| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
4,829.0 |
4,764.0 |
-65.0 |
-1.3% |
4,938.0 |
| High |
4,829.0 |
4,773.0 |
-56.0 |
-1.2% |
4,938.0 |
| Low |
4,799.0 |
4,744.0 |
-55.0 |
-1.1% |
4,875.0 |
| Close |
4,793.0 |
4,745.0 |
-48.0 |
-1.0% |
4,896.0 |
| Range |
30.0 |
29.0 |
-1.0 |
-3.3% |
63.0 |
| ATR |
41.4 |
41.9 |
0.5 |
1.3% |
0.0 |
| Volume |
88 |
1,630 |
1,542 |
1,752.3% |
2,159 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,841.0 |
4,822.0 |
4,761.0 |
|
| R3 |
4,812.0 |
4,793.0 |
4,753.0 |
|
| R2 |
4,783.0 |
4,783.0 |
4,750.3 |
|
| R1 |
4,764.0 |
4,764.0 |
4,747.7 |
4,759.0 |
| PP |
4,754.0 |
4,754.0 |
4,754.0 |
4,751.5 |
| S1 |
4,735.0 |
4,735.0 |
4,742.3 |
4,730.0 |
| S2 |
4,725.0 |
4,725.0 |
4,739.7 |
|
| S3 |
4,696.0 |
4,706.0 |
4,737.0 |
|
| S4 |
4,667.0 |
4,677.0 |
4,729.1 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,092.0 |
5,057.0 |
4,930.7 |
|
| R3 |
5,029.0 |
4,994.0 |
4,913.3 |
|
| R2 |
4,966.0 |
4,966.0 |
4,907.6 |
|
| R1 |
4,931.0 |
4,931.0 |
4,901.8 |
4,917.0 |
| PP |
4,903.0 |
4,903.0 |
4,903.0 |
4,896.0 |
| S1 |
4,868.0 |
4,868.0 |
4,890.2 |
4,854.0 |
| S2 |
4,840.0 |
4,840.0 |
4,884.5 |
|
| S3 |
4,777.0 |
4,805.0 |
4,878.7 |
|
| S4 |
4,714.0 |
4,742.0 |
4,861.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,925.0 |
4,744.0 |
181.0 |
3.8% |
29.6 |
0.6% |
1% |
False |
True |
499 |
| 10 |
5,057.0 |
4,744.0 |
313.0 |
6.6% |
37.0 |
0.8% |
0% |
False |
True |
493 |
| 20 |
5,192.0 |
4,744.0 |
448.0 |
9.4% |
30.5 |
0.6% |
0% |
False |
True |
331 |
| 40 |
5,192.0 |
4,744.0 |
448.0 |
9.4% |
20.4 |
0.4% |
0% |
False |
True |
176 |
| 60 |
5,192.0 |
4,744.0 |
448.0 |
9.4% |
16.4 |
0.3% |
0% |
False |
True |
130 |
| 80 |
5,192.0 |
4,744.0 |
448.0 |
9.4% |
12.5 |
0.3% |
0% |
False |
True |
110 |
| 100 |
5,192.0 |
4,688.0 |
504.0 |
10.6% |
10.3 |
0.2% |
11% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,896.3 |
|
2.618 |
4,848.9 |
|
1.618 |
4,819.9 |
|
1.000 |
4,802.0 |
|
0.618 |
4,790.9 |
|
HIGH |
4,773.0 |
|
0.618 |
4,761.9 |
|
0.500 |
4,758.5 |
|
0.382 |
4,755.1 |
|
LOW |
4,744.0 |
|
0.618 |
4,726.1 |
|
1.000 |
4,715.0 |
|
1.618 |
4,697.1 |
|
2.618 |
4,668.1 |
|
4.250 |
4,620.8 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,758.5 |
4,806.0 |
| PP |
4,754.0 |
4,785.7 |
| S1 |
4,749.5 |
4,765.3 |
|