| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
990.1 |
980.0 |
-10.1 |
-1.0% |
982.7 |
| High |
990.7 |
993.0 |
2.3 |
0.2% |
992.5 |
| Low |
978.3 |
980.0 |
1.7 |
0.2% |
961.5 |
| Close |
979.9 |
989.5 |
9.6 |
1.0% |
979.9 |
| Range |
12.4 |
13.0 |
0.6 |
4.8% |
31.0 |
| ATR |
16.6 |
16.4 |
-0.3 |
-1.5% |
0.0 |
| Volume |
89,848 |
100,585 |
10,737 |
12.0% |
787,584 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,026.5 |
1,021.0 |
996.8 |
|
| R3 |
1,013.5 |
1,008.0 |
993.0 |
|
| R2 |
1,000.5 |
1,000.5 |
992.0 |
|
| R1 |
995.0 |
995.0 |
990.8 |
997.8 |
| PP |
987.5 |
987.5 |
987.5 |
989.0 |
| S1 |
982.0 |
982.0 |
988.3 |
984.8 |
| S2 |
974.5 |
974.5 |
987.0 |
|
| S3 |
961.5 |
969.0 |
986.0 |
|
| S4 |
948.5 |
956.0 |
982.3 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,071.0 |
1,056.5 |
997.0 |
|
| R3 |
1,040.0 |
1,025.5 |
988.5 |
|
| R2 |
1,009.0 |
1,009.0 |
985.5 |
|
| R1 |
994.5 |
994.5 |
982.8 |
986.3 |
| PP |
978.0 |
978.0 |
978.0 |
973.8 |
| S1 |
963.5 |
963.5 |
977.0 |
955.3 |
| S2 |
947.0 |
947.0 |
974.3 |
|
| S3 |
916.0 |
932.5 |
971.5 |
|
| S4 |
885.0 |
901.5 |
962.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
993.0 |
961.5 |
31.5 |
3.2% |
19.0 |
1.9% |
89% |
True |
False |
153,276 |
| 10 |
996.1 |
961.4 |
34.7 |
3.5% |
17.8 |
1.8% |
81% |
False |
False |
148,399 |
| 20 |
1,008.4 |
961.4 |
47.0 |
4.7% |
17.3 |
1.7% |
60% |
False |
False |
128,447 |
| 40 |
1,008.4 |
894.9 |
113.5 |
11.5% |
15.0 |
1.5% |
83% |
False |
False |
111,962 |
| 60 |
1,008.4 |
894.2 |
114.2 |
11.5% |
15.3 |
1.5% |
83% |
False |
False |
114,546 |
| 80 |
1,008.4 |
889.0 |
119.4 |
12.1% |
14.3 |
1.4% |
84% |
False |
False |
103,918 |
| 100 |
1,008.4 |
889.0 |
119.4 |
12.1% |
12.3 |
1.2% |
84% |
False |
False |
83,137 |
| 120 |
1,008.4 |
820.7 |
187.7 |
19.0% |
10.3 |
1.0% |
90% |
False |
False |
69,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,048.3 |
|
2.618 |
1,027.0 |
|
1.618 |
1,014.0 |
|
1.000 |
1,006.0 |
|
0.618 |
1,001.0 |
|
HIGH |
993.0 |
|
0.618 |
988.0 |
|
0.500 |
986.5 |
|
0.382 |
985.0 |
|
LOW |
980.0 |
|
0.618 |
972.0 |
|
1.000 |
967.0 |
|
1.618 |
959.0 |
|
2.618 |
946.0 |
|
4.250 |
924.8 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
988.5 |
985.5 |
| PP |
987.5 |
981.3 |
| S1 |
986.5 |
977.3 |
|