| 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 |
2,796.0 |
2,753.0 |
-43.0 |
-1.5% |
2,794.0 |
| High |
2,796.0 |
2,782.0 |
-14.0 |
-0.5% |
2,842.0 |
| Low |
2,740.0 |
2,722.0 |
-18.0 |
-0.7% |
2,740.0 |
| Close |
2,770.0 |
2,743.0 |
-27.0 |
-1.0% |
2,770.0 |
| Range |
56.0 |
60.0 |
4.0 |
7.1% |
102.0 |
| ATR |
44.2 |
45.4 |
1.1 |
2.5% |
0.0 |
| Volume |
34,593 |
26,551 |
-8,042 |
-23.2% |
44,839 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,929.0 |
2,896.0 |
2,776.0 |
|
| R3 |
2,869.0 |
2,836.0 |
2,759.5 |
|
| R2 |
2,809.0 |
2,809.0 |
2,754.0 |
|
| R1 |
2,776.0 |
2,776.0 |
2,748.5 |
2,762.5 |
| PP |
2,749.0 |
2,749.0 |
2,749.0 |
2,742.3 |
| S1 |
2,716.0 |
2,716.0 |
2,737.5 |
2,702.5 |
| S2 |
2,689.0 |
2,689.0 |
2,732.0 |
|
| S3 |
2,629.0 |
2,656.0 |
2,726.5 |
|
| S4 |
2,569.0 |
2,596.0 |
2,710.0 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.0 |
3,032.0 |
2,826.1 |
|
| R3 |
2,988.0 |
2,930.0 |
2,798.1 |
|
| R2 |
2,886.0 |
2,886.0 |
2,788.7 |
|
| R1 |
2,828.0 |
2,828.0 |
2,779.4 |
2,806.0 |
| PP |
2,784.0 |
2,784.0 |
2,784.0 |
2,773.0 |
| S1 |
2,726.0 |
2,726.0 |
2,760.7 |
2,704.0 |
| S2 |
2,682.0 |
2,682.0 |
2,751.3 |
|
| S3 |
2,580.0 |
2,624.0 |
2,742.0 |
|
| S4 |
2,478.0 |
2,522.0 |
2,713.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,842.0 |
2,722.0 |
120.0 |
4.4% |
48.8 |
1.8% |
18% |
False |
True |
14,278 |
| 10 |
2,842.0 |
2,722.0 |
120.0 |
4.4% |
42.1 |
1.5% |
18% |
False |
True |
7,297 |
| 20 |
2,842.0 |
2,709.0 |
133.0 |
4.8% |
35.0 |
1.3% |
26% |
False |
False |
4,822 |
| 40 |
2,842.0 |
2,475.0 |
367.0 |
13.4% |
38.5 |
1.4% |
73% |
False |
False |
3,798 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
13.4% |
39.0 |
1.4% |
73% |
False |
False |
3,325 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.4% |
36.6 |
1.3% |
73% |
False |
False |
2,587 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.4% |
32.3 |
1.2% |
73% |
False |
False |
2,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,037.0 |
|
2.618 |
2,939.1 |
|
1.618 |
2,879.1 |
|
1.000 |
2,842.0 |
|
0.618 |
2,819.1 |
|
HIGH |
2,782.0 |
|
0.618 |
2,759.1 |
|
0.500 |
2,752.0 |
|
0.382 |
2,744.9 |
|
LOW |
2,722.0 |
|
0.618 |
2,684.9 |
|
1.000 |
2,662.0 |
|
1.618 |
2,624.9 |
|
2.618 |
2,564.9 |
|
4.250 |
2,467.0 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,752.0 |
2,763.5 |
| PP |
2,749.0 |
2,756.7 |
| S1 |
2,746.0 |
2,749.8 |
|