| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
2,681.0 |
2,623.0 |
-58.0 |
-2.2% |
2,756.0 |
| High |
2,702.0 |
2,685.0 |
-17.0 |
-0.6% |
2,787.0 |
| Low |
2,647.0 |
2,612.0 |
-35.0 |
-1.3% |
2,648.0 |
| Close |
2,669.0 |
2,664.0 |
-5.0 |
-0.2% |
2,725.0 |
| Range |
55.0 |
73.0 |
18.0 |
32.7% |
139.0 |
| ATR |
51.6 |
53.1 |
1.5 |
3.0% |
0.0 |
| Volume |
1,653,349 |
1,106,969 |
-546,380 |
-33.0% |
5,715,206 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,872.7 |
2,841.3 |
2,704.2 |
|
| R3 |
2,799.7 |
2,768.3 |
2,684.1 |
|
| R2 |
2,726.7 |
2,726.7 |
2,677.4 |
|
| R1 |
2,695.3 |
2,695.3 |
2,670.7 |
2,711.0 |
| PP |
2,653.7 |
2,653.7 |
2,653.7 |
2,661.5 |
| S1 |
2,622.3 |
2,622.3 |
2,657.3 |
2,638.0 |
| S2 |
2,580.7 |
2,580.7 |
2,650.6 |
|
| S3 |
2,507.7 |
2,549.3 |
2,643.9 |
|
| S4 |
2,434.7 |
2,476.3 |
2,623.9 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,137.0 |
3,070.0 |
2,801.5 |
|
| R3 |
2,998.0 |
2,931.0 |
2,763.2 |
|
| R2 |
2,859.0 |
2,859.0 |
2,750.5 |
|
| R1 |
2,792.0 |
2,792.0 |
2,737.7 |
2,756.0 |
| PP |
2,720.0 |
2,720.0 |
2,720.0 |
2,702.0 |
| S1 |
2,653.0 |
2,653.0 |
2,712.3 |
2,617.0 |
| S2 |
2,581.0 |
2,581.0 |
2,699.5 |
|
| S3 |
2,442.0 |
2,514.0 |
2,686.8 |
|
| S4 |
2,303.0 |
2,375.0 |
2,648.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,734.0 |
2,612.0 |
122.0 |
4.6% |
56.8 |
2.1% |
43% |
False |
True |
1,225,751 |
| 10 |
2,802.0 |
2,612.0 |
190.0 |
7.1% |
58.2 |
2.2% |
27% |
False |
True |
1,228,301 |
| 20 |
2,849.0 |
2,612.0 |
237.0 |
8.9% |
49.0 |
1.8% |
22% |
False |
True |
1,125,661 |
| 40 |
2,849.0 |
2,481.0 |
368.0 |
13.8% |
45.5 |
1.7% |
50% |
False |
False |
1,051,823 |
| 60 |
2,849.0 |
2,481.0 |
368.0 |
13.8% |
47.0 |
1.8% |
50% |
False |
False |
1,055,777 |
| 80 |
2,849.0 |
2,481.0 |
368.0 |
13.8% |
46.2 |
1.7% |
50% |
False |
False |
871,727 |
| 100 |
2,849.0 |
2,481.0 |
368.0 |
13.8% |
43.5 |
1.6% |
50% |
False |
False |
697,657 |
| 120 |
2,849.0 |
2,481.0 |
368.0 |
13.8% |
40.3 |
1.5% |
50% |
False |
False |
581,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,995.3 |
|
2.618 |
2,876.1 |
|
1.618 |
2,803.1 |
|
1.000 |
2,758.0 |
|
0.618 |
2,730.1 |
|
HIGH |
2,685.0 |
|
0.618 |
2,657.1 |
|
0.500 |
2,648.5 |
|
0.382 |
2,639.9 |
|
LOW |
2,612.0 |
|
0.618 |
2,566.9 |
|
1.000 |
2,539.0 |
|
1.618 |
2,493.9 |
|
2.618 |
2,420.9 |
|
4.250 |
2,301.8 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,658.8 |
2,663.2 |
| PP |
2,653.7 |
2,662.3 |
| S1 |
2,648.5 |
2,661.5 |
|