| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1,404.0 |
1,414.7 |
10.7 |
0.8% |
1,390.8 |
| High |
1,426.0 |
1,420.3 |
-5.7 |
-0.4% |
1,426.0 |
| Low |
1,394.0 |
1,379.6 |
-14.4 |
-1.0% |
1,379.6 |
| Close |
1,418.4 |
1,385.4 |
-33.0 |
-2.3% |
1,385.4 |
| Range |
32.0 |
40.7 |
8.7 |
27.2% |
46.4 |
| ATR |
30.9 |
31.6 |
0.7 |
2.3% |
0.0 |
| Volume |
2,689 |
3,152 |
463 |
17.2% |
17,005 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,517.2 |
1,492.0 |
1,407.8 |
|
| R3 |
1,476.5 |
1,451.3 |
1,396.6 |
|
| R2 |
1,435.8 |
1,435.8 |
1,392.9 |
|
| R1 |
1,410.6 |
1,410.6 |
1,389.1 |
1,402.9 |
| PP |
1,395.1 |
1,395.1 |
1,395.1 |
1,391.2 |
| S1 |
1,369.9 |
1,369.9 |
1,381.7 |
1,362.2 |
| S2 |
1,354.4 |
1,354.4 |
1,377.9 |
|
| S3 |
1,313.7 |
1,329.2 |
1,374.2 |
|
| S4 |
1,273.0 |
1,288.5 |
1,363.0 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,536.2 |
1,507.2 |
1,410.9 |
|
| R3 |
1,489.8 |
1,460.8 |
1,398.2 |
|
| R2 |
1,443.4 |
1,443.4 |
1,393.9 |
|
| R1 |
1,414.4 |
1,414.4 |
1,389.7 |
1,405.7 |
| PP |
1,397.0 |
1,397.0 |
1,397.0 |
1,392.7 |
| S1 |
1,368.0 |
1,368.0 |
1,381.1 |
1,359.3 |
| S2 |
1,350.6 |
1,350.6 |
1,376.9 |
|
| S3 |
1,304.2 |
1,321.6 |
1,372.6 |
|
| S4 |
1,257.8 |
1,275.2 |
1,359.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,426.0 |
1,379.6 |
46.4 |
3.3% |
28.3 |
2.0% |
13% |
False |
True |
3,401 |
| 10 |
1,426.0 |
1,375.0 |
51.0 |
3.7% |
26.5 |
1.9% |
20% |
False |
False |
6,073 |
| 20 |
1,463.6 |
1,339.7 |
123.9 |
8.9% |
32.5 |
2.3% |
37% |
False |
False |
6,728 |
| 40 |
1,565.6 |
1,325.0 |
240.6 |
17.4% |
36.4 |
2.6% |
25% |
False |
False |
5,575 |
| 60 |
1,621.8 |
1,325.0 |
296.8 |
21.4% |
29.9 |
2.2% |
20% |
False |
False |
4,573 |
| 80 |
1,660.8 |
1,325.0 |
335.8 |
24.2% |
27.3 |
2.0% |
18% |
False |
False |
3,986 |
| 100 |
1,705.5 |
1,325.0 |
380.5 |
27.5% |
24.7 |
1.8% |
16% |
False |
False |
3,558 |
| 120 |
1,713.4 |
1,325.0 |
388.4 |
28.0% |
23.5 |
1.7% |
16% |
False |
False |
3,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,593.3 |
|
2.618 |
1,526.9 |
|
1.618 |
1,486.2 |
|
1.000 |
1,461.0 |
|
0.618 |
1,445.5 |
|
HIGH |
1,420.3 |
|
0.618 |
1,404.8 |
|
0.500 |
1,400.0 |
|
0.382 |
1,395.1 |
|
LOW |
1,379.6 |
|
0.618 |
1,354.4 |
|
1.000 |
1,338.9 |
|
1.618 |
1,313.7 |
|
2.618 |
1,273.0 |
|
4.250 |
1,206.6 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,400.0 |
1,402.8 |
| PP |
1,395.1 |
1,397.0 |
| S1 |
1,390.3 |
1,391.2 |
|