,622.00 |
|
LOW |
1,615.25 |
|
0.618 |
1,604.50 |
|
1.000 |
1,597.75 |
|
1.618 |
1,587.00 |
|
2.618 |
1,569.50 |
|
4.250 |
1,541.00 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,628.25 |
1,635.00 |
| PP |
1,626.25 |
1,633.50 |
| S1 |
1,624.00 |
1,632.00 |
|