| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
4,764.0 |
4,725.0 |
-39.0 |
-0.8% |
4,897.0 |
| High |
4,773.0 |
4,738.0 |
-35.0 |
-0.7% |
4,942.0 |
| Low |
4,737.0 |
4,710.0 |
-27.0 |
-0.6% |
4,728.0 |
| Close |
4,765.0 |
4,730.0 |
-35.0 |
-0.7% |
4,740.0 |
| Range |
36.0 |
28.0 |
-8.0 |
-22.2% |
214.0 |
| ATR |
59.0 |
58.7 |
-0.3 |
-0.5% |
0.0 |
| Volume |
23,828 |
29,476 |
5,648 |
23.7% |
159,997 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,810.0 |
4,798.0 |
4,745.4 |
|
| R3 |
4,782.0 |
4,770.0 |
4,737.7 |
|
| R2 |
4,754.0 |
4,754.0 |
4,735.1 |
|
| R1 |
4,742.0 |
4,742.0 |
4,732.6 |
4,748.0 |
| PP |
4,726.0 |
4,726.0 |
4,726.0 |
4,729.0 |
| S1 |
4,714.0 |
4,714.0 |
4,727.4 |
4,720.0 |
| S2 |
4,698.0 |
4,698.0 |
4,724.9 |
|
| S3 |
4,670.0 |
4,686.0 |
4,722.3 |
|
| S4 |
4,642.0 |
4,658.0 |
4,714.6 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,445.3 |
5,306.7 |
4,857.7 |
|
| R3 |
5,231.3 |
5,092.7 |
4,798.9 |
|
| R2 |
5,017.3 |
5,017.3 |
4,779.2 |
|
| R1 |
4,878.7 |
4,878.7 |
4,759.6 |
4,841.0 |
| PP |
4,803.3 |
4,803.3 |
4,803.3 |
4,784.5 |
| S1 |
4,664.7 |
4,664.7 |
4,720.4 |
4,627.0 |
| S2 |
4,589.3 |
4,589.3 |
4,700.8 |
|
| S3 |
4,375.3 |
4,450.7 |
4,681.2 |
|
| S4 |
4,161.3 |
4,236.7 |
4,622.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,884.0 |
4,710.0 |
174.0 |
3.7% |
43.4 |
0.9% |
11% |
False |
True |
31,163 |
| 10 |
4,996.0 |
4,710.0 |
286.0 |
6.0% |
49.4 |
1.0% |
7% |
False |
True |
30,003 |
| 20 |
5,258.0 |
4,710.0 |
548.0 |
11.6% |
59.7 |
1.3% |
4% |
False |
True |
29,319 |
| 40 |
5,258.0 |
4,710.0 |
548.0 |
11.6% |
52.8 |
1.1% |
4% |
False |
True |
25,360 |
| 60 |
5,258.0 |
4,710.0 |
548.0 |
11.6% |
52.3 |
1.1% |
4% |
False |
True |
28,877 |
| 80 |
5,258.0 |
4,710.0 |
548.0 |
11.6% |
48.1 |
1.0% |
4% |
False |
True |
22,136 |
| 100 |
5,258.0 |
4,710.0 |
548.0 |
11.6% |
40.2 |
0.8% |
4% |
False |
True |
17,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,857.0 |
|
2.618 |
4,811.3 |
|
1.618 |
4,783.3 |
|
1.000 |
4,766.0 |
|
0.618 |
4,755.3 |
|
HIGH |
4,738.0 |
|
0.618 |
4,727.3 |
|
0.500 |
4,724.0 |
|
0.382 |
4,720.7 |
|
LOW |
4,710.0 |
|
0.618 |
4,692.7 |
|
1.000 |
4,682.0 |
|
1.618 |
4,664.7 |
|
2.618 |
4,636.7 |
|
4.250 |
4,591.0 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,728.0 |
4,746.5 |
| PP |
4,726.0 |
4,741.0 |
| S1 |
4,724.0 |
4,735.5 |
|