| 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 |
2,968.75 |
2,933.75 |
-35.00 |
-1.2% |
2,995.25 |
| High |
2,972.75 |
2,946.75 |
-26.00 |
-0.9% |
3,029.75 |
| Low |
2,927.25 |
2,905.25 |
-22.00 |
-0.8% |
2,974.00 |
| Close |
2,933.00 |
2,944.00 |
11.00 |
0.4% |
2,974.75 |
| Range |
45.50 |
41.50 |
-4.00 |
-8.8% |
55.75 |
| ATR |
34.04 |
34.58 |
0.53 |
1.6% |
0.00 |
| Volume |
1,394 |
2,104 |
710 |
50.9% |
4,515 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,056.50 |
3,041.75 |
2,966.75 |
|
| R3 |
3,015.00 |
3,000.25 |
2,955.50 |
|
| R2 |
2,973.50 |
2,973.50 |
2,951.50 |
|
| R1 |
2,958.75 |
2,958.75 |
2,947.75 |
2,966.00 |
| PP |
2,932.00 |
2,932.00 |
2,932.00 |
2,935.75 |
| S1 |
2,917.25 |
2,917.25 |
2,940.25 |
2,924.50 |
| S2 |
2,890.50 |
2,890.50 |
2,936.50 |
|
| S3 |
2,849.00 |
2,875.75 |
2,932.50 |
|
| S4 |
2,807.50 |
2,834.25 |
2,921.25 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,160.00 |
3,123.25 |
3,005.50 |
|
| R3 |
3,104.25 |
3,067.50 |
2,990.00 |
|
| R2 |
3,048.50 |
3,048.50 |
2,985.00 |
|
| R1 |
3,011.75 |
3,011.75 |
2,979.75 |
3,002.25 |
| PP |
2,992.75 |
2,992.75 |
2,992.75 |
2,988.00 |
| S1 |
2,956.00 |
2,956.00 |
2,969.75 |
2,946.50 |
| S2 |
2,937.00 |
2,937.00 |
2,964.50 |
|
| S3 |
2,881.25 |
2,900.25 |
2,959.50 |
|
| S4 |
2,825.50 |
2,844.50 |
2,944.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,018.00 |
2,905.25 |
112.75 |
3.8% |
43.50 |
1.5% |
34% |
False |
True |
1,915 |
| 10 |
3,029.75 |
2,905.25 |
124.50 |
4.2% |
40.25 |
1.4% |
31% |
False |
True |
1,542 |
| 20 |
3,044.00 |
2,905.25 |
138.75 |
4.7% |
32.75 |
1.1% |
28% |
False |
True |
910 |
| 40 |
3,044.00 |
2,733.00 |
311.00 |
10.6% |
30.50 |
1.0% |
68% |
False |
False |
502 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.6% |
27.50 |
0.9% |
68% |
False |
False |
338 |
| 80 |
3,044.00 |
2,690.50 |
353.50 |
12.0% |
22.50 |
0.8% |
72% |
False |
False |
254 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
12.0% |
19.25 |
0.6% |
72% |
False |
False |
204 |
| 120 |
3,044.00 |
2,574.25 |
469.75 |
16.0% |
16.25 |
0.6% |
79% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,123.00 |
|
2.618 |
3,055.50 |
|
1.618 |
3,014.00 |
|
1.000 |
2,988.25 |
|
0.618 |
2,972.50 |
|
HIGH |
2,946.75 |
|
0.618 |
2,931.00 |
|
0.500 |
2,926.00 |
|
0.382 |
2,921.00 |
|
LOW |
2,905.25 |
|
0.618 |
2,879.50 |
|
1.000 |
2,863.75 |
|
1.618 |
2,838.00 |
|
2.618 |
2,796.50 |
|
4.250 |
2,729.00 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,938.00 |
2,953.00 |
| PP |
2,932.00 |
2,950.00 |
| S1 |
2,926.00 |
2,947.00 |
|