| Trading Metrics calculated at close of trading on 04-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
981.7 |
988.7 |
7.0 |
0.7% |
985.4 |
| High |
993.0 |
996.1 |
3.1 |
0.3% |
1,005.6 |
| Low |
974.6 |
973.2 |
-1.4 |
-0.1% |
978.1 |
| Close |
989.5 |
982.3 |
-7.2 |
-0.7% |
983.1 |
| Range |
18.4 |
22.9 |
4.5 |
24.5% |
27.5 |
| ATR |
14.9 |
15.5 |
0.6 |
3.8% |
0.0 |
| Volume |
174,083 |
138,921 |
-35,162 |
-20.2% |
453,399 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,052.5 |
1,040.3 |
995.0 |
|
| R3 |
1,029.8 |
1,017.5 |
988.5 |
|
| R2 |
1,006.8 |
1,006.8 |
986.5 |
|
| R1 |
994.5 |
994.5 |
984.5 |
989.3 |
| PP |
983.8 |
983.8 |
983.8 |
981.3 |
| S1 |
971.8 |
971.8 |
980.3 |
966.3 |
| S2 |
961.0 |
961.0 |
978.0 |
|
| S3 |
938.0 |
948.8 |
976.0 |
|
| S4 |
915.3 |
925.8 |
969.8 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,071.5 |
1,054.8 |
998.3 |
|
| R3 |
1,044.0 |
1,027.3 |
990.8 |
|
| R2 |
1,016.5 |
1,016.5 |
988.3 |
|
| R1 |
999.8 |
999.8 |
985.5 |
994.3 |
| PP |
989.0 |
989.0 |
989.0 |
986.3 |
| S1 |
972.3 |
972.3 |
980.5 |
966.8 |
| S2 |
961.5 |
961.5 |
978.0 |
|
| S3 |
934.0 |
944.8 |
975.5 |
|
| S4 |
906.5 |
917.3 |
968.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
996.1 |
973.2 |
22.9 |
2.3% |
17.0 |
1.7% |
40% |
True |
True |
130,520 |
| 10 |
1,008.4 |
968.0 |
40.4 |
4.1% |
18.0 |
1.8% |
35% |
False |
False |
114,659 |
| 20 |
1,008.4 |
955.2 |
53.2 |
5.4% |
14.0 |
1.4% |
51% |
False |
False |
99,323 |
| 40 |
1,008.4 |
894.2 |
114.2 |
11.6% |
15.5 |
1.6% |
77% |
False |
False |
107,681 |
| 60 |
1,008.4 |
894.2 |
114.2 |
11.6% |
14.3 |
1.4% |
77% |
False |
False |
110,552 |
| 80 |
1,008.4 |
889.0 |
119.4 |
12.2% |
13.0 |
1.3% |
78% |
False |
False |
87,106 |
| 100 |
1,008.4 |
868.0 |
140.4 |
14.3% |
10.8 |
1.1% |
81% |
False |
False |
69,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,093.5 |
|
2.618 |
1,056.0 |
|
1.618 |
1,033.3 |
|
1.000 |
1,019.0 |
|
0.618 |
1,010.3 |
|
HIGH |
996.0 |
|
0.618 |
987.3 |
|
0.500 |
984.8 |
|
0.382 |
982.0 |
|
LOW |
973.3 |
|
0.618 |
959.0 |
|
1.000 |
950.3 |
|
1.618 |
936.3 |
|
2.618 |
913.3 |
|
4.250 |
876.0 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
984.8 |
984.8 |
| PP |
983.8 |
983.8 |
| S1 |
983.0 |
983.0 |
|