| 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 |
2,799.0 |
2,756.0 |
-43.0 |
-1.5% |
2,796.0 |
| High |
2,802.0 |
2,787.0 |
-15.0 |
-0.5% |
2,849.0 |
| Low |
2,749.0 |
2,725.0 |
-24.0 |
-0.9% |
2,749.0 |
| Close |
2,774.0 |
2,748.0 |
-26.0 |
-0.9% |
2,774.0 |
| Range |
53.0 |
62.0 |
9.0 |
17.0% |
100.0 |
| ATR |
46.8 |
47.9 |
1.1 |
2.3% |
0.0 |
| Volume |
1,339,894 |
825,836 |
-514,058 |
-38.4% |
4,470,046 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,939.3 |
2,905.7 |
2,782.1 |
|
| R3 |
2,877.3 |
2,843.7 |
2,765.1 |
|
| R2 |
2,815.3 |
2,815.3 |
2,759.4 |
|
| R1 |
2,781.7 |
2,781.7 |
2,753.7 |
2,767.5 |
| PP |
2,753.3 |
2,753.3 |
2,753.3 |
2,746.3 |
| S1 |
2,719.7 |
2,719.7 |
2,742.3 |
2,705.5 |
| S2 |
2,691.3 |
2,691.3 |
2,736.6 |
|
| S3 |
2,629.3 |
2,657.7 |
2,731.0 |
|
| S4 |
2,567.3 |
2,595.7 |
2,713.9 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.7 |
3,032.3 |
2,829.0 |
|
| R3 |
2,990.7 |
2,932.3 |
2,801.5 |
|
| R2 |
2,890.7 |
2,890.7 |
2,792.3 |
|
| R1 |
2,832.3 |
2,832.3 |
2,783.2 |
2,811.5 |
| PP |
2,790.7 |
2,790.7 |
2,790.7 |
2,780.3 |
| S1 |
2,732.3 |
2,732.3 |
2,764.8 |
2,711.5 |
| S2 |
2,690.7 |
2,690.7 |
2,755.7 |
|
| S3 |
2,590.7 |
2,632.3 |
2,746.5 |
|
| S4 |
2,490.7 |
2,532.3 |
2,719.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,849.0 |
2,725.0 |
124.0 |
4.5% |
50.4 |
1.8% |
19% |
False |
True |
1,059,176 |
| 10 |
2,849.0 |
2,725.0 |
124.0 |
4.5% |
44.4 |
1.6% |
19% |
False |
True |
1,042,372 |
| 20 |
2,849.0 |
2,712.0 |
137.0 |
5.0% |
37.7 |
1.4% |
26% |
False |
False |
903,067 |
| 40 |
2,849.0 |
2,481.0 |
368.0 |
13.4% |
42.5 |
1.5% |
73% |
False |
False |
986,639 |
| 60 |
2,849.0 |
2,481.0 |
368.0 |
13.4% |
43.1 |
1.6% |
73% |
False |
False |
989,510 |
| 80 |
2,849.0 |
2,481.0 |
368.0 |
13.4% |
43.9 |
1.6% |
73% |
False |
False |
745,477 |
| 100 |
2,849.0 |
2,481.0 |
368.0 |
13.4% |
40.6 |
1.5% |
73% |
False |
False |
596,518 |
| 120 |
2,849.0 |
2,481.0 |
368.0 |
13.4% |
38.2 |
1.4% |
73% |
False |
False |
497,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,050.5 |
|
2.618 |
2,949.3 |
|
1.618 |
2,887.3 |
|
1.000 |
2,849.0 |
|
0.618 |
2,825.3 |
|
HIGH |
2,787.0 |
|
0.618 |
2,763.3 |
|
0.500 |
2,756.0 |
|
0.382 |
2,748.7 |
|
LOW |
2,725.0 |
|
0.618 |
2,686.7 |
|
1.000 |
2,663.0 |
|
1.618 |
2,624.7 |
|
2.618 |
2,562.7 |
|
4.250 |
2,461.5 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,756.0 |
2,768.0 |
| PP |
2,753.3 |
2,761.3 |
| S1 |
2,750.7 |
2,754.7 |
|