| 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 |
2,704.0 |
2,674.0 |
-30.0 |
-1.1% |
2,753.0 |
| High |
2,723.0 |
2,729.0 |
6.0 |
0.2% |
2,782.0 |
| Low |
2,645.0 |
2,658.0 |
13.0 |
0.5% |
2,645.0 |
| Close |
2,674.0 |
2,720.0 |
46.0 |
1.7% |
2,720.0 |
| Range |
78.0 |
71.0 |
-7.0 |
-9.0% |
137.0 |
| ATR |
48.1 |
49.8 |
1.6 |
3.4% |
0.0 |
| Volume |
21,823 |
79,252 |
57,429 |
263.2% |
319,099 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,915.3 |
2,888.7 |
2,759.1 |
|
| R3 |
2,844.3 |
2,817.7 |
2,739.5 |
|
| R2 |
2,773.3 |
2,773.3 |
2,733.0 |
|
| R1 |
2,746.7 |
2,746.7 |
2,726.5 |
2,760.0 |
| PP |
2,702.3 |
2,702.3 |
2,702.3 |
2,709.0 |
| S1 |
2,675.7 |
2,675.7 |
2,713.5 |
2,689.0 |
| S2 |
2,631.3 |
2,631.3 |
2,707.0 |
|
| S3 |
2,560.3 |
2,604.7 |
2,700.5 |
|
| S4 |
2,489.3 |
2,533.7 |
2,681.0 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,126.7 |
3,060.3 |
2,795.4 |
|
| R3 |
2,989.7 |
2,923.3 |
2,757.7 |
|
| R2 |
2,852.7 |
2,852.7 |
2,745.1 |
|
| R1 |
2,786.3 |
2,786.3 |
2,732.6 |
2,751.0 |
| PP |
2,715.7 |
2,715.7 |
2,715.7 |
2,698.0 |
| S1 |
2,649.3 |
2,649.3 |
2,707.4 |
2,614.0 |
| S2 |
2,578.7 |
2,578.7 |
2,694.9 |
|
| S3 |
2,441.7 |
2,512.3 |
2,682.3 |
|
| S4 |
2,304.7 |
2,375.3 |
2,644.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,782.0 |
2,645.0 |
137.0 |
5.0% |
60.8 |
2.2% |
55% |
False |
False |
63,819 |
| 10 |
2,842.0 |
2,645.0 |
197.0 |
7.2% |
53.0 |
1.9% |
38% |
False |
False |
36,433 |
| 20 |
2,842.0 |
2,645.0 |
197.0 |
7.2% |
43.0 |
1.6% |
38% |
False |
False |
19,393 |
| 40 |
2,842.0 |
2,475.0 |
367.0 |
13.5% |
40.5 |
1.5% |
67% |
False |
False |
11,103 |
| 60 |
2,842.0 |
2,475.0 |
367.0 |
13.5% |
41.5 |
1.5% |
67% |
False |
False |
7,901 |
| 80 |
2,842.0 |
2,475.0 |
367.0 |
13.5% |
39.0 |
1.4% |
67% |
False |
False |
6,240 |
| 100 |
2,842.0 |
2,475.0 |
367.0 |
13.5% |
34.4 |
1.3% |
67% |
False |
False |
5,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,030.8 |
|
2.618 |
2,914.9 |
|
1.618 |
2,843.9 |
|
1.000 |
2,800.0 |
|
0.618 |
2,772.9 |
|
HIGH |
2,729.0 |
|
0.618 |
2,701.9 |
|
0.500 |
2,693.5 |
|
0.382 |
2,685.1 |
|
LOW |
2,658.0 |
|
0.618 |
2,614.1 |
|
1.000 |
2,587.0 |
|
1.618 |
2,543.1 |
|
2.618 |
2,472.1 |
|
4.250 |
2,356.3 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,711.2 |
2,711.8 |
| PP |
2,702.3 |
2,703.7 |
| S1 |
2,693.5 |
2,695.5 |
|