| 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 |
2,933.75 |
2,938.25 |
4.50 |
0.2% |
2,972.25 |
| High |
2,946.75 |
2,986.00 |
39.25 |
1.3% |
3,000.75 |
| Low |
2,905.25 |
2,938.25 |
33.00 |
1.1% |
2,905.25 |
| Close |
2,944.00 |
2,975.00 |
31.00 |
1.1% |
2,975.00 |
| Range |
41.50 |
47.75 |
6.25 |
15.1% |
95.50 |
| ATR |
34.58 |
35.52 |
0.94 |
2.7% |
0.00 |
| Volume |
2,104 |
2,883 |
779 |
37.0% |
12,294 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,109.75 |
3,090.00 |
3,001.25 |
|
| R3 |
3,062.00 |
3,042.25 |
2,988.25 |
|
| R2 |
3,014.25 |
3,014.25 |
2,983.75 |
|
| R1 |
2,994.50 |
2,994.50 |
2,979.50 |
3,004.50 |
| PP |
2,966.50 |
2,966.50 |
2,966.50 |
2,971.25 |
| S1 |
2,946.75 |
2,946.75 |
2,970.50 |
2,956.50 |
| S2 |
2,918.75 |
2,918.75 |
2,966.25 |
|
| S3 |
2,871.00 |
2,899.00 |
2,961.75 |
|
| S4 |
2,823.25 |
2,851.25 |
2,948.75 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,246.75 |
3,206.50 |
3,027.50 |
|
| R3 |
3,151.25 |
3,111.00 |
3,001.25 |
|
| R2 |
3,055.75 |
3,055.75 |
2,992.50 |
|
| R1 |
3,015.50 |
3,015.50 |
2,983.75 |
3,035.50 |
| PP |
2,960.25 |
2,960.25 |
2,960.25 |
2,970.50 |
| S1 |
2,920.00 |
2,920.00 |
2,966.25 |
2,940.00 |
| S2 |
2,864.75 |
2,864.75 |
2,957.50 |
|
| S3 |
2,769.25 |
2,824.50 |
2,948.75 |
|
| S4 |
2,673.75 |
2,729.00 |
2,922.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,000.75 |
2,905.25 |
95.50 |
3.2% |
44.25 |
1.5% |
73% |
False |
False |
2,458 |
| 10 |
3,029.75 |
2,905.25 |
124.50 |
4.2% |
40.50 |
1.4% |
56% |
False |
False |
1,727 |
| 20 |
3,044.00 |
2,905.25 |
138.75 |
4.7% |
34.25 |
1.2% |
50% |
False |
False |
1,053 |
| 40 |
3,044.00 |
2,733.00 |
311.00 |
10.5% |
31.50 |
1.1% |
78% |
False |
False |
573 |
| 60 |
3,044.00 |
2,733.00 |
311.00 |
10.5% |
28.25 |
0.9% |
78% |
False |
False |
386 |
| 80 |
3,044.00 |
2,690.50 |
353.50 |
11.9% |
23.00 |
0.8% |
80% |
False |
False |
290 |
| 100 |
3,044.00 |
2,690.50 |
353.50 |
11.9% |
19.50 |
0.7% |
80% |
False |
False |
232 |
| 120 |
3,044.00 |
2,574.25 |
469.75 |
15.8% |
16.75 |
0.6% |
85% |
False |
False |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,189.00 |
|
2.618 |
3,111.00 |
|
1.618 |
3,063.25 |
|
1.000 |
3,033.75 |
|
0.618 |
3,015.50 |
|
HIGH |
2,986.00 |
|
0.618 |
2,967.75 |
|
0.500 |
2,962.00 |
|
0.382 |
2,956.50 |
|
LOW |
2,938.25 |
|
0.618 |
2,908.75 |
|
1.000 |
2,890.50 |
|
1.618 |
2,861.00 |
|
2.618 |
2,813.25 |
|
4.250 |
2,735.25 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,970.75 |
2,965.25 |
| PP |
2,966.50 |
2,955.50 |
| S1 |
2,962.00 |
2,945.50 |
|