| 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 |
1,412.9 |
1,388.8 |
-24.1 |
-1.7% |
1,387.5 |
| High |
1,421.6 |
1,416.5 |
-5.1 |
-0.4% |
1,421.6 |
| Low |
1,384.2 |
1,388.3 |
4.1 |
0.3% |
1,372.8 |
| Close |
1,393.0 |
1,411.9 |
18.9 |
1.4% |
1,393.0 |
| Range |
37.4 |
28.2 |
-9.2 |
-24.6% |
48.8 |
| ATR |
33.7 |
33.3 |
-0.4 |
-1.2% |
0.0 |
| Volume |
167,854 |
141,771 |
-26,083 |
-15.5% |
628,696 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,490.2 |
1,479.2 |
1,427.4 |
|
| R3 |
1,462.0 |
1,451.0 |
1,419.7 |
|
| R2 |
1,433.8 |
1,433.8 |
1,417.1 |
|
| R1 |
1,422.8 |
1,422.8 |
1,414.5 |
1,428.3 |
| PP |
1,405.6 |
1,405.6 |
1,405.6 |
1,408.3 |
| S1 |
1,394.6 |
1,394.6 |
1,409.3 |
1,400.1 |
| S2 |
1,377.4 |
1,377.4 |
1,406.7 |
|
| S3 |
1,349.2 |
1,366.4 |
1,404.1 |
|
| S4 |
1,321.0 |
1,338.2 |
1,396.4 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,542.2 |
1,516.4 |
1,419.8 |
|
| R3 |
1,493.4 |
1,467.6 |
1,406.4 |
|
| R2 |
1,444.6 |
1,444.6 |
1,401.9 |
|
| R1 |
1,418.8 |
1,418.8 |
1,397.5 |
1,431.7 |
| PP |
1,395.8 |
1,395.8 |
1,395.8 |
1,402.3 |
| S1 |
1,370.0 |
1,370.0 |
1,388.5 |
1,382.9 |
| S2 |
1,347.0 |
1,347.0 |
1,384.1 |
|
| S3 |
1,298.2 |
1,321.2 |
1,379.6 |
|
| S4 |
1,249.4 |
1,272.4 |
1,366.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,421.6 |
1,372.8 |
48.8 |
3.5% |
27.9 |
2.0% |
80% |
False |
False |
154,093 |
| 10 |
1,421.6 |
1,338.0 |
83.6 |
5.9% |
36.0 |
2.5% |
88% |
False |
False |
92,497 |
| 20 |
1,479.6 |
1,338.0 |
141.6 |
10.0% |
32.6 |
2.3% |
52% |
False |
False |
55,906 |
| 40 |
1,591.6 |
1,323.0 |
268.6 |
19.0% |
36.8 |
2.6% |
33% |
False |
False |
31,942 |
| 60 |
1,619.3 |
1,323.0 |
296.3 |
21.0% |
29.7 |
2.1% |
30% |
False |
False |
22,804 |
| 80 |
1,686.4 |
1,323.0 |
363.4 |
25.7% |
27.3 |
1.9% |
24% |
False |
False |
17,961 |
| 100 |
1,702.4 |
1,323.0 |
379.4 |
26.9% |
24.7 |
1.7% |
23% |
False |
False |
14,815 |
| 120 |
1,727.0 |
1,323.0 |
404.0 |
28.6% |
23.2 |
1.6% |
22% |
False |
False |
12,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,536.4 |
|
2.618 |
1,490.3 |
|
1.618 |
1,462.1 |
|
1.000 |
1,444.7 |
|
0.618 |
1,433.9 |
|
HIGH |
1,416.5 |
|
0.618 |
1,405.7 |
|
0.500 |
1,402.4 |
|
0.382 |
1,399.1 |
|
LOW |
1,388.3 |
|
0.618 |
1,370.9 |
|
1.000 |
1,360.1 |
|
1.618 |
1,342.7 |
|
2.618 |
1,314.5 |
|
4.250 |
1,268.5 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,408.7 |
1,408.9 |
| PP |
1,405.6 |
1,405.9 |
| S1 |
1,402.4 |
1,402.9 |
|