| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
4,694.0 |
4,732.0 |
38.0 |
0.8% |
4,764.0 |
| High |
4,711.0 |
4,804.0 |
93.0 |
2.0% |
4,804.0 |
| Low |
4,658.0 |
4,730.0 |
72.0 |
1.5% |
4,658.0 |
| Close |
4,684.0 |
4,785.0 |
101.0 |
2.2% |
4,785.0 |
| Range |
53.0 |
74.0 |
21.0 |
39.6% |
146.0 |
| ATR |
59.6 |
63.9 |
4.3 |
7.2% |
0.0 |
| Volume |
33,520 |
34,517 |
997 |
3.0% |
121,341 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,995.0 |
4,964.0 |
4,825.7 |
|
| R3 |
4,921.0 |
4,890.0 |
4,805.4 |
|
| R2 |
4,847.0 |
4,847.0 |
4,798.6 |
|
| R1 |
4,816.0 |
4,816.0 |
4,791.8 |
4,831.5 |
| PP |
4,773.0 |
4,773.0 |
4,773.0 |
4,780.8 |
| S1 |
4,742.0 |
4,742.0 |
4,778.2 |
4,757.5 |
| S2 |
4,699.0 |
4,699.0 |
4,771.4 |
|
| S3 |
4,625.0 |
4,668.0 |
4,764.7 |
|
| S4 |
4,551.0 |
4,594.0 |
4,744.3 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,187.0 |
5,132.0 |
4,865.3 |
|
| R3 |
5,041.0 |
4,986.0 |
4,825.2 |
|
| R2 |
4,895.0 |
4,895.0 |
4,811.8 |
|
| R1 |
4,840.0 |
4,840.0 |
4,798.4 |
4,867.5 |
| PP |
4,749.0 |
4,749.0 |
4,749.0 |
4,762.8 |
| S1 |
4,694.0 |
4,694.0 |
4,771.6 |
4,721.5 |
| S2 |
4,603.0 |
4,603.0 |
4,758.2 |
|
| S3 |
4,457.0 |
4,548.0 |
4,744.9 |
|
| S4 |
4,311.0 |
4,402.0 |
4,704.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,804.0 |
4,658.0 |
146.0 |
3.1% |
49.2 |
1.0% |
87% |
True |
False |
32,135 |
| 10 |
4,975.0 |
4,658.0 |
317.0 |
6.6% |
52.2 |
1.1% |
40% |
False |
False |
30,830 |
| 20 |
5,254.0 |
4,658.0 |
596.0 |
12.5% |
58.2 |
1.2% |
21% |
False |
False |
29,821 |
| 40 |
5,258.0 |
4,658.0 |
600.0 |
12.5% |
54.1 |
1.1% |
21% |
False |
False |
25,849 |
| 60 |
5,258.0 |
4,658.0 |
600.0 |
12.5% |
51.9 |
1.1% |
21% |
False |
False |
28,581 |
| 80 |
5,258.0 |
4,658.0 |
600.0 |
12.5% |
49.1 |
1.0% |
21% |
False |
False |
22,977 |
| 100 |
5,258.0 |
4,658.0 |
600.0 |
12.5% |
41.3 |
0.9% |
21% |
False |
False |
18,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,118.5 |
|
2.618 |
4,997.7 |
|
1.618 |
4,923.7 |
|
1.000 |
4,878.0 |
|
0.618 |
4,849.7 |
|
HIGH |
4,804.0 |
|
0.618 |
4,775.7 |
|
0.500 |
4,767.0 |
|
0.382 |
4,758.3 |
|
LOW |
4,730.0 |
|
0.618 |
4,684.3 |
|
1.000 |
4,656.0 |
|
1.618 |
4,610.3 |
|
2.618 |
4,536.3 |
|
4.250 |
4,415.5 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,779.0 |
4,767.0 |
| PP |
4,773.0 |
4,749.0 |
| S1 |
4,767.0 |
4,731.0 |
|