| 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 |
1,417.3 |
1,390.8 |
-26.5 |
-1.9% |
1,389.9 |
| High |
1,423.8 |
1,419.0 |
-4.8 |
-0.3% |
1,423.8 |
| Low |
1,386.9 |
1,390.8 |
3.9 |
0.3% |
1,375.0 |
| Close |
1,395.4 |
1,414.5 |
19.1 |
1.4% |
1,395.4 |
| Range |
36.9 |
28.2 |
-8.7 |
-23.6% |
48.8 |
| ATR |
32.8 |
32.5 |
-0.3 |
-1.0% |
0.0 |
| Volume |
4,500 |
2,577 |
-1,923 |
-42.7% |
39,475 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,492.7 |
1,481.8 |
1,430.0 |
|
| R3 |
1,464.5 |
1,453.6 |
1,422.3 |
|
| R2 |
1,436.3 |
1,436.3 |
1,419.7 |
|
| R1 |
1,425.4 |
1,425.4 |
1,417.1 |
1,430.9 |
| PP |
1,408.1 |
1,408.1 |
1,408.1 |
1,410.8 |
| S1 |
1,397.2 |
1,397.2 |
1,411.9 |
1,402.7 |
| S2 |
1,379.9 |
1,379.9 |
1,409.3 |
|
| S3 |
1,351.7 |
1,369.0 |
1,406.7 |
|
| S4 |
1,323.5 |
1,340.8 |
1,399.0 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,544.5 |
1,518.7 |
1,422.2 |
|
| R3 |
1,495.7 |
1,469.9 |
1,408.8 |
|
| R2 |
1,446.9 |
1,446.9 |
1,404.3 |
|
| R1 |
1,421.1 |
1,421.1 |
1,399.9 |
1,434.0 |
| PP |
1,398.1 |
1,398.1 |
1,398.1 |
1,404.5 |
| S1 |
1,372.3 |
1,372.3 |
1,390.9 |
1,385.2 |
| S2 |
1,349.3 |
1,349.3 |
1,386.5 |
|
| S3 |
1,300.5 |
1,323.5 |
1,382.0 |
|
| S4 |
1,251.7 |
1,274.7 |
1,368.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,423.8 |
1,375.0 |
48.8 |
3.4% |
27.3 |
1.9% |
81% |
False |
False |
8,410 |
| 10 |
1,423.8 |
1,339.7 |
84.1 |
5.9% |
35.3 |
2.5% |
89% |
False |
False |
8,059 |
| 20 |
1,482.0 |
1,339.7 |
142.3 |
10.1% |
31.3 |
2.2% |
53% |
False |
False |
7,016 |
| 40 |
1,594.6 |
1,325.0 |
269.6 |
19.1% |
35.5 |
2.5% |
33% |
False |
False |
5,758 |
| 60 |
1,621.8 |
1,325.0 |
296.8 |
21.0% |
28.9 |
2.0% |
30% |
False |
False |
4,428 |
| 80 |
1,691.0 |
1,325.0 |
366.0 |
25.9% |
26.6 |
1.9% |
24% |
False |
False |
3,951 |
| 100 |
1,705.5 |
1,325.0 |
380.5 |
26.9% |
24.3 |
1.7% |
24% |
False |
False |
3,476 |
| 120 |
1,733.5 |
1,325.0 |
408.5 |
28.9% |
23.0 |
1.6% |
22% |
False |
False |
3,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,538.9 |
|
2.618 |
1,492.8 |
|
1.618 |
1,464.6 |
|
1.000 |
1,447.2 |
|
0.618 |
1,436.4 |
|
HIGH |
1,419.0 |
|
0.618 |
1,408.2 |
|
0.500 |
1,404.9 |
|
0.382 |
1,401.6 |
|
LOW |
1,390.8 |
|
0.618 |
1,373.4 |
|
1.000 |
1,362.6 |
|
1.618 |
1,345.2 |
|
2.618 |
1,317.0 |
|
4.250 |
1,271.0 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,411.3 |
1,411.5 |
| PP |
1,408.1 |
1,408.4 |
| S1 |
1,404.9 |
1,405.4 |
|