| 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 |
2,972.25 |
2,980.25 |
8.00 |
0.3% |
2,995.25 |
| High |
2,989.00 |
3,000.75 |
11.75 |
0.4% |
3,029.75 |
| Low |
2,946.50 |
2,956.50 |
10.00 |
0.3% |
2,974.00 |
| Close |
2,980.00 |
2,969.25 |
-10.75 |
-0.4% |
2,974.75 |
| Range |
42.50 |
44.25 |
1.75 |
4.1% |
55.75 |
| ATR |
32.31 |
33.16 |
0.85 |
2.6% |
0.00 |
| Volume |
1,899 |
4,014 |
2,115 |
111.4% |
4,515 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,108.25 |
3,083.00 |
2,993.50 |
|
| R3 |
3,064.00 |
3,038.75 |
2,981.50 |
|
| R2 |
3,019.75 |
3,019.75 |
2,977.25 |
|
| R1 |
2,994.50 |
2,994.50 |
2,973.25 |
2,985.00 |
| PP |
2,975.50 |
2,975.50 |
2,975.50 |
2,970.75 |
| S1 |
2,950.25 |
2,950.25 |
2,965.25 |
2,940.75 |
| S2 |
2,931.25 |
2,931.25 |
2,961.25 |
|
| S3 |
2,887.00 |
2,906.00 |
2,957.00 |
|
| S4 |
2,842.75 |
2,861.75 |
2,945.00 |
|
|
| 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 |
3,019.25 |
2,946.50 |
72.75 |
2.5% |
39.00 |
1.3% |
31% |
False |
False |
1,953 |
| 10 |
3,044.00 |
2,946.50 |
97.50 |
3.3% |
40.00 |
1.3% |
23% |
False |
False |
1,262 |
| 20 |
3,044.00 |
2,938.00 |
106.00 |
3.6% |
29.75 |
1.0% |
29% |
False |
False |
745 |
| 40 |
3,044.00 |
2,733.00 |
311.00 |
10.5% |
30.00 |
1.0% |
76% |
False |
False |
415 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.5% |
26.25 |
0.9% |
76% |
False |
False |
281 |
| 80 |
3,044.00 |
2,690.50 |
353.50 |
11.9% |
21.50 |
0.7% |
79% |
False |
False |
211 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
11.9% |
18.25 |
0.6% |
79% |
False |
False |
169 |
| 120 |
3,044.00 |
2,574.25 |
469.75 |
15.8% |
15.50 |
0.5% |
84% |
False |
False |
141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,188.75 |
|
2.618 |
3,116.50 |
|
1.618 |
3,072.25 |
|
1.000 |
3,045.00 |
|
0.618 |
3,028.00 |
|
HIGH |
3,000.75 |
|
0.618 |
2,983.75 |
|
0.500 |
2,978.50 |
|
0.382 |
2,973.50 |
|
LOW |
2,956.50 |
|
0.618 |
2,929.25 |
|
1.000 |
2,912.25 |
|
1.618 |
2,885.00 |
|
2.618 |
2,840.75 |
|
4.250 |
2,768.50 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,978.50 |
2,982.25 |
| PP |
2,975.50 |
2,978.00 |
| S1 |
2,972.50 |
2,973.50 |
|