| 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 |
6,390.5 |
6,335.0 |
-55.5 |
-0.9% |
6,531.5 |
| High |
6,422.5 |
6,408.5 |
-14.0 |
-0.2% |
6,562.5 |
| Low |
6,271.0 |
6,298.0 |
27.0 |
0.4% |
6,271.0 |
| Close |
6,328.0 |
6,396.5 |
68.5 |
1.1% |
6,396.5 |
| Range |
151.5 |
110.5 |
-41.0 |
-27.1% |
291.5 |
| ATR |
96.4 |
97.4 |
1.0 |
1.0% |
0.0 |
| Volume |
122,328 |
102,058 |
-20,270 |
-16.6% |
570,203 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,699.0 |
6,658.5 |
6,457.5 |
|
| R3 |
6,588.5 |
6,548.0 |
6,427.0 |
|
| R2 |
6,478.0 |
6,478.0 |
6,417.0 |
|
| R1 |
6,437.5 |
6,437.5 |
6,406.5 |
6,458.0 |
| PP |
6,367.5 |
6,367.5 |
6,367.5 |
6,378.0 |
| S1 |
6,327.0 |
6,327.0 |
6,386.5 |
6,347.0 |
| S2 |
6,257.0 |
6,257.0 |
6,376.0 |
|
| S3 |
6,146.5 |
6,216.5 |
6,366.0 |
|
| S4 |
6,036.0 |
6,106.0 |
6,335.5 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,284.5 |
7,132.0 |
6,557.0 |
|
| R3 |
6,993.0 |
6,840.5 |
6,476.5 |
|
| R2 |
6,701.5 |
6,701.5 |
6,450.0 |
|
| R1 |
6,549.0 |
6,549.0 |
6,423.0 |
6,479.5 |
| PP |
6,410.0 |
6,410.0 |
6,410.0 |
6,375.0 |
| S1 |
6,257.5 |
6,257.5 |
6,370.0 |
6,188.0 |
| S2 |
6,118.5 |
6,118.5 |
6,343.0 |
|
| S3 |
5,827.0 |
5,966.0 |
6,316.5 |
|
| S4 |
5,535.5 |
5,674.5 |
6,236.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,562.5 |
6,271.0 |
291.5 |
4.6% |
107.0 |
1.7% |
43% |
False |
False |
114,040 |
| 10 |
6,779.5 |
6,271.0 |
508.5 |
7.9% |
103.0 |
1.6% |
25% |
False |
False |
114,165 |
| 20 |
6,861.5 |
6,271.0 |
590.5 |
9.2% |
89.0 |
1.4% |
21% |
False |
False |
106,796 |
| 40 |
6,861.5 |
6,173.5 |
688.0 |
10.8% |
79.0 |
1.2% |
32% |
False |
False |
98,836 |
| 60 |
6,861.5 |
6,159.5 |
702.0 |
11.0% |
79.0 |
1.2% |
34% |
False |
False |
100,216 |
| 80 |
6,861.5 |
6,157.0 |
704.5 |
11.0% |
72.0 |
1.1% |
34% |
False |
False |
85,393 |
| 100 |
6,861.5 |
5,975.0 |
886.5 |
13.9% |
64.5 |
1.0% |
48% |
False |
False |
68,384 |
| 120 |
6,861.5 |
5,784.5 |
1,077.0 |
16.8% |
57.5 |
0.9% |
57% |
False |
False |
56,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,878.0 |
|
2.618 |
6,698.0 |
|
1.618 |
6,587.5 |
|
1.000 |
6,519.0 |
|
0.618 |
6,477.0 |
|
HIGH |
6,408.5 |
|
0.618 |
6,366.5 |
|
0.500 |
6,353.0 |
|
0.382 |
6,340.0 |
|
LOW |
6,298.0 |
|
0.618 |
6,229.5 |
|
1.000 |
6,187.5 |
|
1.618 |
6,119.0 |
|
2.618 |
6,008.5 |
|
4.250 |
5,828.5 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,382.0 |
6,396.5 |
| PP |
6,367.5 |
6,396.0 |
| S1 |
6,353.0 |
6,396.0 |
|