| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,980.25 |
2,968.75 |
-11.50 |
-0.4% |
2,995.25 |
| High |
3,000.75 |
2,972.75 |
-28.00 |
-0.9% |
3,029.75 |
| Low |
2,956.50 |
2,927.25 |
-29.25 |
-1.0% |
2,974.00 |
| Close |
2,969.25 |
2,933.00 |
-36.25 |
-1.2% |
2,974.75 |
| Range |
44.25 |
45.50 |
1.25 |
2.8% |
55.75 |
| ATR |
33.16 |
34.04 |
0.88 |
2.7% |
0.00 |
| Volume |
4,014 |
1,394 |
-2,620 |
-65.3% |
4,515 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,080.75 |
3,052.50 |
2,958.00 |
|
| R3 |
3,035.25 |
3,007.00 |
2,945.50 |
|
| R2 |
2,989.75 |
2,989.75 |
2,941.25 |
|
| R1 |
2,961.50 |
2,961.50 |
2,937.25 |
2,953.00 |
| PP |
2,944.25 |
2,944.25 |
2,944.25 |
2,940.00 |
| S1 |
2,916.00 |
2,916.00 |
2,928.75 |
2,907.50 |
| S2 |
2,898.75 |
2,898.75 |
2,924.75 |
|
| S3 |
2,853.25 |
2,870.50 |
2,920.50 |
|
| S4 |
2,807.75 |
2,825.00 |
2,908.00 |
|
|
| 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 |
2,927.25 |
92.00 |
3.1% |
43.25 |
1.5% |
6% |
False |
True |
1,817 |
| 10 |
3,044.00 |
2,927.25 |
116.75 |
4.0% |
42.00 |
1.4% |
5% |
False |
True |
1,378 |
| 20 |
3,044.00 |
2,927.25 |
116.75 |
4.0% |
31.50 |
1.1% |
5% |
False |
True |
805 |
| 40 |
3,044.00 |
2,733.00 |
311.00 |
10.6% |
30.50 |
1.0% |
64% |
False |
False |
449 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.6% |
27.00 |
0.9% |
64% |
False |
False |
304 |
| 80 |
3,044.00 |
2,690.50 |
353.50 |
12.1% |
22.00 |
0.7% |
69% |
False |
False |
228 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
12.1% |
18.75 |
0.6% |
69% |
False |
False |
183 |
| 120 |
3,044.00 |
2,574.25 |
469.75 |
16.0% |
16.00 |
0.5% |
76% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,166.00 |
|
2.618 |
3,091.75 |
|
1.618 |
3,046.25 |
|
1.000 |
3,018.25 |
|
0.618 |
3,000.75 |
|
HIGH |
2,972.75 |
|
0.618 |
2,955.25 |
|
0.500 |
2,950.00 |
|
0.382 |
2,944.75 |
|
LOW |
2,927.25 |
|
0.618 |
2,899.25 |
|
1.000 |
2,881.75 |
|
1.618 |
2,853.75 |
|
2.618 |
2,808.25 |
|
4.250 |
2,734.00 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,950.00 |
2,964.00 |
| PP |
2,944.25 |
2,953.75 |
| S1 |
2,938.75 |
2,943.25 |
|