| 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 |
15,323 |
15,118 |
-205 |
-1.3% |
15,305 |
| High |
15,382 |
15,242 |
-140 |
-0.9% |
15,508 |
| Low |
15,098 |
15,099 |
1 |
0.0% |
15,098 |
| Close |
15,100 |
15,217 |
117 |
0.8% |
15,100 |
| Range |
284 |
143 |
-141 |
-49.6% |
410 |
| ATR |
159 |
158 |
-1 |
-0.7% |
0 |
| Volume |
210,225 |
251,551 |
41,326 |
19.7% |
726,633 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,615 |
15,559 |
15,296 |
|
| R3 |
15,472 |
15,416 |
15,256 |
|
| R2 |
15,329 |
15,329 |
15,243 |
|
| R1 |
15,273 |
15,273 |
15,230 |
15,301 |
| PP |
15,186 |
15,186 |
15,186 |
15,200 |
| S1 |
15,130 |
15,130 |
15,204 |
15,158 |
| S2 |
15,043 |
15,043 |
15,191 |
|
| S3 |
14,900 |
14,987 |
15,178 |
|
| S4 |
14,757 |
14,844 |
15,138 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,465 |
16,193 |
15,326 |
|
| R3 |
16,055 |
15,783 |
15,213 |
|
| R2 |
15,645 |
15,645 |
15,175 |
|
| R1 |
15,373 |
15,373 |
15,138 |
15,304 |
| PP |
15,235 |
15,235 |
15,235 |
15,201 |
| S1 |
14,963 |
14,963 |
15,063 |
14,894 |
| S2 |
14,825 |
14,825 |
15,025 |
|
| S3 |
14,415 |
14,553 |
14,987 |
|
| S4 |
14,005 |
14,143 |
14,875 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,508 |
15,098 |
410 |
2.7% |
199 |
1.3% |
29% |
False |
False |
195,636 |
| 10 |
15,523 |
15,098 |
425 |
2.8% |
183 |
1.2% |
28% |
False |
False |
191,534 |
| 20 |
15,523 |
14,876 |
647 |
4.3% |
144 |
0.9% |
53% |
False |
False |
153,606 |
| 40 |
15,523 |
14,394 |
1,129 |
7.4% |
150 |
1.0% |
73% |
False |
False |
153,118 |
| 60 |
15,523 |
14,237 |
1,286 |
8.5% |
140 |
0.9% |
76% |
False |
False |
148,952 |
| 80 |
15,523 |
13,681 |
1,842 |
12.1% |
133 |
0.9% |
83% |
False |
False |
112,387 |
| 100 |
15,523 |
13,245 |
2,278 |
15.0% |
119 |
0.8% |
87% |
False |
False |
89,925 |
| 120 |
15,523 |
12,700 |
2,823 |
18.6% |
109 |
0.7% |
89% |
False |
False |
74,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,850 |
|
2.618 |
15,616 |
|
1.618 |
15,473 |
|
1.000 |
15,385 |
|
0.618 |
15,330 |
|
HIGH |
15,242 |
|
0.618 |
15,187 |
|
0.500 |
15,171 |
|
0.382 |
15,154 |
|
LOW |
15,099 |
|
0.618 |
15,011 |
|
1.000 |
14,956 |
|
1.618 |
14,868 |
|
2.618 |
14,725 |
|
4.250 |
14,491 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,202 |
15,244 |
| PP |
15,186 |
15,235 |
| S1 |
15,171 |
15,226 |
|