| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
8,355.5 |
8,253.0 |
-102.5 |
-1.2% |
8,352.0 |
| High |
8,394.0 |
8,299.0 |
-95.0 |
-1.1% |
8,537.0 |
| Low |
8,249.5 |
8,176.0 |
-73.5 |
-0.9% |
8,308.0 |
| Close |
8,306.0 |
8,215.5 |
-90.5 |
-1.1% |
8,375.0 |
| Range |
144.5 |
123.0 |
-21.5 |
-14.9% |
229.0 |
| ATR |
122.4 |
122.9 |
0.5 |
0.4% |
0.0 |
| Volume |
2,567 |
1,876 |
-691 |
-26.9% |
2,465 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,599.2 |
8,530.3 |
8,283.2 |
|
| R3 |
8,476.2 |
8,407.3 |
8,249.3 |
|
| R2 |
8,353.2 |
8,353.2 |
8,238.1 |
|
| R1 |
8,284.3 |
8,284.3 |
8,226.8 |
8,257.3 |
| PP |
8,230.2 |
8,230.2 |
8,230.2 |
8,216.6 |
| S1 |
8,161.3 |
8,161.3 |
8,204.2 |
8,134.3 |
| S2 |
8,107.2 |
8,107.2 |
8,193.0 |
|
| S3 |
7,984.2 |
8,038.3 |
8,181.7 |
|
| S4 |
7,861.2 |
7,915.3 |
8,147.9 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,093.7 |
8,963.3 |
8,501.0 |
|
| R3 |
8,864.7 |
8,734.3 |
8,438.0 |
|
| R2 |
8,635.7 |
8,635.7 |
8,417.0 |
|
| R1 |
8,505.3 |
8,505.3 |
8,396.0 |
8,570.5 |
| PP |
8,406.7 |
8,406.7 |
8,406.7 |
8,439.3 |
| S1 |
8,276.3 |
8,276.3 |
8,354.0 |
8,341.5 |
| S2 |
8,177.7 |
8,177.7 |
8,333.0 |
|
| S3 |
7,948.7 |
8,047.3 |
8,312.0 |
|
| S4 |
7,719.7 |
7,818.3 |
8,249.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,427.0 |
8,176.0 |
251.0 |
3.1% |
133.6 |
1.6% |
16% |
False |
True |
1,392 |
| 10 |
8,537.0 |
8,176.0 |
361.0 |
4.4% |
123.1 |
1.5% |
11% |
False |
True |
880 |
| 20 |
8,568.0 |
8,176.0 |
392.0 |
4.8% |
105.1 |
1.3% |
10% |
False |
True |
551 |
| 40 |
8,568.0 |
7,437.5 |
1,130.5 |
13.8% |
109.4 |
1.3% |
69% |
False |
False |
517 |
| 60 |
8,568.0 |
7,437.5 |
1,130.5 |
13.8% |
104.9 |
1.3% |
69% |
False |
False |
815 |
| 80 |
8,568.0 |
7,437.5 |
1,130.5 |
13.8% |
102.8 |
1.3% |
69% |
False |
False |
731 |
| 100 |
8,568.0 |
7,437.5 |
1,130.5 |
13.8% |
95.6 |
1.2% |
69% |
False |
False |
594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,821.8 |
|
2.618 |
8,621.0 |
|
1.618 |
8,498.0 |
|
1.000 |
8,422.0 |
|
0.618 |
8,375.0 |
|
HIGH |
8,299.0 |
|
0.618 |
8,252.0 |
|
0.500 |
8,237.5 |
|
0.382 |
8,223.0 |
|
LOW |
8,176.0 |
|
0.618 |
8,100.0 |
|
1.000 |
8,053.0 |
|
1.618 |
7,977.0 |
|
2.618 |
7,854.0 |
|
4.250 |
7,653.3 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,237.5 |
8,289.5 |
| PP |
8,230.2 |
8,264.8 |
| S1 |
8,222.8 |
8,240.2 |
|