| 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 |
15,250 |
15,050 |
-200 |
-1.3% |
15,270 |
| High |
15,295 |
15,178 |
-117 |
-0.8% |
15,435 |
| Low |
15,031 |
15,035 |
4 |
0.0% |
15,031 |
| Close |
15,031 |
15,147 |
116 |
0.8% |
15,031 |
| Range |
264 |
143 |
-121 |
-45.8% |
404 |
| ATR |
150 |
149 |
0 |
-0.1% |
0 |
| Volume |
480 |
256 |
-224 |
-46.7% |
1,323 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,549 |
15,491 |
15,226 |
|
| R3 |
15,406 |
15,348 |
15,186 |
|
| R2 |
15,263 |
15,263 |
15,173 |
|
| R1 |
15,205 |
15,205 |
15,160 |
15,234 |
| PP |
15,120 |
15,120 |
15,120 |
15,135 |
| S1 |
15,062 |
15,062 |
15,134 |
15,091 |
| S2 |
14,977 |
14,977 |
15,121 |
|
| S3 |
14,834 |
14,919 |
15,108 |
|
| S4 |
14,691 |
14,776 |
15,068 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,378 |
16,108 |
15,253 |
|
| R3 |
15,974 |
15,704 |
15,142 |
|
| R2 |
15,570 |
15,570 |
15,105 |
|
| R1 |
15,300 |
15,300 |
15,068 |
15,233 |
| PP |
15,166 |
15,166 |
15,166 |
15,132 |
| S1 |
14,896 |
14,896 |
14,994 |
14,829 |
| S2 |
14,762 |
14,762 |
14,957 |
|
| S3 |
14,358 |
14,492 |
14,920 |
|
| S4 |
13,954 |
14,088 |
14,809 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,435 |
15,031 |
404 |
2.7% |
196 |
1.3% |
29% |
False |
False |
315 |
| 10 |
15,447 |
15,031 |
416 |
2.7% |
181 |
1.2% |
28% |
False |
False |
247 |
| 20 |
15,447 |
14,815 |
632 |
4.2% |
137 |
0.9% |
53% |
False |
False |
156 |
| 40 |
15,447 |
14,312 |
1,135 |
7.5% |
133 |
0.9% |
74% |
False |
False |
113 |
| 60 |
15,447 |
14,237 |
1,210 |
8.0% |
108 |
0.7% |
75% |
False |
False |
77 |
| 80 |
15,447 |
13,642 |
1,805 |
11.9% |
85 |
0.6% |
83% |
False |
False |
58 |
| 100 |
15,447 |
13,166 |
2,281 |
15.1% |
68 |
0.4% |
87% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,786 |
|
2.618 |
15,552 |
|
1.618 |
15,409 |
|
1.000 |
15,321 |
|
0.618 |
15,266 |
|
HIGH |
15,178 |
|
0.618 |
15,123 |
|
0.500 |
15,107 |
|
0.382 |
15,090 |
|
LOW |
15,035 |
|
0.618 |
14,947 |
|
1.000 |
14,892 |
|
1.618 |
14,804 |
|
2.618 |
14,661 |
|
4.250 |
14,427 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,134 |
15,169 |
| PP |
15,120 |
15,162 |
| S1 |
15,107 |
15,154 |
|