| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
4,762.0 |
4,836.0 |
74.0 |
1.6% |
4,764.0 |
| High |
4,835.0 |
4,841.0 |
6.0 |
0.1% |
4,804.0 |
| Low |
4,742.0 |
4,765.0 |
23.0 |
0.5% |
4,658.0 |
| Close |
4,829.0 |
4,820.0 |
-9.0 |
-0.2% |
4,785.0 |
| Range |
93.0 |
76.0 |
-17.0 |
-18.3% |
146.0 |
| ATR |
66.0 |
66.7 |
0.7 |
1.1% |
0.0 |
| Volume |
110,973 |
186,747 |
75,774 |
68.3% |
121,341 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,036.7 |
5,004.3 |
4,861.8 |
|
| R3 |
4,960.7 |
4,928.3 |
4,840.9 |
|
| R2 |
4,884.7 |
4,884.7 |
4,833.9 |
|
| R1 |
4,852.3 |
4,852.3 |
4,827.0 |
4,830.5 |
| PP |
4,808.7 |
4,808.7 |
4,808.7 |
4,797.8 |
| S1 |
4,776.3 |
4,776.3 |
4,813.0 |
4,754.5 |
| S2 |
4,732.7 |
4,732.7 |
4,806.1 |
|
| S3 |
4,656.7 |
4,700.3 |
4,799.1 |
|
| S4 |
4,580.7 |
4,624.3 |
4,778.2 |
|
|
| 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 |
4,841.0 |
4,658.0 |
183.0 |
3.8% |
64.8 |
1.3% |
89% |
True |
False |
79,046 |
| 10 |
4,914.0 |
4,658.0 |
256.0 |
5.3% |
56.0 |
1.2% |
63% |
False |
False |
54,596 |
| 20 |
5,224.0 |
4,658.0 |
566.0 |
11.7% |
62.6 |
1.3% |
29% |
False |
False |
42,613 |
| 40 |
5,258.0 |
4,658.0 |
600.0 |
12.4% |
55.4 |
1.1% |
27% |
False |
False |
31,986 |
| 60 |
5,258.0 |
4,658.0 |
600.0 |
12.4% |
52.6 |
1.1% |
27% |
False |
False |
29,923 |
| 80 |
5,258.0 |
4,658.0 |
600.0 |
12.4% |
51.1 |
1.1% |
27% |
False |
False |
26,699 |
| 100 |
5,258.0 |
4,658.0 |
600.0 |
12.4% |
42.7 |
0.9% |
27% |
False |
False |
21,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,164.0 |
|
2.618 |
5,040.0 |
|
1.618 |
4,964.0 |
|
1.000 |
4,917.0 |
|
0.618 |
4,888.0 |
|
HIGH |
4,841.0 |
|
0.618 |
4,812.0 |
|
0.500 |
4,803.0 |
|
0.382 |
4,794.0 |
|
LOW |
4,765.0 |
|
0.618 |
4,718.0 |
|
1.000 |
4,689.0 |
|
1.618 |
4,642.0 |
|
2.618 |
4,566.0 |
|
4.250 |
4,442.0 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,814.3 |
4,808.5 |
| PP |
4,808.7 |
4,797.0 |
| S1 |
4,803.0 |
4,785.5 |
|