| 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 |
3,002.00 |
2,972.25 |
-29.75 |
-1.0% |
2,995.25 |
| High |
3,018.00 |
2,989.00 |
-29.00 |
-1.0% |
3,029.75 |
| Low |
2,974.75 |
2,946.50 |
-28.25 |
-0.9% |
2,974.00 |
| Close |
2,974.75 |
2,980.00 |
5.25 |
0.2% |
2,974.75 |
| Range |
43.25 |
42.50 |
-0.75 |
-1.7% |
55.75 |
| ATR |
31.53 |
32.31 |
0.78 |
2.5% |
0.00 |
| Volume |
165 |
1,899 |
1,734 |
1,050.9% |
4,515 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,099.25 |
3,082.25 |
3,003.50 |
|
| R3 |
3,056.75 |
3,039.75 |
2,991.75 |
|
| R2 |
3,014.25 |
3,014.25 |
2,987.75 |
|
| R1 |
2,997.25 |
2,997.25 |
2,984.00 |
3,005.75 |
| PP |
2,971.75 |
2,971.75 |
2,971.75 |
2,976.00 |
| S1 |
2,954.75 |
2,954.75 |
2,976.00 |
2,963.25 |
| S2 |
2,929.25 |
2,929.25 |
2,972.25 |
|
| S3 |
2,886.75 |
2,912.25 |
2,968.25 |
|
| S4 |
2,844.25 |
2,869.75 |
2,956.50 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,160.00 |
3,123.25 |
3,005.50 |
|
| R3 |
3,104.25 |
3,067.50 |
2,990.00 |
|
| R2 |
3,048.50 |
3,048.50 |
2,985.00 |
|
| R1 |
3,011.75 |
3,011.75 |
2,979.75 |
3,002.25 |
| PP |
2,992.75 |
2,992.75 |
2,992.75 |
2,988.00 |
| S1 |
2,956.00 |
2,956.00 |
2,969.75 |
2,946.50 |
| S2 |
2,937.00 |
2,937.00 |
2,964.50 |
|
| S3 |
2,881.25 |
2,900.25 |
2,959.50 |
|
| S4 |
2,825.50 |
2,844.50 |
2,944.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,029.75 |
2,946.50 |
83.25 |
2.8% |
38.75 |
1.3% |
40% |
False |
True |
1,282 |
| 10 |
3,044.00 |
2,946.50 |
97.50 |
3.3% |
37.25 |
1.3% |
34% |
False |
True |
873 |
| 20 |
3,044.00 |
2,931.25 |
112.75 |
3.8% |
28.25 |
0.9% |
43% |
False |
False |
556 |
| 40 |
3,044.00 |
2,733.00 |
311.00 |
10.4% |
29.50 |
1.0% |
79% |
False |
False |
315 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.4% |
25.75 |
0.9% |
79% |
False |
False |
214 |
| 80 |
3,044.00 |
2,690.50 |
353.50 |
11.9% |
20.75 |
0.7% |
82% |
False |
False |
161 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
11.9% |
17.75 |
0.6% |
82% |
False |
False |
129 |
| 120 |
3,044.00 |
2,574.25 |
469.75 |
15.8% |
15.25 |
0.5% |
86% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,169.50 |
|
2.618 |
3,100.25 |
|
1.618 |
3,057.75 |
|
1.000 |
3,031.50 |
|
0.618 |
3,015.25 |
|
HIGH |
2,989.00 |
|
0.618 |
2,972.75 |
|
0.500 |
2,967.75 |
|
0.382 |
2,962.75 |
|
LOW |
2,946.50 |
|
0.618 |
2,920.25 |
|
1.000 |
2,904.00 |
|
1.618 |
2,877.75 |
|
2.618 |
2,835.25 |
|
4.250 |
2,766.00 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,976.00 |
2,983.00 |
| PP |
2,971.75 |
2,982.00 |
| S1 |
2,967.75 |
2,981.00 |
|