| 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 |
4,789.0 |
4,779.0 |
-10.0 |
-0.2% |
4,897.0 |
| High |
4,821.0 |
4,783.0 |
-38.0 |
-0.8% |
4,942.0 |
| Low |
4,777.0 |
4,728.0 |
-49.0 |
-1.0% |
4,728.0 |
| Close |
4,783.0 |
4,740.0 |
-43.0 |
-0.9% |
4,740.0 |
| Range |
44.0 |
55.0 |
11.0 |
25.0% |
214.0 |
| ATR |
61.2 |
60.7 |
-0.4 |
-0.7% |
0.0 |
| Volume |
30,319 |
39,337 |
9,018 |
29.7% |
159,997 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,915.3 |
4,882.7 |
4,770.3 |
|
| R3 |
4,860.3 |
4,827.7 |
4,755.1 |
|
| R2 |
4,805.3 |
4,805.3 |
4,750.1 |
|
| R1 |
4,772.7 |
4,772.7 |
4,745.0 |
4,761.5 |
| PP |
4,750.3 |
4,750.3 |
4,750.3 |
4,744.8 |
| S1 |
4,717.7 |
4,717.7 |
4,735.0 |
4,706.5 |
| S2 |
4,695.3 |
4,695.3 |
4,729.9 |
|
| S3 |
4,640.3 |
4,662.7 |
4,724.9 |
|
| S4 |
4,585.3 |
4,607.7 |
4,709.8 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,445.3 |
5,306.7 |
4,857.7 |
|
| R3 |
5,231.3 |
5,092.7 |
4,798.9 |
|
| R2 |
5,017.3 |
5,017.3 |
4,779.2 |
|
| R1 |
4,878.7 |
4,878.7 |
4,759.6 |
4,841.0 |
| PP |
4,803.3 |
4,803.3 |
4,803.3 |
4,784.5 |
| S1 |
4,664.7 |
4,664.7 |
4,720.4 |
4,627.0 |
| S2 |
4,589.3 |
4,589.3 |
4,700.8 |
|
| S3 |
4,375.3 |
4,450.7 |
4,681.2 |
|
| S4 |
4,161.3 |
4,236.7 |
4,622.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,942.0 |
4,728.0 |
214.0 |
4.5% |
51.6 |
1.1% |
6% |
False |
True |
31,999 |
| 10 |
4,996.0 |
4,728.0 |
268.0 |
5.7% |
51.5 |
1.1% |
4% |
False |
True |
29,835 |
| 20 |
5,258.0 |
4,728.0 |
530.0 |
11.2% |
59.3 |
1.3% |
2% |
False |
True |
28,309 |
| 40 |
5,258.0 |
4,728.0 |
530.0 |
11.2% |
53.4 |
1.1% |
2% |
False |
True |
25,292 |
| 60 |
5,258.0 |
4,728.0 |
530.0 |
11.2% |
53.4 |
1.1% |
2% |
False |
True |
28,390 |
| 80 |
5,258.0 |
4,728.0 |
530.0 |
11.2% |
47.6 |
1.0% |
2% |
False |
True |
21,471 |
| 100 |
5,258.0 |
4,708.0 |
550.0 |
11.6% |
39.7 |
0.8% |
6% |
False |
False |
17,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,016.8 |
|
2.618 |
4,927.0 |
|
1.618 |
4,872.0 |
|
1.000 |
4,838.0 |
|
0.618 |
4,817.0 |
|
HIGH |
4,783.0 |
|
0.618 |
4,762.0 |
|
0.500 |
4,755.5 |
|
0.382 |
4,749.0 |
|
LOW |
4,728.0 |
|
0.618 |
4,694.0 |
|
1.000 |
4,673.0 |
|
1.618 |
4,639.0 |
|
2.618 |
4,584.0 |
|
4.250 |
4,494.3 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,755.5 |
4,806.0 |
| PP |
4,750.3 |
4,784.0 |
| S1 |
4,745.2 |
4,762.0 |
|